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題名:臺灣證券市場第一上市股票價格形成之探討
書刊名:證券市場發展季刊
作者:王銘杰
作者(外文):Wang, Ming-chieh
出版日期:2019
卷期:31:2=122
頁次:頁39-65
主題關鍵詞:第一上市交易地點總公司位置投資人情緒Primary stock listingTrading locationHeadquarters locationInvestor sentiment
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:0
  • 點閱點閱:5
期刊論文
1.Pirinsky, C.、Wang, Q.(2006)。Does Corporate Headquarters Location Matter for Stock Returns?。The Journal of Finance,61(4),1991-2015。  new window
2.Froot, Kenneth A.、Dabora, Emil M.(1999)。How Are Stock Prices Affected by the Location of Trade?。Journal of Financial Economics,53(2),189-216。  new window
3.Wang, Steven S.、Jiang, Li(2004)。Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares。Journal of Banking and Finance,28(6),1273-1297。  new window
4.Gutierrez, J. A.、Martinez, V.、Yuman, T.(2009)。Where Does Return and Volatility Come From? The case of Asian ETFs。International Review of Economics and Finance,18(4),671-679。  new window
5.Levy, A.、Lieberman, O.(2013)。Overreaction of Country ETFs to US Market Returns: Intraday vs. Daily Horizons and The Role of Synchronized Trading。Journal of Banking and Finance,37(5),1412-1421。  new window
6.Grossmann, Axel、Ozuna, Teofilo、Simpson, Marc W.(2007)。ADR mispricing: Do costly arbitrage and consumer sentiment explain the price deviation?。Journal of International Financial Markets, Institutions and Money,17(4),361-371。  new window
7.Chan, K.、Hameed, A.、Lau, S. T.(2003)。What if Trading Location Is Different From Business Location? Evidence from The Jardine Group。Journal of Finance,58,1221-1246。  new window
8.Huang, R. D.(2002)。The Quality of ECN and NASDAQ Market Maker Quotes。Journal of Finance,57(3),1285-1319。  new window
9.Barclay, Michael J.、Hendershott, Terrence(2008)。A Comparison of Trading and Non-trading Mechanisms for Price Discovery。Journal of Empirical Finance,15(5),839-849。  new window
10.Suh, J.(2003)。ADRs and U.S. market sentiment。The Journal of Investing,12,87-95。  new window
11.Yu, Ip-Wing、Fung, Kang-Por、Tam, Chi-Sang(2010)。Assessing financial market integration in Asia--Equity markets。Journal of Banking & Finance,34,2874-2885。  new window
12.Barclay, Michael J.、Warner, Jerold B.(1993)。Stealth trading and volatility which trades move prices?。Journal of Financial Economics,34(3),281-305。  new window
13.Agarwal, S.、Liu, C.、Rhee, S. G.(2007)。Where Does Price Discovery Occur for Stocks Traded in Multiple Markets? Evidence from Hong Kong and London。Journal of International Money and Finance,26(1),46-63。  new window
14.Wang, Jianxin、Yang, Minxian(2015)。How Well Does the Weighted Price Contribution Measure Price Discovery。Journal of Economic Dynamics & Control,55,113-129。  new window
15.Beraile, G.、Kumar, A.、Sulaeman, J.(2015)。Home away from home: Geography of information and local investors。The Review of Financial Studies,28,2009-2049。  new window
16.Cao, C.、Ghysels, E.、Hatheway, F.(2000)。Price discovery without trading: Evidence from the Nasdaq reopening。Journal of Finance,55,1339-1365。  new window
17.Chen, J.、Yiuman, T.、Michael, W.(2009)。Trading location and equity returns: Evidence from US trading of British cross-listed firms。Journal of International Financial Markets, Institutions and Money,19,729-741。  new window
18.He, H.、Yang, J.(2012)。Day and night returns of Chinese ADRs。Journal of Banking and Finance,36,2795-2803。  new window
19.Lee, H. C.、Hsu, C. H.、Lee, Y. H.(2016)。Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs。North American Journal of Economics & Finance,37,279-296。  new window
20.Li, D.、Liao, L.、Luo, Y.、Zhang, X.(2014)。Firm headquarters location, ownership structure, and stock return co-movements。Pacific-Basin Finance Journal,30,158-172。  new window
21.Liao, L.、Li, Z.、Zhang, W.、Zhu, N.(2012)。Does the location of stock exchange matter? A within-country analysis。Pacific-Basin Finance Journal,20,561-582。  new window
22.Phylaktis, K.、Manalis, G.(2005)。Price transmission dynamics between informationally linked securities。Applied Financial Economics,15,187-201。  new window
23.Wang, J.(2014)。Overnight price discovery and the internationalization of a currency: The case of the Korean won。Pacific-Basin Finance Journal,29,86-95。  new window
24.Wang, M. C.(2013)。Is there a reversal in the price discovery process under different market conditions? Evidence from Korean ADRs and their underlying foreign securities。Pacific-Basin Finance Journal,21,1160-1174。  new window
25.Wang, X.、Yao, L. J.、Fang, V.(2013)。Stock prices and the location of trade: Evidence from China-backed ADRs。North American Journal of Economics and Finance,26,677-688。  new window
26.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
會議論文
1.吳美倫、施亭卉(2013)。外國企業來臺第一上市IPO之報酬研究--與本國企業新上市比較。第16屆科技整合管理研討會。  延伸查詢new window
學位論文
1.林冠如(2016)。外國企業來台第一上市櫃股價相對績效之研究(碩士論文)。國立臺北大學。  延伸查詢new window
2.林雅雯(2016)。資訊揭露程度對公司價值之影響--以臺灣資本市場外國企業第一上市櫃公司為例(碩士論文)。國立中央大學。  延伸查詢new window
3.朱純嬅(2014)。股權結構與董事會結構對外國企業來臺 第一上市櫃承銷價及掛牌後績效表現之影響(碩士論文)。國立政治大學。  延伸查詢new window
4.吳育呈(2014)。上市時機與異常報酬之關聯性研究--以海外企業來台第一上市為例(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
5.許瑞鳳(2013)。外國公司來台F股上市之短期股價績效研究(碩士論文)。國立臺北大學。  延伸查詢new window
 
 
 
 
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