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題名:The Long-Run Performance Puzzle of Initial Public Offerings in Taiwan: Empirical Findings from Various Models
書刊名:財務金融學刊
作者:陳安琳 引用關係
作者(外文):Chen, Anlin
出版日期:2001
卷期:9:3
頁次:頁1-20
主題關鍵詞:新上市公司股票長期報酬Fama-French模式動能Initial public offeringsLong-run performanceFama-French modelMomentumJensen's alpha
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(23) 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:22
  • 共同引用共同引用:41
  • 點閱點閱:25
期刊論文
1.Brav, Alon、Geczy, Christopher、Gompers, Paul A.(2000)。Is the Abnormal Return Following Equity Issuances Anomalous?。Journal of Financial Economics,56(2),209-249。  new window
2.Smith, C. W. Jr.(1986)。Investment Banking and the Capital Acquisition Process。Journal of Financial Economics,15(1/2),3-29。  new window
3.陳安琳(19990900)。系統風險變動下新上市公司股票的長期報酬行為:遞迴迴歸之應用。管理學報,16(3),535-556。new window  延伸查詢new window
4.陳安琳(1997)。新上市公司股票相關之理論與實證文獻回顧。管理學報,14(3),403-436。  延伸查詢new window
5.Ritter, J. R.(1984)。Signaling and the Valuation of Unseasoned New Issues。The Journal of Finance,39,1231-1237。  new window
6.Beatty, R. P.、Ritter, J. R.(1986)。Investment banking, reputation, and the underpricing of initial public offerings。Journal of Financial Economics,15(1/2),213-232。  new window
7.Carter, R. B.、Dark, F. H.、Singh, A. K.(1998)。Underwriter Reputation, Initial Returns, and the Long-Run Performance of IPO Stocks。Journal of Finance,53(1),285-311。  new window
8.陳安琳、李文智、林宗源(19990100)。新上市公司股票之發行折價--代理成本與公司控制之研究。中國財務學刊,6(3),1-23。new window  延伸查詢new window
9.Aggarwal, Reena、Rivoli, Pietra(1990)。Fads in the initial public offering market?。Financial Management,19(4),45-57。  new window
10.Carter, Richard R.、Manaster, Steven(1990)。Initial Public Offerings and Underwriter Reputation。The Journal of Finance,45(4),1045-1067。  new window
11.Ibbotson, Roger G.、Sindelar, Jody L.、Ritter, Jay R.(1988)。Initial public offerings。Journal of Applied Corporate Finance,1(2),37-45。  new window
12.Beatty, Randolph P.(1989)。Auditor reputation and the pricing of initial public offerings。The Accounting Review,64(4),693-709。  new window
13.Megginson, William L.、Weiss, Kathleen A.(1991)。Venture capitalist certification in initial public offerings。Journal of Finance,46(3),879-903。  new window
14.Brav, A.、Gompers, P. A.(1997)。Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies。Journal of Finance,52(5),1791-1821。  new window
15.Ibbotson, Roger G.(1975)。Price performance of common stock new issues。Journal of Financial Economics,2(3),235-272。  new window
16.Loughran, Tim、Ritter, Jay R.(1995)。The New Issues Puzzle。The Journal of Finance,50(1),23-51。  new window
17.Ritter, Jay R.(1991)。The Long-run Performance of Initial Public Offerings。Journal of Finance,46(1),3-27。  new window
18.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
19.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
20.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
21.Lintner, John(1965)。The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets。Review of Economics and Statistics,47(1),13-37。  new window
22.Ross, Stephen A.(1976)。The Arbitrage Theory of Capital Asset Pricing。Journal of Economic Theory,13(3),341-360。  new window
23.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
24.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
25.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
26.Yen, G.、Fang, C.(1998)。Price limits, market crash, and IPO long-run performance: A study of Taiwan。Advances in Pacific Basin Business, Economics, and Finance,3,161-174。  new window
27.Bossaerts, P.、Hillion, P.(2001)。IPO post-issue markets: Questionable predilections but diligent learners?。The Review of Economics and Statistics,83(2),333-347。  new window
研究報告
1.Cotter, J. F.(1996)。The Long-Run Efficiency of IPOs。University of Iowa。  new window
學位論文
1.楊泓文(1987)。新上市股票報酬之研究(碩士論文)。國立交通大學。  延伸查詢new window
2.周士淵(1992)。我國新上市公司股票價格績效之研究(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.Ibbotson, R. G.、Ritter, J. R.(1995)。Initial Public Offerings。Handbooks of Operations Research and Management Science。沒有紀錄。  new window
圖書論文
1.顏吉利、劉恩棠(1994)。論新上市股票股東之報酬:短期現象乎?長期現象乎?。中國財務學會論文集。  延伸查詢new window
 
 
 
 
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