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題名:訊息發佈對市場的反應強度之研究
書刊名:中華管理學報
作者:吳幸姬李顯儀 引用關係
作者(外文):Wu, Hsing-chiLee, Hsien-yi
出版日期:2005
卷期:6:4
頁次:頁73-92
主題關鍵詞:重大訊息法人散戶好/壞訊息Market-wide informationInstitutional investorsIndividual investorsGood/Bad news
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:12
  • 點閱點閱:27
期刊論文
1.Chordia, Taran、Swaminathan, Bhaskaram(2000)。Trading volume and cross-autocorrelations in stock returns。The Journal of Finance,55(2),913-935。  new window
2.Bessembinder, H.、Chan, K.、Seguin, P. J.(1996)。An empirical examination of information, differences of option, and trading activity。Journal of Financial Economics,40(1),105-134。  new window
3.Conrad, J.、Gultekin, M. N.、Kaul, G.(1991)。Asymmetric predictability of conditional variances。Review of Financial Studies,4(4),597-622。  new window
4.Ederington, Louis H.、Lee, Jae Ha(1993)。How Markets Process Information: News Releases and Volatility。Journal of Finance,48(4),1161-1191。  new window
5.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
6.Abraham, Abraham、Ikenberry, David L.(1994)。The Individual Investor and the Weekend Effect。Journal of Financial and Quantitative Analysis,29(2),263-277。  new window
7.Bamber, Linda S.、Cheon, Youngsoon(1995)。Differential price and volume reactions to accounting earnings announcements。The Accounting Review,70(3),417-441。  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.Jarnecic, Elvis、Kalev, Petko S.、Liu, Wai-Man、Pham, Peter K.(2004)。Public Information Arrival and Volatility of Intraday Stock Returns。Journal of Banking & Finance,28(6),1441-1467。  new window
10.Nofsinger, John R.(2001)。The Impact of Public Information on Investors。Journal of Banking and Finance,25(7),1339-1366。  new window
11.Hardouvelis, Gikas A.(1987)。Macroeconomic Information and Stock Prices。Journal of Economics and Business,39(2),131-140。  new window
12.Kim, O.、Verrecchia, R. E.(1991)。Market Reaction to Anticipated Announcements。Journal of Financial Economics,30,273-309。  new window
13.Chan, Kalok(1993)。Imperfect information and cross-autocorrelation among stock returns。Journal of Finance,48(4),1211-1230。  new window
14.Jegadeesh, Narasimhan、Titman, Sheridan(1995)。Overreaction, delayed reaction and contrarian profits。The Review of Financial Studies,8(4),973-993。  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.Karpoff, Jonathan M.(1986)。A theory of trading volume。Journal of Finance,41(5),1069-1087。  new window
17.Pearce, Douglas K.、Roley, V. Vance(1985)。Stock Prices and Economic News。Journal of Business,58(1),49-67。  new window
18.Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics,19(1),69-90。  new window
19.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  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.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
22.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
23.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
24.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
25.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
26.游智賢、賴育志(20020700)。資訊傳遞與投資人關注程度之探討。證券市場發展季刊,14(2)=54,111-131。new window  延伸查詢new window
27.Kahneman, Daniel、Tversky, Amos(1979)。Prospect Theory: An Analysis of Decision under Risk。Econometrica: Journal of the Econometric Society,47(2),263-292。  new window
研究報告
1.Chen, Z.、Lee, C. J.(2002)。Heterogeneous Belief and Seemingly Emotional Market Behavior。Beijing, China:Tsinghua University。  new window
2.Lin, Y. C.(1998)。Market Trading Volume and Price Reaction to Public。University of Syracuse。  new window
學位論文
1.陳彥旻(2001)。景氣對策信號與股市異常報酬之經濟指標分析(碩士論文)。中原大學。  延伸查詢new window
2.盛瀚陞(2001)。總體經濟資訊宣告對股價指數期貨與股價指數現貨間領先落後關係之探討--以日內資料為例(碩士論文)。東吳大學。  延伸查詢new window
3.曾瑞弘(2003)。台灣股市投資人處分效果之研究(碩士論文)。靜宜大學。  延伸查詢new window
4.李慧娟(2001)。定期與不定期訊息宣告對股市波動影響之實証研究(碩士論文)。高雄第一科技大學。  延伸查詢new window
5.熊杏華(1996)。臺灣股市大小公司間資訊傳遞方向及結構性差異之研究(碩士論文)。國立中央大學。  延伸查詢new window
 
 
 
 
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