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題名:臺灣股市除權日前後風險與報酬之實證研究
書刊名:證券市場發展季刊
作者:劉聰衡謝麗珠
作者(外文):Liu, Tsung-hengShieh, Li-chu
出版日期:1996
卷期:8:1=29
頁次:頁89-108
主題關鍵詞:股票股利除權日異常報酬累積異常報酬Stock dividendEx-right datesAbnomal returnCAR
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(1) 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:13
期刊論文
1.Dravid, A. R.(1987)。A Note on the Behavior of Stock Returns around Ex-dates of Stock Distributions。Journal of Finance,42(1),163-168。  new window
2.Ohlson, J. A.、Penman, S. H.(1985)。Volatility Increases Subsequent to Stock Splits: An Empirical Aberration。Journal of Financial Economics,14(2),251-266。  new window
3.Conroy, R. M.、Harris, R. S.、Benet, B. A.(1990)。The Effects of Stock Splits on Bid-ask Spreads。Journal of Finance,45(4),1285-1295。  new window
4.Lamoureux, Christopher G.、Poon, Percy(19871200)。The Market Reaction to Stock Splits。The Journal of Finance,42(5),1347-1370。  new window
5.Benston, G.、Hagerman, R.(1974)。Determinants of Bid-Ask Spreads in the Over-the-Counter Market。Journal of Financial Economics,1(4),353-364。  new window
6.Copeland, T. E.(1979)。Liquidity changes following stock splits。The Journal of Finance,34(1),115-141。  new window
7.Wooindge, J. Randall(1983)。Ex-date stock price adjustment to stock dividends: A note。The Journal of Finance,38(1),247-255。  new window
8.Barker, C.(1956)。Effective stock splits。Harvard Business Review,34(1),101-106。  new window
9.Baker, H. K.、Gallagher, P. L.(1980)。Management's View of Stock Splits。Financial Management,9,73-77。  new window
10.Lakonishok, Josef、Lev, Baruch(1987)。Stock splits and stock dividends: why, who, and when。Journal of Finance,42(4),913-932。  new window
11.Mandelker, Gershon(1974)。Risk and return: the case of merging firms。Journal of Financial Economics,1,303-335。  new window
12.Grinblatt, M. S.、Masulis, R. W.、Titman, S.(1984)。The Valuation Effects of Stock Splits and Stock Dividend。Journal of Financial Economics,13,461-490。  new window
13.Ball, R.(1972)。Risk, Return and Disequilibrium: An Application to Changes in Accounting Techniques。Journal of Finance,27(2),343-354。  new window
14.Bar-Yosef, S.、Brown, L. D.(1977)。A Reexamination of Stock Splits Using Moving Betas。Journal of Finance,32(4),1069-1080。  new window
15.Brennan, M. J.、Copeland, T. E.(1988)。Beta Changes around Stock Splits: A Note。Journal of Finance,43(4),1009-1013。  new window
16.Chottiner, S.、Young, A.(1971)。A Test of the AICPA Differentiation Between Stock Dividends and Stock Splits。Journal of Accounting Research,9,367-374。  new window
17.Schwert, G. W.(1977)。Stock Exchange Seats as Capital Aseets。Journal of Financial Economics,4,51-78。  new window
18.Sheikh, Aamir M.(1989)。Stock Splits, Volatility Increases and Implied Volatilities。Journal of Finance,44(5),1361-1372。  new window
19.Wiggins, J. B.(1992)。Beta Changes around Stock Splits Revisited。Journal of Financial Quantitative and Analysis,27,631-640。  new window
20.Ibbotson, Roger G.(1975)。Price performance of common stock new issues。Journal of Financial Economics,2(3),235-272。  new window
21.Elton, Edwin J.、Gruber, Martin J.(1970)。Marginal stockholder tax rates and the clientele effect。Review of Economics and Statistics,52(1),68-74。  new window
22.Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review,10(1),1-21。  new window
23.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。  new window
學位論文
1.王志鑫(1992)。股票股利填權現象之實證--以台灣地區上市股票為實證對象(碩士論文)。東吳大學。  延伸查詢new window
2.周祥雲(1987)。台灣股票股利(<25%)除權日之異常報酬(碩士論文)。交通大學。  延伸查詢new window
3.柯孟聰(1987)。股票股利公告對股價影響之實證研究(碩士論文)。交通大學。  延伸查詢new window
4.蕭惠玲(1990)。台灣股票市場除權行情之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
5.謝庭金(1988)。台灣證券市場鉅額股票股利所含資訊內容之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
6.王毓敏(1992)。β係數穩定性分析--資本資產訂價模型適用性之實證研究(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.林炯垚(19900200)。財務管理--理論與實務。台北:華泰書局。  延伸查詢new window
2.石齊平、郭照榮(1987)。當代計量經濟學。台北:三民書局。  延伸查詢new window
3.邱靖博、蔡豐清(1993)。金融市場。三民書局。  延伸查詢new window
4.顏月珠(1990)。商用統計學。三民書局。  延伸查詢new window
5.Pindyck, R. S.、Rubinfeld, D. L.(1991)。Econometric Model andEconomic Forecasts。  new window
 
 
 
 
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