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題名:交易量與價格對私有資訊之反應
書刊名:會計評論
作者:林宜勉 引用關係王泰昌 引用關係蔡彥卿 引用關係
出版日期:1995
卷期:29
頁次:頁1-40
主題關鍵詞:干擾理性預期均衡交易量意見分歧Noisy rational expectations equilibriumTrading volumeDivergent beliefs
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(2) 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:22
期刊論文
1.Leone, F.、Nelson, L.、Nottingham, R.(1961)。The folded normal distribution。Technometrics,3,543-550。  new window
2.韓季瀛(19940900)。Empirical Research in Earnings Forecasts。會計評論,28,79-102。new window  延伸查詢new window
3.Grossman, S. J.(1977)。The existence of futures markets, noisy rational expectations and informational externalities。Review of Economic Studies,44,431-449。  new window
4.Milgrom, P.、Stokey, N.(1982)。Information, Trade and Common Knowledge。Journal of Economic Theory,26,17-27。  new window
5.Admati, Anat R.(1985)。A Noisy Rational Expectations Equilibrium for Multi-asset Securities Markets。Econometrica,53(3),629-657。  new window
6.Verrecchia, Robert E.(1982)。Information Acquisition in a Noisy Rational Expectations Economy。Econometrica,50(6),1414-1430。  new window
7.Bhushan, R.(1989)。Collection of Information about Publicly Traded Firms: Theory and Evidence。Journal of Accounting and Economics,11,183-206。  new window
8.Brown, D. P.、Jennings, R. H.(1989)。On Technical Analysis。Review of Financial Studies,2(4),527-551。  new window
9.Bamber, Linda S.、Cheon, Youngsoon(1995)。Differential price and volume reactions to accounting earnings announcements。The Accounting Review,70(3),417-441。  new window
10.Atiase, R.、Bamber, L.(1994)。Trading Volume Reactions to Annual Accounting Earnings Announcements: The Incremental Role of Predisclosure Information Asymmetry。Journal of Accounting and Economics,17,309-329。  new window
11.Kross, W.、Ha, G. L.、Heflin, F.(1994)。A Test of Risk Clientele Effects via an Examination of Trading Volume Response to Earnings Announcements。Journal of Accounting and Economics,18,67-87。  new window
12.Diamond, Douglas W.、Verrecchia, Robert E.(1981)。Information aggregation in a noisy rational expectations economy。Journal of Financial Economics,9(3),221-235。  new window
13.Kim, Oliver、Verrecchia, Robert E.(1991)。Market Reaction to Anticipated Announcements。Journal of Financial Economics,30(2),273-309。  new window
14.Leland, H. E.(1992)。Insider Trading: Should it be Prohibited?。Journal of Political Economy,100,859-887。  new window
15.Hellwig, M. F.(1980)。On the Aggregation of Information in Competitive Markets。Journal of Economic Theory,22,477-798。  new window
16.Grossman, S. J.(1976)。On the efficiency of competitive stock markets where traders have diverse information。The Journal of Finance,31(2),573-583。  new window
17.Lev, B.、Ohlson, J.(1982)。Market-Based Empirical Research in Accounting: A Review, Interpretation and Extension。Journal of Accounting Research,20(Supplement),249-322。  new window
18.Holthausen, R. W.、Verrecchia, R. E.(1988)。The Effect of Sequential Information Releases on the Variance of Price Changes in an Intertemporal Multi-Asset Market。Journal of Accounting Research,26(1),82-106。  new window
19.Karpoff, Jonathan M.(1987)。The Relation between Price Changes and Trading Volume: A Survey。Journal of Financial and Quantitative Analysis,22(1),109-126。  new window
20.Grundy, B. D.、McNichols, M.(1989)。Trade and the Revelation of Information Through Prices and Direct Disclosure。Review of Financial Studies,2(4),495-526。  new window
21.Verrecchia, R. E.(1981)。On the relationship between volume reaction and consensus of investors: implications for interpreting tests of information content。Journal of Accounting Research,19,271-283。  new window
22.Lang, L.、Litzenberger, R.、Madrigal, V.(1992)。Testing Financial Market Equilibrium under Asymmetric Information。Journal of Political Economy,100,317-348。  new window
23.Grossman, Sanford J.、Stiglitz, Joseph E.(1980)。On the Impossibility of Informationally Efficient Markets。The American Economic Review,70(3),393-408。  new window
24.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcements。Journal of Accounting Research,6,67-92。  new window
25.de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy,98(4),703-738。  new window
26.Holthanse, Robert W.、Verrecchia, Robert E.(1990)。The effect of informedness and consensus on price and volume behavior。The Accounting Review,65(1),191-208。  new window
27.Kim, Oliver、Verrecchia, Robert E.(1991)。Trading Volume and Price Reactions to Public Announcements。Journal of Accounting Research,29(2),302-321。  new window
28.Foster, F. D.、Viswanathan, S.(1993)。The effect of public information and competition on trading volume and price volatility。Review of Financial Studies,6(1),23-56。  new window
29.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
會議論文
1.陳明道(1990)。干擾理性預期經濟中之價格波動,意見分歧與財務資訊準確性。第二屆會計理論與實務研討會。  延伸查詢new window
研究報告
1.Lin, Y.、Wang, T.(1995)。Trading volume reaction to private signal。  new window
學位論文
1.林宜勉(1994)。差別資訊下證券價格與交易量之研究(博士論文)。國立臺灣大學。new window  延伸查詢new window
圖書
1.Beaver, W. H.(1981)。Financial Reporting: An Accounting Revolution。Englewood Cliffs, NJ:Prentice- Hall。  new window
2.Foster, George(1986)。Financial Statement Analysis。Prentice-Hall。  new window
 
 
 
 
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