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題名:券商推薦股票評等報告之績效分析
書刊名:風險管理學報
作者:林靖庭張清發陳威光
作者(外文):Lin, Ching-tingChang, Ching-faChen, Wei-kuang
出版日期:2017
卷期:19:2
頁次:頁116-140
主題關鍵詞:券商推薦券商評等市場效率超額報酬價格漂移Analyst recommendationsRecommendation strengthAbnormal returnEfficient marketPrice drift
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(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:2
  • 點閱點閱:21
期刊論文
1.Boni, L.、Womack, K. L.(2006)。Analysts, Industries, and Price Momentum。Journal of Financial and Quantitative Analysis,41(1),85-109。  new window
2.Jegadeesh, Narasimhan、Kim, Woojin(2006)。Value of Analyst Recommendations: International Evidence。Journal of Financial Markets,9(3),274-309。  new window
3.池祥萱、蕭君怡(20050900)。券商投資評等報告的資訊內涵--本國券商與外資券商的比較。金融風險管理季刊,1(3),27-45。  延伸查詢new window
4.Howe, J. S.、Unlu, E.、Yan, X. S.(2009)。The Predictive Content of Aggregate Analyst Recommendations。Journal of Accounting Research,47(3),799-821。  new window
5.Choe, H.、Kho, B. C.、Stulz, R. M.(2005)。Do domestic investors have an edge? The trading experience of foreign investors in Korea。Review of Financial Studies,18,795-830。  new window
6.Dvořák, T.(2005)。Do domestic investors have an information advantage? Evidence from Indonesia。The Journal of Finance,60(2),817-839。  new window
7.Hau, H.(2001)。Location matters: an examination of trading profits。Journal of Finance,56(5),1959-1983。  new window
8.Jegadeesh, N.、Kim, J.、Krische, S. D.、Lee, C. M. C.(2004)。Analyzing the analysts: When do recommendations add value?。The Journal of Finance,59,1083-1124。  new window
9.Tesar, L.、Werner, I.(1995)。Home Bias and High Turnover。Journal of International Money and Finance,14,467-492。  new window
10.Froot, K. A.、O'Connell, P. G. J.、Seasholes, M. S.(2001)。The portfolio flows of international investors。Journal of Financial Economics,59(2),151-193。  new window
11.Diefenbach, R. E.(1972)。How Good is Institutional Brokerage Research?。Financial Analysts Journal,28(1),54-60。  new window
12.Desai, H.、Jain, P. C.(1995)。An Analysis of the Recommendations of the Superstar Money Managers at Barron's Annual Roundtable。The Journal of Finance,50(4),1257-1273。  new window
13.Green, T. C.(2006)。The Value of Client Access to Analyst Recommendations。Journal of Financial and Quantitative Analysis,41(1),1-24。  new window
14.Irvine, P. J.(2004)。Analysts' forecasts and brokerage-firm trading。Accounting Review,79(1),125-149。  new window
15.Jackson, Andrew R.(2005)。Trade generation, reputation, and sell-side analysts。Journal of Finance,60(2),673-717。  new window
16.Cowen, A.、Groysberg, B.、Healy, P.(2006)。Which types of analyst firms are more optimistic?。Journal of Accounting and Economics,41(1/2),119-146。  new window
17.黃旭輝、許惠婷(20060700)。券商的推薦股票可以實際獲利嗎?。證券市場發展季刊,18(2)=70,79-115。new window  延伸查詢new window
18.Lai, Sandy、Teo, Melvyn(2008)。Home-biased analysts in emerging markets。Journal of Financial and Quantitative Analysis,43(3),685-716。  new window
19.Agrawal, A.、Chen, M. A.(2012)。Analyst Conflicts and Research Quality。The Quarterly Journal of Finance,2,179-218。  new window
20.Barber, B.、Lehavy, R.、McNichols, M.、Trueman, B.(2001)。Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns。Journal of Finance,56,531-563。  new window
21.Cooper, I.、Kaplanis, E.(1994)。Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium。Review of Financial Studies,7,45-60。  new window
22.Richards, A.(2005)。Big Fish in Small Ponds: the Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Markets。Journal of Financial and Quantitative Analysis,40,1-27。  new window
23.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
24.Womack, Kent L.(1996)。Do Brokerage Analysts' Recommendations Have Investment Value?。The Journal of Finance,51(1),137-167。  new window
研究報告
1.Orpurt, S. F.(2006)。Local analyst earnings forecast advantage in Europe。University of Chicago。  new window
2.Bacmann, J. F.、Bolliger, G.(2006)。Who are the Best? Local versus Foreign Analysts on the Latin American Stock Markets。University of Neuchatel。  new window
3.Bae, K. H.、Stulz, R. M.、Tan, H.(2006)。Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts。Ohio State University。  new window
4.Seasholes, M.(2006)。Reexamining Information Asymmetries in Emerging Markets。University of California at Berkeley。  new window
 
 
 
 
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