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題名:好消息、壞消息與報酬動能效應--以臺灣股市為例
書刊名:應用經濟論叢
作者:胥愛琦 引用關係李春安 引用關係賴秀燕
作者(外文):Hsu, Ai-chiLi, Chun-anLai, Show-yen
出版日期:2015
卷期:98
頁次:頁113-148
主題關鍵詞:資訊揭露評鑑系統消息效應動能效應Information disclosure and transparency ranking systemNews effectMomentum effect
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(3) 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:3
  • 共同引用共同引用:114
  • 點閱點閱:52
期刊論文
1.Roll, R.(1988)。R2。Journal of Finance,43(3),541-566。  new window
2.Miller, Gregory S.(2002)。Earnings performance and discretionary disclosure。Journal of Accounting Research,40(1),173-204。  new window
3.Butler, A.、Gurun, U.(2012)。Don't believe the hype: Local media slant, local advertising, and firm value。Journal of Finance,67(2),561-598。  new window
4.Hameed, Allaudeen、Kusnadi, Yuanto(2002)。Momentum Strategies: Evidence from Pacific Basin Stock Markets。The Journal of Financial Research,25(3),383-397。  new window
5.Xiong, G.、Bharadwaj, S.(2013)。Asymmetric Roles of Advertising and Marketing Capability in Financial Returns to News: Turning Bad into Good and Good into Great。Journal of Marketing Research,50,706-724。  new window
6.Mangena, M.、Tauringana, V.(2007)。Disclosure, Corporate Governance and Foreign Share Ownership on the Zimbabwe Stock Exchange。Journal of International Financial Management and Accounting,18(2),53-85。  new window
7.Legg, A. M.、Sweeny, K.(2014)。Do You Want the Good News or the Bad News First? The Nature and Consequences of News Order Preferences。Personality and Social Psychology Bulletin,40,279-288。  new window
8.Bloomfield, R.、Libby, R.、Nelson, M. W.(2000)。Underreactions, Overreactions, and Moderated Confidence。Journal of Financial Markets,3(2),113-137。  new window
9.林幸君、劉力瑋(20120600)。臺灣產業關聯效果與關鍵產業之衡量。應用經濟論叢,91,1-60。new window  延伸查詢new window
10.丁秀儀、黃勇達(20101000)。資訊揭露程度與內涵對機構投資人持股的影響。證券市場發展,22(3)=87,39-74。new window  延伸查詢new window
11.Grullon, G.、Kanatas, G.、Weston, J. P.(2004)。Advertising, Breadth of Ownership, and Liquidity。The Review of Financial Studies,17(2),439-461。  new window
12.Forner, C.、Marhuenda, J.(2003)。Contrarian and momentum strategies in the Spanish stock market。European Financial Management,9(1),67-88。  new window
13.Botosan, C. A.、Plumlee, M. A.(2002)。A Re-examination of disclosure level and the expected cost of equity capital。Journal of Accounting Research,40(1),21-40。  new window
14.顧廣平(20100600)。營收動能策略。管理學報,27(3),267-289。new window  延伸查詢new window
15.廖秀梅、陳依婷(20100500)。資訊揭露透明度、家族控制因素與盈餘價值攸關性。東吳學報,2(2),1-23。new window  延伸查詢new window
16.周建新、林宗得(20051200)。資訊透明度對企業價值增額解釋能力之研究。會計與公司治理,2(2),25-46。new window  延伸查詢new window
17.王蘭芬、薛敏正、曾乾豪(20110600)。資訊透明度的更動與盈餘管理間之關聯。會計審計論叢,1(1),101-131。new window  延伸查詢new window
18.Amihud, Y.、Mendelson, H.(1986)。Asset pricing and the bid-ask spread。Journal of Financial Economics,17(2),223-249。  new window
19.Aboody, David、Kasznik, Ron(2000)。CEO stock option awards and the timing of corporate voluntary disclosures。Journal of Accounting and Economics,29(1),73-100。  new window
20.Conrad, Jennifer、Kaul, Gautam(1998)。An Anatomy of Trading Strategies。The Review of Financial Studies,11(3),489-519。  new window
21.Rouwenhorst, K. Geert(1999)。Local Return Factors and Turnover in Emerging Stock Markets。The Journal of Finance,54(4),1439-1464。  new window
22.張瑞當、方俊儒(20060100)。資訊揭露評鑑系統對企業盈餘管理行為之影響。會計評論,42,1-22。new window  延伸查詢new window
23.Healy, Paul M.、Hutton, Amy P.、Palepu, Krishna G.(1999)。Stock Performance and Intermediation Changes Surrounding Sustained Increases in Disclosure。Contemporary Accounting Research,16(3),485-520。  new window
24.Nofsinger, John R.、Sias, Richard W.(1999)。Herding and Feedback Trading by Institutional and Individual Investors。The Journal of Finance,54(6),2263-2295。  new window
25.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
26.Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance,40(3),777-790。  new window
27.Jo, H.、Kim, Y.(2007)。Disclosure frequency and earnings management。Journal of Financial Economics,84(2),561-590。  new window
28.Hunton, James E.、Libby, Robert、Mazza, Cheri L.(2006)。Financial Reporting Transparency and Earnings Management (Retracted)。The Accounting Review,81(1),135-157。  new window
29.Moskowitz, Tobias J.、Grinblatt, Mark(1999)。Do Industries Explain Momentum?。The Journal of Finance,54(4),1249-1290。  new window
30.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
31.Healy, Paul M.、Palepu, Krishna G.(2001)。Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature。Journal of Accounting and Economics,31(1-3),405-440。  new window
32.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
33.Healy, Paul M.、Wahlen, James M.(1999)。A review of the earnings management literature and its implications for standard setting。Accounting Horizons,13(4),365-383。  new window
34.Botosan, Christine A.(1997)。Disclosure level and the cost of equity capital。The Accounting Review,72(3),323-349。  new window
35.Glosten, Lawrence R.、Milgrom, Paul R.(1985)。Bid, ask and transaction prices in a specialist market with heterogeneously informed traders。Journal of Financial Economics,14(1),71-100。  new window
36.Lo, Andrew W.、MacKinlay, A. Craig(1990)。When Are Contrarian Profits Due to Stock Market Overreaction?。The Review of Financial Studies,3(2),175-205。  new window
37.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
38.George, Thomas J.、Hwang, Chuan-Yang(2004)。The 52-week High and Momentum Investing。Journal of Finance,59(5),2145-2176。  new window
39.Rouwenhorst, K. Geert(1998)。International Momentum Strategies。The Journal of Finance,53(1),267-284。  new window
40.Wermers, Russ(1999)。Mutual Fund Herding and the Impact on Stock Prices。Journal of Finance,54(2),581-622。  new window
41.Griffin, John M.、Harris, Jeffrey H.、Topaloglu, Selim(2003)。The dynamics of institutional and individual trading。The Journal of Finance,58(6),2285-2320。  new window
42.Lobo, G. J.、Zhou, J.(2001)。Disclosure quality and earnings management。Asia-Pacific Journal of Accounting and Economics,8(1),1-20。  new window
43.Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1995)。Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior。The American Economic Review,85(5),1088-1105。  new window
44.洪茂蔚、林宜勉、劉志諒(20070900)。動能投資策略之獲利性與影響因素。中山管理評論,15(3),515-546。new window  延伸查詢new window
45.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
46.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
47.Chordia, Tarun、Shivakumar, Lakshmanan(2006)。Earnings and Price Momentum。Journal of Financial Economics,80(3),627-656。  new window
48.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
49.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
50.Bloomfield, R. J.、Wilks, T. J.(2000)。Disclosure effects in the laboratory: Liquidity, depth, and the cost of capital。Accounting Review,75(1),13-41。  new window
51.Diamond, Douglas W.、Verrecchia, Robert E.(1991)。Disclosure, Liquidity, and the Cost of Capital。The Journal of Finance,46(4),1325-1359。  new window
52.李春安、羅進水、蘇永裕(20060600)。動能策略報酬、投資人情緒與景氣循環之研究。財務金融學刊,14(2),73-109。new window  延伸查詢new window
53.Grundy, Bruce D.、Martin, J. Spencer(2001)。Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing。The Review of Financial Studies,14(1),29-78。  new window
研究報告
1.Chui, A. C. W.、Titman, S.、Wei, K. C. J.(2000)。Momentum, legal systems and ownership structure: an analysis of Asian Stock markets。Hong Kong University of Science and Technology。  new window
2.Chuprinin, O.(2011)。Information Management in Financial Markets: Implications for Stock Momentum and Volatility。  new window
 
 
 
 
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