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題名:中國大陸上市公司營收資訊對股價之傳遞速度
書刊名:數據分析
作者:陳信宏李顯儀蘇懿
作者(外文):Chen, Hsin-hungLee, Hsien-yiSu, Yih
出版日期:2014
卷期:9:5
頁次:頁73-97
主題關鍵詞:營業收入股票價格中國大陸股市訊息傳遞向量自我迴歸模型RevenueStock priceStock markets in mainland ChinaInformation transmissionVector autoregressive model
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:1
  • 共同引用共同引用:46
  • 點閱點閱:1
期刊論文
1.吳幸姬、李顯儀(20061200)。產業月營收變化與股價報酬的關聯性之研究。管理科學研究,3(2),61-74。new window  延伸查詢new window
2.張建一(20110100)。ECFA與兩岸產業競合。臺灣經濟研究月刊,34(1)=397,21-26。new window  延伸查詢new window
3.Chordia, Taran、Swaminathan, Bhaskaram(2000)。Trading volume and cross-autocorrelations in stock returns。The Journal of Finance,55(2),913-935。  new window
4.DeFond, M.、Hung, M.、Trezevant, R.(2007)。Investor protection and the information content of annual earnings announcement: international evidence。Journal of Accounting and Economics,43(1),37-67。  new window
5.Landsman, W. R.、Maydew, E. L.、Thornock, J. R.(2011)。The information content of annual earnings announcements and mandatory adoption of IFRS。Journal of Accounting and Economics,53(1/2),34-54。  new window
6.顧廣平(20100600)。營收動能策略。管理學報,27(3),267-289。new window  延伸查詢new window
7.李顯儀、吳幸姬(20050900)。臺灣股票市場中訊息的反應與傳遞效果之研究。輔仁管理評論,12(3),71-94。new window  延伸查詢new window
8.Fargher, N. L.、Weigand, R. A.(1998)。Changes in stock price reaction of small firms to common information。Journal of Financial Research,21(1),105-121。  new window
9.Barbee, William C.、Mukherji, Sandip Jr.、Raines, Gary A.(1996)。Does sales-price and debt-equity explain stock returns better than book-market and firm size?。Financial Analysts Journal,52(2),56-60。  new window
10.Granger, C. W. J.(1969)。Investigation causal relation by econometric models and cross-spectral methods。Econometrica,37(3),424-438。  new window
11.Benston, George J.(1985)。The Market for Public Accounting Services: Demand, Supply and Regulation。Journal of Accounting and Public Policy,4(1),33-79。  new window
12.顧廣平(20111200)。盈餘與營收動能。管理學報,28(6),521-544。new window  延伸查詢new window
13.陳建福、劉世偉(20090600)。中國大陸A股與B股雙重掛牌公司股價互動與價差原因之研究:B股開放政策前後的比較。財務金融學刊,17(2),139-162。new window  延伸查詢new window
14.金成隆、張耿尉(19981000)。月營收/報酬關聯性之研究。管理評論,17(3),61-83。new window  延伸查詢new window
15.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
16.Pagan, A. R.、Sossounov, K. A.(2003)。A Simple Framework for Analyzing Bull and Bear Markets。Journal of Applied Econometrics,18(1),23-46。  new window
17.Karmakar, Madhusudan(2010)。Information transmission between small and large stocks in the National Stock Exchange in India: An empirical study。Quarterly Review of Economics and Finance,50,110-120。  new window
18.李新春、王宣喻(20080600)。中國大陸家族企業研究之回顧與展望:1988-2007。中山管理評論,16(2),247-277。new window  延伸查詢new window
19.Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis,24(2),241-256。  new window
20.Kim, Oliver、Verrecchia, Robert E.(1991)。Trading Volume and Price Reactions to Public Announcements。Journal of Accounting Research,29(2),302-321。  new window
21.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
22.陳信宏(20121000)。中國大陸股市報酬穩定因素之研究。管理學報,29(5),447-463。new window  延伸查詢new window
23.Chen, J.、Buckland, R.、Williams, J.(2012)。Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets。Pacific-Basin Finance Journal,19,351-373。  new window
24.Kurov, A.(2008)。Investor sentiment, trading behaviour and informational efficiency in index futures markets。Financial Review,43,107-127。  new window
25.Liu, Y. S.、Su, C. W.(2010)。The relationship between the real estate and stock markets of China: evidence from a nonlinear model。Applied Financial Economics,20,1741-1749。  new window
26.Ravichandran, K.、Bose, S.(2012)。Relationship between Stock Return and Trading Volume。Research Journal of Business Managemen,6,30-39。  new window
27.Su, Y. C.、Huang, H. C.、Lin, J. C.(2012)。Information Asymmetry and Return-volume Relation-A Time Varying Model Based upon Order Imbalance and Individual Stock。International Research Journal of Finance and Economics,86,86-106。  new window
28.Tripathy, N.(2010)。The Empirical Relationship between Trading Volume and Stock Return Volatility in Indian Stock Market。European Journal of Economics,Finance and Administrative Science,24,59-78。  new window
29.Xiao, F.(2009)。Does the stock market affect investment by Chinese firms? Some new evidence。International Review of Applied Economics,23,197-213。  new window
30.李顯儀、吳幸姬、王元章(20060200)。機構投資人的買賣行為與公共訊息認知差異之研究。臺灣管理學刊,6(1),105-127。new window  延伸查詢new window
31.Badrinath, Swamination G.、Kale, Jayant R.、Noe, Thomas H.(1995)。Of shepherds, sheep, and the cross-autocorrelations in equity returns。Review of Financial Studies,8(2),401-430。  new window
32.Barber, B.、Odean, T.(2001)。Boy Will Boys: Gender, Overconfidence and Common Stock Investment。Quarterly Journal of Economics,116(1),261-292。  new window
33.Brennan, Michael J.、Jagadeesh, Narasimhan、Swaminathan, Bhaskaran(1993)。Investment Analysis and the Adjustment of Stock Prices to Common Information。Review of Financial Studies,6(4),799-824。  new window
34.Eun, Cheol S.、Huang, Wei(2007)。Asset pricing in China's domestic stock markets: Is there a logic?。Pacific-Basin Finance Journal,15(5),452-480。  new window
35.Fabozzi, Frank J.、Francis, Jack C.(1979)。Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination。Journal of Finance,34(5),1243-1250。  new window
36.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
37.Jegadeesh, Narasimhan、Livnat, Joshua(2006)。Revenue Surprises and Stock Returns。Journal of Accounting and Economics,41(1/2),147-171。  new window
38.Laurence, M. M.、Cai, F.、Qian, S.(1997)。Weak-form efficiency and causality tests in Chinese stock markets。Multinational Finance Journal,1(4),291-307。  new window
39.Liu, Xiaming、Song, Haiyan、Romilly, Peter(1997)。Are Chinese Stock Markets Efficient? A Cointegration and Causality Analysis。Applied Economics Letters,4(8),511-515。  new window
40.Lo, Andrew W.、MacKinlay, A. Craig(1990)。When Are Contrarian Profits Due to Stock Market Overreaction?。The Review of Financial Studies,3(2),175-205。  new window
41.McQueen, Grant、Pinegar, Michael、Thorley, Steven(1996)。Delayed reaction to good news and the cross-autocorrelation of portfolio returns。The Journal of Finance,51(3),889-919。  new window
42.Sias, Richard W.、Starks, Laura T.(1997)。Return autocorrelation and institutional investors。Journal of Financial Economics,46(1),103-131。  new window
43.Sims, Christopher A.(1980)。Macroeconometrics and Reality。Econometrica,48(1),1-48。  new window
44.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
45.Jegadeesh, Narasimhan、Livnat, Joshua(2006)。Post-Earnings-Announcement Drift: The Role of Revenue Surprises。Financial Analysts Journal,62(2),22-34。  new window
學位論文
1.呂清標(1978)。台灣股票市場個人投資行為之研究(碩士論文)。國立政治大學。  延伸查詢new window
2.古智偉(2005)。營收資訊揭露對股價報酬率預測效果之影響--應用修正式基因類神經網路模型(碩士論文)。國立臺北大學。  延伸查詢new window
 
 
 
 
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