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題名:上市公司出售長期資產事件之宣告效果-GARCH模型之應用
書刊名:證券市場發展季刊
作者:林烱垚沈中華 引用關係
作者(外文):Lin, JoungyolShen, Chung-hua
出版日期:1996
卷期:8:4=32
頁次:頁1-22
主題關鍵詞:資產出售訊息宣告事件研究異質條件變異數方法Asset selloffsInformation announcementsEvent studyGARCH
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(5) 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:5
  • 共同引用共同引用:8
  • 點閱點閱:56
期刊論文
1.Bera, A.、Bubnys, E.、Park, H.(1988)。Conditional heteroscedasticity in the market model and efficient estimates of betas。Financial Review,23(2),201-214。  new window
2.John, K.、Lang, L. H. P.、Netter, J.(1992)。The Voluntary Restructuring of Large Firms in Response to Performance Decline。The Journal of Finance,47,891-911。  new window
3.Comment, Robert、Jarrell, Gregg A.(1995)。Corporate focus and stock returns。Journal of Financial Economics,37(1),67-87。  new window
4.John, Kose、Ofek, Eli(1995)。Asset sales and increase in focus。Journal of Financial Economics,37(1),105-126。  new window
5.Kaplan, Steven N.、Weisbach, Michael S.(1992)。The Success of Acquisitions: Evidence from Divestitures。Journal of Finance,47(1),107-138。  new window
6.Lang, Larry、Poulsen, Annette、Stulz, René(1995)。Asset Sales, Firm Performance, and the Agency Costs of Managerial Discretion。Journal of Financial Economics,37(1),3-37。  new window
7.Nelson, D. B.、Cao, C. Q.(1992)。Inequality Constraints in the Univariate GARCH Model。Journal of Business and Economic Statistics,10(2),229-235。  new window
8.Ofek, Eli(1993)。Capital Structure and Firm Response to Poor Performance: An empirical analysis。Journal of Financial Economics,34(1),3-30。  new window
9.Slovin, Myron B.、Sushka, Marie E.、Ferraro, Steven R.(1995)。A Comparison of the Information Conveyed by Equity Carve-Outs, Spin-Offs, and Asset Sell-Offs。Journal of Financial Economics,37(1),89-104。  new window
10.Berger, Philip G.、Ofek, Eli(1995)。Diversification's effect on firm value。Journal of Financial Economics,37(1),39-65。  new window
11.Ghosh, Asim K.(1992)。Market Model Corrected for Generalized Autoregressive Conditional Heteroscedasticity and the Small Firm Effect。The Journal of Financial Research,15(3),277-283。  new window
12.Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。  new window
13.Bollerslev, Tim(1987)。A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return。The Review of Economics and Statistics,69(3),542-547。  new window
14.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
15.沈中華、黃河泉(19940700)。股價波動性與結構性轉變之探討--不同漲跌幅限制下的分析。臺大管理論叢,5(2),23-45。new window  延伸查詢new window
16.沈中華、張大成(19930500)。事件研究法與移動。臺大管理論叢,4(1),1-35。new window  延伸查詢new window
17.Lamoureux, Christopher G.、Lastrapes, William D.(1990)。Persistence in Variance, Structural Change, and the GARCH Model。Journal of Business and Economic Statistics,8(2),225-234。  new window
18.Brown, Stephen J.、Warner, Jerold B.(1985)。Using Daily Stock Returns: The Case of Event Studies。Journal of Financial Economics,14(1),3-31。  new window
19.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
會議論文
1.沈中華、李建然(1995)。保留意見之資訊內涵-考慮漲跌幅限制下的事件研究。中山大學資本市場研討會,(會議日期: 十二月)。  延伸查詢new window
學位論文
1.李憲杰(1994)。一般化自迴歸條件異質性變異數模型參數之選定、估計與檢定(碩士論文)。國立成功大學。  延伸查詢new window
2.管夢欣(1993)。長期性資產出售交易與盈餘操縱行為之關聯性實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.傅英芬(1995)。投資機會與現金增資之宣告效果-異質條件變異數分析法(碩士論文)。國立政治大學。  延伸查詢new window
 
 
 
 
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