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題名:Media Impacts around Earnings Announcement Dates with Consideration of Investor Types and Market Scenarios
書刊名:財務金融學刊
作者:盧陽正 引用關係魏裕珍 引用關係
作者(外文):Lu, Yang-chengWei, Yu-chen
出版日期:2014
卷期:22:3
頁次:頁73-104
主題關鍵詞:媒體曝光度投資人類型盈餘宣告市場情境交易行為Media coverageInvestor typesEarnings announcementsMarket scenariosTrading behavior
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(1) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:29
期刊論文
1.Ahern, Kenneth R.、Sosyura, Denis(2012)。Who writes the news? Corporate press releases during merger negotiations。Journal of Finance,69,241-291。  new window
2.Arnott, Robert D.、Hsu, Jason、Moore, Philip(2005)。Fundamental indexation。Financial Analysts Journal,61,83-99。  new window
3.Ball, Ray(1992)。The earnings-price anomaly。Journal of Accounting and Economics,15,319-345。  new window
4.Cai, Bill M.、Cai, Charlie X.、Keasey, Kevin(2006)。Which trades move prices in emerging markets? Evidence from China's stock market。Pacific-Basin Finance Journal,14,453-466。  new window
5.Cuñado, Juncal、Gil-Alana, Luis A.、de Gracia, Fernando Perez(2008)。Stock market volatility in U.S. bull and bear markets。Journal of Money, Investment and Banking,1,24-32。  new window
6.Damodaran, Aswath(1989)。The weekend effect in information release: A study of earnings and dividend announcements。Review of Financial Studies,2,607-623。  new window
7.Ekholm, Anders(2006)。How do different types of investors react to new earnings information?。Journal of Business Finance and Accounting,33,127-144。  new window
8.Engelberg, Joseph E.、Parsons, Christopher A.(2011)。The causal impact of media in financial markets。Journal of Finance,66(1),67-97。  new window
9.García, Diego(2013)。Sentiment during recessions。The Journal of Finance,68(3),1267-1300。  new window
10.Joe, Jennifer R.、Louis, Henock、Robinson, Dahlia(2009)。Managers' and investors, responses to media exposure of board ineffectiveness。Journal of Financial and Quantitative Analysis,44,579-605。  new window
11.Kaniel, Ron、Liu, Shuming、Saar, Gideon、Titman, Sheridan(2012)。Individual investor trading and return patterns around earnings announcements。Journal of Finance,67(2),639-680。  new window
12.Lee, Charles M. C.(1992)。Earnings news and small traders。Journal of Accounting and Economics,15,265-302。  new window
13.Lu, Yang-Cheng、Wei, Yu-Chen(2009)。Classification of trade direction for an equity market with price limit and order match: Evidence from the Taiwan stock market。Investment Management and Financial Innovations,6,135-147。  new window
14.Mian, Ghulam M.、Sankaraguruswamy, Srinivasan(2012)。Investor sentiment and stock market response to earnings news。The Accounting Review,87(4),1357-1384。  new window
15.Miller, Merton H.、Modigliani, Franco(1966)。Some estimates of the cost of capital to the electric utility industry。American Economic Review,56,333-391。  new window
16.Vega, Clara(2006)。Stock price reaction to public and private information。Journal of Financial Economics,82(1),103-133。  new window
17.Barclay, M. J.、Warner, J. B.(1993)。Stealth Trading and Volatility: Which Trades Move Prices?。Journal of Financial Economics,34,281-305。  new window
18.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcement。Journal of Accounting Research,6(Suppl.),67-92。  new window
19.Chan, Wesley S.(2003)。Stock Price Reaction to News and No-news: Drift and Reversal after Headlines。Journal of Financial Economics,70,223-260。  new window
20.Tetlock, Paul C.、Saar-Tsechansky, Maytal、Macskassy, Sofus(2008)。More than words: Quantifying language to measure firms' fundamentals。The Journal of Finance,63(3),1437-1467。  new window
21.Skinner, Douglas J.、Sloan, Richard G.(2002)。Earnings surprises, growth expectations, and stock returns or don't let an earnings torpedo sink your portfolio。Review of Accounting Studies,7(2/3),289-312。  new window
22.Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics,19(1),69-90。  new window
23.Chakravarty, Sugato(2001)。Stealth-trading: Which traders' trades move stock prices?。Journal of Financial Economics,61(2),289-307。  new window
24.Grinblatt, Mark、Keloharju, Matti(2000)。The Investment Behavior and Performance of Various Investor Types: A Study of Finland's Unique Data Set。Journal of Financial Economics,55(1),43-67。  new window
25.Barber, Brad M.、Lee, Yi-Tsung、Liu, Yu-Jane、Odean, Terrance(2009)。Just How Much Do Individual Investors Lose by Trading?。The Review of Financial Studies,22(2),609-632。  new window
26.Black, Fisher(1986)。Noise。Journal of Finance,41(3),529-543。  new window
27.Tetlock, Paul C.(2007)。Giving content to investor sentiment: The role of media in the stock market。The Journal of Finance,62(3),1139-1168。  new window
28.Pagan, Adrian R.、Sossounov, Kirill A.(2003)。A simple framework for analysing bull and bear markets。Journal of Applied Econometrics,18(1),23-46。  new window
29.Fabozzi, Frank J.、Francis, Jack C.(1977)。Stability tests for alphas and betas over bull and bear market conditions。Journal of Finance,32(4),1093-1099。  new window
30.Grinblatt, Mark S.、Keloharju, Matti(2001)。What makes investors trade?。Journal of Finance,56(2),589-616。  new window
31.Lee, Charles M. C.、Ready, Mark J.(1991)。Inferring Trade Direction from Intraday Data。Journal of Finance,46(2),733-746。  new window
32.Barber, Brad M.、Odean, Terrance(2008)。All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors。Review of Financial Studies,21(2),785-818。  new window
33.Bernard, Victor L.、Thomas, Jacob K.(1989)。Posting-Earning-Announcement Drift: Delayed Price Response or Risk Premium?。Journal of Accounting Research,27,1-36。  new window
34.Kaniel, Ron、Saar, Gideon、Titman, Sheridan(2008)。Individual investor trading and stock returns。Journal of Finance,63(1),273-310。  new window
35.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。  new window
研究報告
1.Demers, Elizabeth A.、Vega, Clara(2011)。Linguistic tone in earnings announcements: News or noise?。  new window
 
 
 
 
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