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題名:全額交割股的判列與取消對股票報酬之影響
書刊名:商學學報
作者:陳志鈞 引用關係邱建勳許慧雯
作者(外文):Chen, Chih-chunChiu, Jian-shiunHsu, Hui-wen
出版日期:2014
卷期:22
頁次:頁41-65
主題關鍵詞:全額交割股事件研究法股票報酬Full delivery securitiesEvent studyStock return
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:82
  • 點閱點閱:154
期刊論文
1.Beaver, W. H.(1982)。Discussion of Market-Based Empirical Research in Accounting: A Review。Journal of Accounting Research,20(supplement),323-331。  new window
2.Ismailescu, Iuliana、Kazemi, Hossein(2010)。The Reaction of Emerging Market Credit Default Swap Spreads to Sovereign Credit Rating Changes。Journal of Banking and Finance,34(12),2861-2873。  new window
3.Reisen, H.、von Maltzan, J.(1999)。Boom and Bust and Sovereign Ratings。International Finance,2(2),273-293。  new window
4.Abeysekera, S. P.(2001)。Efficient Markets Hypothesis and the Emerging Capital Market in Sri Lanka: Evidence from the Colombo Stock Exchange: A Note。Journal of Business Finance and Accounting,28(1/2),249-261。  new window
5.Al-Loughani, N.、Chappell, D.(1997)。On the validity of the weak-form efficient markets hypothesis applied to the London stock exchange。Applied Financial Economics,7(2),173-176。  new window
6.Atkins, A.B.、E.A. Dy(1990)。Price reversal, bid-ask spreads, and market efficiency。Journal of Financial and Quantitative Analysis,25(4),535-547。  new window
7.Dissanaike, G.(1997)。Do stock market investors overreact?。Journal of Business Finance & Accounting,24(1),27-50。  new window
8.Dodd, Peter、Leftwich, Richard(1980)。The market for corporate charters: Unhealthy Competition Versus Federal Regulation。The Journal of Business,53(3),259-283。  new window
9.Eades, K. M.、Hess, P. J.、Kim, E. H.(1985)。Market rationality and dividend announcements。Journal of Financial Economics,14(4),581-604。  new window
10.Grace, E. V.、Rose, L. C.、Karafiath, I.(1995)。Using stock return data to measure the wealth effects of regulation: Additional evidence from California's Proposition 103。Journal of Risk and Insurance,62(2),271-286。  new window
11.Ma, C. K.、Rao, R. P.、Sears, R. S.(1989)。Limit moves and price resolution: The case of treasury bond futures market。Journal of Futures Markets,9(4),321-355。  new window
12.王朝仕(20111000)。投資人對現金增資股票的過度反應行為--魅力性觀點。管理與系統,18(4),633-662。new window  延伸查詢new window
13.Kendell, M. G.(1953)。The Analysis of Economic Time-Series-Part I: Prices。Journal of the Royal Statistical Society,116(1),11-34。  new window
14.洪振虔、吳欽杉、陳安琳(20020400)。非理性投資行為對新上市股票價格績效之影響。管理評論,21(2),53-79。new window  延伸查詢new window
15.周賓凰、池祥萱、周冠男、龔怡霖(2002)。行為財務學--文獻回顧與展望。證券市場發展季刊,14(2)=54,1-47。new window  延伸查詢new window
16.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
17.Dann, Larry Y.(1981)。Common stock repurchases an analysis of returns to bondholders and stockholders。Journal of Financial Economics,9(2),113-138。  new window
18.Lintner, John(1965)。Security Prices, Risk and Maximal Gains from Diversification。Journal of Finance,20(4),587-615。  new window
19.Mikkelson, Wayne H.、Partch, M. Megan(1986)。Valuation Effects of Security Offerings and the Issuance Process。Journal of Financial Economics,15(1/2),31-60。  new window
20.黃彥聖、姜清海、柯美珠(19991200)。漲跌幅限制下均衡價格的估計與過度反應假說之檢定。中國財務學刊,7(3),27-59。new window  延伸查詢new window
21.Samuelson, Paul A.(1965)。Proof that Properly Anticipated Prices Fluctuate Randomly。Industrial Management Review,6(2),41-49。  new window
22.Peterson, P. P.(1989)。Event Studies: A Review of Issues and Methodology。Quarter Journal of Business and Economics,28(3),36-66。  new window
23.Gande, Amar、Parsley, David C.(2005)。News spillovers in the sovereign debt market。Journal of Financial Economics,75(3),691-734。  new window
24.Basu, S.(1977)。Investment Performance of Common Stocks in Relation to Their Price-earnings Ratios: A Test of the Efficient Market Hypothesis。Journal of Finance,32(3),663-682。  new window
25.Fama, E. F.(1965)。The behavior of stock market prices。Journal of Business,38(1),34-105。  new window
26.Shiller, Robert J.(1984)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity,2,457-510。  new window
27.MacKinlay, A. Craig(1997)。Event Studies in Economics and Finance。Journal of Economic Literature,35(1),13-39。  new window
28.Kahneman, Daniel、Riepe, Mark W.(1998)。Aspects of Investor Psychology。Journal of Portfolio Management,24(4),52-65。  new window
29.Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。  new window
30.Shiller, Robert J.(1981)。Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?。American Economic Review,71(3),421-436。  new window
31.De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance,42(3),557-581。  new window
32.Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review,10(1),1-21。  new window
33.Kahneman, Daniel、Tversky, Amos(1973)。On the psychology of prediction。Psychological Review,80(4),237-251。  new window
34.Reinganum, Marc R.(1981)。Misspecification of capital asset pricing: empirical anomalies based on earnings yields and market values。Journal of Financial Economics,9(1),19-46。  new window
35.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
36.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
37.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
38.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
圖書
1.Fama, Eugene F.(1976)。Foundation of Finance。New York, NY:Basic Books。  new window
2.Shleifer, Andrei(2000)。Inefficient Market: An Introduction to Behavioral Finance。Oxford University Press。  new window
3.沈中華、李建然(2000)。事件研究法--財務與會計實證研究必備。華泰文化事業公司。  延伸查詢new window
 
 
 
 
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