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題名:政治選舉事件對股票報酬之影響
書刊名:管理與資訊學報
作者:徐清俊于文燕
作者(外文):Hsu, Ching-junYu, Wen-yan
出版日期:2006
卷期:11
頁次:頁53-75
主題關鍵詞:政黨輪替政治選舉事件研究法GARCH模型Party alternationPolitical electionEvents studyGARCH 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(1) 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:0
  • 點閱點閱:21
期刊論文
1.Beck, Nathaniel(1982)。Does the exist a political business cycle: A Box-Tiao Analysis。Public Choice,38,205-209。  new window
2.Foerster, S. R.、Schmitz, J. J.(1997)。The Transmission of U.S. Election Cycles to International Stock Returns。Journal of International Business Studies,28(1),1-27。  new window
3.Gemmill, G.(1992)。Political Risk and Market Efficiency: Tests Based in British Stock and Options Markets in the 1987 Election。Journal of Banking and Finance,16,211-231。  new window
4.Haynes, S. E.(1995)。Electoral and Partisan Cycles between US Economic Performance and President Popularity。Applied Economics,27,95-105。  new window
5.MacRae, D.(1977)。A political model of the business cycle。Journal of Political Economy,85,239-264。  new window
6.Nordhaus, W. D.(1975)。The Political Business Cycle。Review of Economic Studies,42,169-190。  new window
7.Pantzalis, C.、Stangeland, D. A.、Turtle, H. J.(2000)。Political Elections and the Resolution of Uncertainty: The International Evidence。Journal of Banking & Finance,24(10),1575-1604。  new window
8.黃智聰(20010600)。臺灣選舉與貨幣政策關係之初探。中山人文社會科學期刊,9(1)=20,111-136。  延伸查詢new window
9.Bratsiotis, George J.(2000)。Political Parties and Inflation in Greece: The Metamorphosis of the Socialist Party on the Way to EMU。Applied Economics Letters,7(7),451-454。  new window
學位論文
1.王譯賢(2002)。最高行政首長更迭與美股大崩盤對股票市場的影響--美、日、英(碩士論文)。真理大學。  延伸查詢new window
2.黃維本(2002)。選舉事件對股價指數之影響(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
3.楊忠駿(1998)。台灣地區公職人員選舉之選舉行情實證研究(碩士論文)。淡江大學。  延伸查詢new window
圖書
1.Stoken, D.(1994)。Strategic Investment Timing。Chicago:Probus Publishing。  new window
2.沈中華、李建然(2000)。事件研究法--財務與會計實證研究必備。華泰文化事業公司。  延伸查詢new window
 
 
 
 
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