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題名：機構投資人在IPOs持股因素與績效預測之研究
書刊名：數據分析
作者：吳欽杉／辛沛翰／歐思珊
作者(外文)：Wu, Chin-shun／Hsin, Pei-han／Ou, Shi-shan
出版日期：2007
卷期：2:6
頁次：頁113-133
主題關鍵詞：機構投資人；Tobit迴歸；Institutional ownership；Tobit regression；Initial pubic offerings；IPOs
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:132
  • 點閱點閱:3
期刊論文
1.Brav, Alon、Gompers, Paul A.(2003)。The Role of Lockups in Initial Public Offerings。Review of Financial Studies，16(1)，1-29。  new window
2.陳安琳(19990900)。系統風險變動下新上市公司股票的長期報酬行為：遞迴迴歸之應用。管理學報，16(3)，535-556。new window  延伸查詢new window
3.Gompers, Paul A.、Lerner, Josh(2003)。The Really Long-run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence。Journal of Finance，58(4)，1355-1392。  new window
4.Hudson, C. D.、Jahera, J. S. Jr.、Lloyd, W. P.(1992)。Further Evidence on the Relationship between Ownership and Performance。The Financial Review，27(2)，227-239。  new window
5.Brav, A.、Gompers, P.(1997)。Myth or reality? the long-run underperformance of initial public offerings: Evidence from venture and non-venture capital-backed companies。Journal of Finance，52，1791-1821。  new window
6.Lee, P.、Taylor, S.、Walter, T.(1996)。Australian IPO underpricing in the short and long-run。Journal of Banking and Finance，20，1189-1210。  new window
7.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Return to buying winners and selling losers: Implications for stock market efficiency。The Journal of Finance，48(1)，65-91。  new window
8.Ritter, J. R.(1987)。The costs of going public。Journal of Financial Economics，19(2)，269-281。  new window
9.Agrawal, A.、Mandelker, G. N.(1990)。Large shareholders and monitoring of managers: The case of antitakeover charter amendments。Journal of Financial and Quantitative Analysis，25(2)，143-161。  new window
10.Miller, E. M.(1977)。Risk, Uncertainty, and Divergence of Opinion。Journal of Finance，32(4)，1151-1168。  new window
11.Del Guercio, Diane(1996)。The distorting effect of the prudent-man laws on institutional equity investments。Journal of Financial Economics，40(1)，31-62。  new window
12.Lee, C. M.、Shleifer, A.、Thaler, R.(1991)。Investor Sentiment And The Close-End Fund Puzzle。The Journal of Finance，46，75-100。  new window
13.Hanley, K. W.、Wilhelm, W. J.(1995)。Evidence on the strategic allocation of initial public offerings。Journal of financial economics，37(2)，239-257。  new window
14.Fama, E. F.、French, K. R.(1993)。Common Risk Factors in the Return on Stocks and Bonds。Journal of Financial Economics，33(1)，3-56。  new window
15.O'Brien, P. C.、Bhushan, R.(1990)。Analyst Following and Institutional Ownership。Journal of Accounting Research，28，55-76。  new window
16.Bhushan, R.(1989)。Firm Characteristics and Analyst Following。Journal of Accounting and Economics，11，255-274。  new window
17.Ross, S. A.(1977)。The determinants of financial structure: The incentive signaling approach。Bell Journal of Economics，8(1)，23-40。  new window
18.陳安琳(20011200)。The Long-Run Performance Puzzle of Initial Public Offerings in Taiwan: Empirical Findings from Various Models。財務金融學刊，9(3)，1-20。new window  new window
19.Chen, C. R.、Steiner, T. L.(1999)。Managerial Ownership and Agency Conflicts: A Nonlinear Simultaneous Equation Analysis of Managerial Ownership, Risk Taking, Debt Policy, and Dividend Policy。The Financial Review，34，119-136。  new window
20.Loughran, Tim、Ritter, Jay R.(2000)。Uniformly Least Powerful Tests of Market Efficiency。Journal of Financial Economics，55(3)，361-390。  new window
21.陳安琳(19970900)。A Survey on IPO Related Theories and Evidence。管理學報，14(3)，403-436。new window  new window
22.Fama, Eugene F.、French, Kenneth R.(1996)。The CAPM Is Wanted, Dead or Alive。The Journal of Finance，51(5)，1947-1958。  new window
23.Brav, A.、Geczy, C.、Gompers, P. A.(2000)。Is the Abnormal Return Following Equity Issuances Anomalous?。Journal of Financial Economics，56，209-249。  new window
24.Loughran, Tim、Ritter, Jay R.(1995)。The New Issue Puzzle。Journal of Finance，50(1)，23-52。  new window
25.Hirshleifer, D.(2001)。Investor psychology and asset pricing。Journal of Finance，56，1533-1597。  new window
26.Kim, W. S.、Sorensen, E. H.(1986)。Evidence on the Impact of the Agency Costs of Debt on Corporate Debt Policy。Journal of Financial and Quantitative Analysis，21，131-144。  new window
27.Pozen, R. C.(1994)。Institutional Investors: The Reluctant Activists。Harvard Business Review，72，140-149。  new window
28.Hanley, K. W.(1993)。The underpricing of initial public offerings and the partial adjustment phenomenon。Journal of Financial Economics，34，231-250。  new window
29.Jegadeesh, N.、Weinstein, M.、Welch, I.(1993)。An empirical investigation of IPO returns and subsequent equity offerings。Journal of Financial Economics，34，153-175。  new window
30.Falkenstein, Eric G.(1996)。Preferences for stock characteristics as revealed by mutual fund portfolio holdings。Journal of Finance，51，111-135。  new window
31.Leland, H. E.、Pyle, D. H.(1977)。Information Asymmetries, Financial Structure and Financial Intermediator。Journal of Finance，32(2)，371-387。  new window
32.Shores, D.(1990)。The Association Between Interim Information and Security Returns Surrounding Earnings Announcements。Journal of Accounting Research，28(1)，164-181。  new window
33.Aggarwal, R. K.、Rivoli, P.(1990)。Fads in the Initial Public Offering Market?。Financial Management，19，45-57。  new window
34.Loughran, T.、Ritter, J.、Rydqvist, K.(1994)。Initial public offerings: international insights。Pacific-Basin Finance Journal，2，165-199。  new window
35.Ritter, Jay R.、Welch, Ivo(2002)。A review of IPO activity, pricing, and allocations。Journal of Finance，57(4)，1795-1828。  new window
36.Schultz, P.(2003)。Pseudo market timing and the long-run underperformance of IPOs。Journal of Finance，58，483-517。  new window
37.Barber, Brad M.、Lyon, John D.(1997)。Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics。Journal of Financial Economics，43(3)，341-372。  new window
38.Brous, P. A.、Kini, O.(1994)。The valuation effects of equity issues and the level of institutional ownership: Evidence from analysts' earnings forecasts。Financial Management，23(1)，33-46。  new window
39.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review，80(3)，465-479。  new window
40.Shefrin, Hersh、Statman, Meir(2000)。Behavioral Portfolio Theory。Journal of Financial and Quantitative Analysis，35(2)，127-151。  new window
41.Morck, Randall、Shleifer, Andrei、Vishny, Robert W.(1988)。Management Ownership and Market Valuation: An Empirical Analysis。Journal of Financial Economics，20(1/2)，293-315。  new window
42.顧廣平(20030400)。臺灣新上市股票短期與長期績效之再探討。證券市場發展季刊，15(1)=57，1-39。new window  延伸查詢new window
43.Bathala, C. T.、Moon, K. P.、Rao, R. P.(1994)。Managerial ownership, debt policy, and the impact of institutional holding: An agency perspective。Financial Management，23(3)，38-50。  new window
44.Fama, E. F.、French, K. R.(1995)。Size and book-to-market factors in earnings and return。Journal of Finance，50，131-155。  new window
45.Fama, E. F.、French, K. R.(1996)。Multi-factor explanations of asset pricing anomalies。Journal of Finance，51，55-84。  new window
46.Ibbotson, R. G.(1975)。Price performance of common stock new issue。Journal of Financial Economics，2，235-272。  new window
47.Mitchell, M.、Stafford, E.(2000)。Managerial decision making and long-term stock price performance。Journal of Business，73，287-329。  new window
48.Fama, Eugene F.、Jensen, Michael C.(1983)。Separation of ownership and control。The Journal of Law & Economics，26(2)，301-325。  new window
49.Ritter, Jay R.(1991)。The Long-run Performance of Initial Public Offerings。Journal of Finance，46(1)，3-27。  new window
50.Fama, Eugene F.(1998)。Market efficiency, long-term returns, and behavioral Finance。Journal of Financial Economics，49(3)，283-306。  new window
51.Ritter, Jay R.(1984)。The "Hot Issue" Market of 1980。Journal of Business，57(2)，215-240。  new window
52.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance，52(1)，57-82。  new window
53.Gompers, Paul Alan、Metrick, Andrew(2001)。Institutional investors and equity prices。The Quarterly Journal of Economics，116(1)，229-259。  new window
54.Demsetz, Harold、Lehn, Kenneth(1985)。The Structure of Corporate Ownership: Causes and Consequences。Journal of Political Economy，93(6)，1155-1177。  new window
55.周行一、陳錦村、陳坤宏(19960700)。家族企業、聯屬持股與公司價值之研究。中國財務學刊，4(1)，115-139。new window  延伸查詢new window
56.Chan, Louis K. C.、Lakonishok, Josef、Hamao, Yasushi(1991)。Fundamentals and Stock Returns in Japan。The Journal of Finance，46(5)，1739-1789。  new window
57.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy，81(3)，607-636。  new window
58.Malkiel, Burton G.、Xu, Yexiao(1997)。Risk and return revisited。The Journal of Portfolio Management，23(3)，9-14。  new window
59.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
60.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance，47(2)，427-465。  new window
61.Jensen, Michael C.、Meckling, William H.(1976)。Theory of the firm: Managerial behavior, agency costs and ownership structure。Journal of Financial Economics，3(4)，305-360。  new window
62.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance，49(5)，1541-1578。  new window
63.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management，11(3)，9-16。  new window
研究報告
1.Ljungqvist, A.、Nanda, V.、Singh, R.(2002)。Hot markets, investor sentiments, and IPO pricing。New York University。  new window
2.Aggarwal, Reena、Klapper, Leora、Wysocki, Peter D.(2002)。Portfolio Preferences of Foreign Institutional Investors。Georgetown University。  new window
學位論文
1.張皇輝(1995)。外資及自營商的買賣策略對臺灣股市報酬率與波動性影響之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
2.歐雲蘭(1995)。開放外資對股價波動性之影響(碩士論文)。國立臺灣大學。  延伸查詢new window
3.黃榮龍(1993)。股權結構與經營績效之研究(碩士論文)。國立政治大學。  延伸查詢new window
4.夏侯欣榮(1993)。臺灣地區新上市普通股承銷價格之研究(博士論文)。國立政治大學。new window  延伸查詢new window
5.林珈汶(1997)。外國法人持股比例變動對股票報酬率之影響(碩士論文)。國立中興大學。  延伸查詢new window
6.林炎會(1995)。外資對臺灣證券市場股價之影響(碩士論文)。國立中興大學。  延伸查詢new window
7.李志柔(1996)。臺灣股市自營商鉅額交易對股票報酬率之影響：介入模型之應用(碩士論文)。國立中興大學。  延伸查詢new window
8.陳慧如(1996)。外資大額交易與股價關聯之研究(碩士論文)。淡江大學。  延伸查詢new window
9.李詩文(1996)。股市外資、自營商與基金互動關係--狀態空間模型應用之實證研究(碩士論文)。國立中興大學。  延伸查詢new window
10.廖世魁(1996)。國內、外法人機構對國內股市影響效果之探討(碩士論文)。淡江大學。  延伸查詢new window
11.苗祺輝(1993)。臺灣上市公司所有權結構與績效關係之實證研究(碩士論文)。輔仁大學。  延伸查詢new window
12.張勝傑(1996)。外資買賣超資訊參考價值之研究(碩士論文)。國立中興大學。  延伸查詢new window
13.周士淵(1992)。我國新上市公司股票價格績效之研究(碩士論文)。淡江大學。  延伸查詢new window
14.楊俊中(1998)。股權結構與經營績效相關性之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
15.余宗達(1998)。外國專業投資機構與指標性自營商於國內股市之定位(碩士論文)。淡江大學。  延伸查詢new window
16.陳志榮(2001)。新上市股票長期報酬行為及其影響因素之實證研究(碩士論文)。國立中正大學。  延伸查詢new window
17.謝淑娟(1994)。觀點探討股權結構與公司經營績效之關係--以台灣上市公司為實證(碩士論文)。國立交通大學。  延伸查詢new window
18.楊啟宏(1998)。外資買賣超資訊對對個股股價之影響--臺灣股票市場之實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
19.黃于珍(1999)。外資交易行為對台灣股市之影響(碩士論文)。輔仁大學。  延伸查詢new window
20.胡家麒(1999)。外資、投信法人投資機構買賣超與證券股股價報酬率之互動關係之實證研究(碩士論文)。國立中興大學。  延伸查詢new window
21.楊泓文(1987)。新上市股票報酬之研究(碩士論文)。國立交通大學。  延伸查詢new window
22.蘇鵲翎(2000)。散戶與法人投資行為對股票報酬率與週轉率影響之探討--以台灣上市電子股為例(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書論文
1.顏吉利、劉恩棠(1994)。論新上市股票股東之報酬：短期現象乎？長期現象乎？。中國財務學會論文集。  延伸查詢new window
 
 
 
 
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