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題名:企業社會責任獲獎公司能獲得股市的青睞嗎?報酬、風險及其穩定性之證據
書刊名:臺灣銀行季刊
作者:劉曉燕吳博欽何永軒黃財源
出版日期:2022
卷期:73:1
頁次:頁74-94
主題關鍵詞:企業社會責任修正後天下CSR指數多變量GARCH模型報酬持續性
原始連結:連回原系統網址new window
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  • 共同引用共同引用:20
  • 點閱點閱:5
期刊論文
1.Wood, D. J.(2010)。Measuring Corporate Social Performance: A Review。International Journal of Management Reviews,12(1),50-84。  new window
2.Wan-Jan, W. S.(2006)。Defining corporate social responsibility。Journal of Public Affairs,6(3/4),176-184。  new window
3.黃瓊瑤、王癸元、張鳳真(20131100)。企業社會責任事件宣告與股價異常報酬之研究。當代會計,14(2),175-204。new window  延伸查詢new window
4.López, M. Victoria、Garcia, Arminda、Rodriguez, Lazaro(2007)。Sustainable Development and Corporate Performance: A Study Based on the Dow Jones Sustainability Index。Journal of Business Ethics,75(3),285-300。  new window
5.Elsayed, K.、Paton, D.(2005)。The Impact of Environmental Performance on Firm Performance: Static and Dynamic Panel Data Evidence。Structural Change and Economic Dynamics,16(3),395-412。  new window
6.Soana, M. G.(2011)。The relationship between corporate social performance and corporate financial performance in the banking sector。Journal of Business Ethics,104(1),133-148。  new window
7.Brammer, Stephen、Brooks, Chris、Pavelin, Stephen(2006)。Corporate social performance and stock returns: UK evidence from disaggregate measures。Financial Management,35(3),97-116。  new window
8.Bird, R.、Hall, A. D.、Momentè, F.、Reggiani, F.(2007)。What corporate social responsibility activities are valued by the market?。Journal of Business Ethics,76(2),189-206。  new window
9.Jo, Hoje、Harjoto, Maretno A.(2011)。Corporate Governance and Firm Value: The Impact of Corporate Social Responsibility。Journal of Business Ethics,103(3),351-383。  new window
10.Derwall, Jeroen、Guenster, Nadja、Bauer, Rob、Koedijk, Kees(2005)。The Eco-efficiency Premium Puzzle。Financial Analysts Journal,61(2),51-63。  new window
11.Fombrun, C. J.、Gardberg, N. A.、Sever, J. M.(2000)。The Reputation Quotient SM: A multi-stakeholder measure of corporate reputation。Journal of Brand Management,7(4),241-255。  new window
12.Hamao, Y. R.、Masulis, R. W.、Ng, V. K.(1990)。Correlations in Price Changes and Volatility across International Stock Markets。The Review of Financial Studies,3(2),281-307。  new window
13.Schnietz, Karen E.、Epstein, Marc J.(2005)。Exploring the Financial Value of a Reputation for Corporate Social Responsibility During a Crisis。Corporate Reputation Review,7(4),327-345。  new window
14.Statman, Meir(2000)。Socially Responsible Mutual Funds。Financial Analysts Journal,56(3),30-39。  new window
15.Najand, M.、Yung, K.(1994)。Conditional Heteroskedasticity and the Weekend Effect in S&P 500 Index Futures。Journal of Business Finance and Accounting,21(4),603-612。  new window
16.Scholes, M.、Williams, J. T.(1977)。Estimation Beta from Nonsynchronous Data。Journal of Financial Economics,5(3),309-327。  new window
17.Zakoian, J. M.(1994)。Threshold Heteroskedastic Models。Journal of Economic Dynamics and Control,18(5),931-955。  new window
18.Cheung, Adrian Wai Kong(2011)。Do stock investors value corporate sustainability? Evidence from an event study。Journal of Business Ethics,99(2),145-165。  new window
19.Hull, Clyde E.、Rothenberg, Sandra(2008)。Firm performance: The interactions of corporate social performance with innovation and industry differentiation。Strategic Management Journal,29(7),781-789。  new window
20.Karagiorgos, Theofanis(2010)。Corporate Social Responsibility and Financial Performance: An Empirical Analysis on Greek Companies。European Research Studies Journal,13(4),85-108。  new window
21.Mahoney, Lois、Roberts, Robin W.(2007)。Corporate social performance, financial performance and institutional ownership in Canadian firms。Accounting Forum,31(3),233-253。  new window
22.Wood, D. J.、Jones, R. E.(2005)。Stakeholder mismatching: a theoretical problem in empirical research on corporate social performance。The International Journal of Organizational Analysis,3(3),229-267。  new window
23.Chen, C. Y. Roger、Tang, H. W.、Hung, S. W.(2013)。Corporate Social Responsibility and Firm Performance。Journal of American Business Review,2(1),181-188。  new window
24.DeJong, David N.、Nankervis, John C.、Savin, N. E.、Whiteman, Charles H.(1992)。The Power Problems of Unit Root Test in Time Series with Autoregressive Errors。Journal of Econometrics,53(1-3),323-343。  new window
25.陳庭萱、何瑞鎮、林玉婷(20161200)。企業社會責任對長短期股價的影響--以臺灣銀行業為例。證券市場發展季刊,28(4)=112,129-169。new window  延伸查詢new window
26.Kecskés, A.、Mansi, S.、Nguyen, P.-A.(2020)。Does corporate social responsibility create shareholder value? The importance of long-term investors。Journal of Banking & Finance,112。  new window
27.Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika,65(2),297-303。  new window
28.Davis, Keith(1973)。The Case for and Against Business Assumption of Social Responsibilities。The Academy of Management Journal,16(2),312-322。  new window
29.Margolis, Joshua D.、Walsh, James P.(2003)。Misery Loves Companies: Rethinking Social Initiatives by Business。Administrative Science Quarterly,48(2),268-305。  new window
30.McGuire, Jean B.、Sundgren, Alison、Schneeweis, Thomas(1988)。Corporate social responsibility and firm financial performance。Academy of Management Journal,31(4),854-872。  new window
31.Walley, Noah、Whitehead, Bradley(1994)。It's not easy being green。Harvard Business Review,72(3),46-52。  new window
32.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
33.Bollerslev, Tim、Chou, Ray Y.、Kroner, Kenneth F.(1992)。ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence。Journal of Econometrics,52(1/2),5-59。  new window
34.Preston, Lee E.、O'Bannon, Douglas P.(1997)。The Corporate Social-Financial Performance Relationship: A Typology and Analysis。Business and Society,36(4),419-429。  new window
35.Orlitzky, Marc、Schmidt, Frank L.、Rynes, Sara L.(2003)。Corporate Social and Financial Performance: A Meta-Analysis。Organization Studies,24(3),403-441。  new window
36.Schuler, Douglas A.、Cording, Margaret(2006)。A Corporate Social Performance-Corporate Financial Performance Behavioral Model for Consumers。Academy of Management Review,31(3),540-558。  new window
37.Aupperle, Kenneth E.、Carroll, Archie B.、Hatfield, John D.(1985)。An Empirical Examination of the Relationship between Corporate Social Responsibility and Profitability。Academy of Management Journal,28(2),446-463。  new window
38.Goss, Allen、Roberts, Gordon S.(2011)。The Impact of Corporate Social Responsibility on the Cost of Bank Loans。Journal of Banking and Finance,35(7),1794-1810。  new window
39.Adeneye, Y. B.、Ahmed, M.(2015)。Corporate Social Responsibility and Company Performance。Journal of Business Studies Quarterly,7(1),151-166。  new window
40.Barney, Jay B.(2002)。Strategic Management: From Informed Conversation to Academic Discipline。Academy of Management Executive,16(2),53-57。  new window
41.Detre, J. D.、Gunderson, M. A.(2011)。The Triple Bottom Line: What is the Impact on the Returns to Agribusiness?。International Food and Agribusiness Management Review,14(4),165-178。  new window
42.Fiori, Giovanni、di Donato, Francesca、Izzo, Maria Federica(2007)。Corporate Social Responsibility and Firm's Performance: An Analysis on Italian Listed Companies。SSRN Electronic Journal。  new window
43.Grigoris, G.(2016)。The Challenges of Corporate Social Responsibility Assessment Methodologies。International Journal of Economics & Business Administration,4(1),39-55。  new window
44.Izzo, M. F.(2014)。Bringing Theory to Practice: How to Extract Value from Corporate Social Responsibility。Journal of Global Responsibility,5(1),22-44。  new window
45.Ngoc, Nguyen(2018)。The effect of Corporate Social Responsibility disclosure on Financial Performance: Evidence from Credit Institutions in Vietnam。Asian Social Science,14(4),109-122。  new window
46.Stainer, L.(2006)。Performance Management and Corporate Social Responsibility: The Strategic Connection。Strategic Change,15(5),253-264。  new window
47.Sternberg, E.(2000)。Corporate Social Responsibility and Corporate Governance。Economic Affairs,29(4),5-10。  new window
48.Griffin, Jennifer J.、Mahon, John F.(1997)。The Corporate Social Performance and Corporate Financial Performance Debate: Twenty-Five Years of Incomparable Research。Business and Society,36(1),5-31。  new window
49.McWilliams, Abagail、Siegel, Donald S.(2000)。Corporate social responsibility and financial performance: Correlation or misspecification?。Strategic Management Journal,21(5),603-609。  new window
50.Moskowitz, Milton R.(1972)。Choosing Socially Responsible Stocks。Business and Society Review,1(1),71-75。  new window
51.Vance, Stanley C.(1975)。Are Socially Responsible Corporations Good Investment Risks?。Management Review,64(8),19-24。  new window
52.Vilanova, M.、Lozano, J. M.、Arenas, D.(2009)。Exploring the nature of the relationship between CSR and competitiveness。Journal of Business Ethics,87(S1),57-69。  new window
53.Feldman, S. J.、Soyka, P. A.、Ameer, P. G.(1997)。Does improving a firm's environmental management system and environmental performance result in a higher stock price?。The Journal of Investing,6(4),87-97。  new window
54.Nelling, Edward、Webb, Elizabeth(2009)。Corporate Social Responsibility and Financial Performance: The 'Virtuous Circle' Revisited。Review of Quantitative Finance and Accounting,32(2),197-209。  new window
55.Ullmann, Arieh A.(1985)。Data in Search of a Theory: A Critical Examination of the Relationships among Social Performance, Social Disclosure, and Economic Performance of U.S. Firms。The Academy of Management Review,10(3),540-557。  new window
56.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
57.Nelson, Daniel B.(1991)。Conditional Heteroskedasticity in Asset Returns: A New Approach。Econometrica: Journal of the Econometric Society,59(2),347-370。  new window
58.Glosten, Lawrence R.、Jagannathan, Ravi、Runkle, David E.(1993)。On the Relation Between the Expected Value and the Volatility on the Nominal Excess Returns on Stocks。Journal of Finance,48(5),1779-1801。  new window
59.Cheung, Yin-Wong、Chinn, M. D.(1996)。Deterministic, Stochastic, and Segmented Trends in Aggregate Output: A Cross-Country Analysis。Oxford Economic Papers,48(1),134-162。  new window
研究報告
1.Goukasian, L.、Whitney, L. K.(2008)。Corporate Socially Responsible Firms Perform Well! Evidence from Financial and Operating Performances。  new window
2.Izzo, M. F.、Magnanelli, B. S.(2012)。Does it Pay or does Firm Pay? The Relation between CSR Performance and the Cost of Debt。  new window
學位論文
1.王昱翔(2015)。企業社會責任揭露對股票流動性之影響(碩士論文)。東海大學。  延伸查詢new window
2.尤秀惠(2018)。企業社會責任與財務報酬之研究(碩士論文)。南臺科技大學。  延伸查詢new window
3.林怡瑄(2012)。企業社會責任與股價關聯性之研究--採用Ohlson模型(碩士論文)。國立臺灣海洋大學。  延伸查詢new window
4.陳有生(2011)。企業社會責任獎宣告效應對股票異常報酬影響之實證分析(碩士論文)。長榮大學。  延伸查詢new window
5.陳厚儒(2008)。台灣社會責任型企業相對股票市場之報酬與風險之比較分析(碩士論文)。逢甲大學。  延伸查詢new window
6.陳郁文(2014)。企業社會責任與股價報酬的關聯性(碩士論文)。國立臺北大學。  延伸查詢new window
7.陳雅琦(2016)。企業社會責任與股價行為關係之研究(碩士論文)。逢甲大學。  延伸查詢new window
8.廖嘉瑜(2009)。社會責任型指數與一般股票指數報酬波動之比較分析(碩士論文)。逢甲大學。  延伸查詢new window
圖書
1.Wafula, J.(2012)。Corporate Social Responsibility: a Perspective of Kenyan Firms。Kenyatta University。  new window
單篇論文
1.Andersson, F.,Preteni, S.(2011)。CSR Reporting and Stock Prices: Taking a Closer Look at the Nordic Market,Lunds Universitet。  new window
2.Becchetti, L.,Ciciretti, R.(2008)。Corporate Social Responsibility and Stock Market Performance,University of Roma Tor Vergata。  new window
3.Cellier, A.,Chollet, P.(2010)。The Impact of Corporate Social Responsibility on Stock Prices: An Event Study of Vigeo Rating Announcement,Université Paris-Est, Institut de Rechercheen Gestion。  new window
4.Flammer, C.(2012)。Corporate Social Responsibility and Stock Prices: The Environmental Awareness of Shareholders,MIT Sloan School of Management。  new window
5.Kurilets, N.(2014)。Stock Market Reaction to the CSR Announcements of the American Fast Food Companies: An event study,Lappeenranta University of Technology。  new window
6.Von Arx, U.,Ziegler, A.(2008)。The effect of CSR on Stock Performance: New Evidence for the USA and Europe,University of Zurich。  new window
7.Vujicic, T.(2015)。Corporate Social Responsibility and Stock Returns: Examining US Stock Performance,Western university。  new window
 
 
 
 
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