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題名：盈餘宣告對價量、買賣價差之影響
書刊名：證券市場發展季刊
作者：黃雅瑋／賴靜惠／陳育成 引用關係
作者(外文)：Huang, Yai-wei／Lai, Ching-hui／Chen, Yu-cheng
出版日期：2006
卷期：18:4=72
頁次：頁1-31
主題關鍵詞：資訊內涵；聯立方程式；事件研究法；累積異常報酬；資本市場；Information content；Simultaneous equations approach；Event study；Cumulative abnormal return；Capital market
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(2) 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:7
  • 點閱點閱:71
期刊論文
1.吳欽杉、劉玉珍(1989)。臺灣地區上市公司股票最後進出喊價價差的決定因子之實證研究。管理科學學報，6(1)，1-16。  延伸查詢new window
2.林宜勉、游淑禎(19980000)。盈餘宣告對臺灣股市成交量之影響。證券市場發展，10(2)=38，117-148。new window  延伸查詢new window
3.Abarbanell, Jeffery S.、Lanen, William N.、Verrecchia, Robert E.(1995)。Analysts' Forecasts as Proxies for Investor Beliefs in Empirical Research。Journal of Accounting and Economics，20(1)，31-60。  new window
4.Atiase, R. K.、Bamber, L. S.(1994)。Trading Volume Reactions to Annual Accounting Earnings Announcements: The incremental role of predisclosure information asymmetry。Journal of Accounting and Economics，17，309-329。  new window
5.Bamber, L. S.(1986)。The Information Content of Annual Earnings Release: A Trading Volume Approach。Journal of Accounting Research，24(1)，40-56。  new window
6.Callahan, C. M.、Lee, C. M. C.、Yohn, T. L.(1997)。Accounting Information and Bid-Ask Spreads。Accounting Horizons，11(4)，50-60。  new window
7.Cohen, K. J.、Maier, S. F.、Schwartz, R. A.、Whitcomb, D. K.(1981)。Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread。Journal of Political Economy，89(2)，287-305。  new window
8.Cready, W. M.、Ramanan, R.(1991)。The Power of Tests Employing Log-Transformed Volume in Detecting Abnormal Trading。Journal of Accounting and Economics，14(2)，203-214。  new window
9.Demski, J. S.、Feltham, G. A.(1994)。Market Response to Financial Report。Journal of Accounting and Economics，17，3-40。  new window
10.Diamond, D. W.(1985)。Optimal Release of Information by Firms。The Journal of Finance，40，1071-1094。  new window
11.Hasbrouck, J.(1991)。The Summary Informativeness of Stock Trades: An Econometric Analysis。Review of Financial Studies，4，571-595。  new window
12.Kross, W.、Ha, G. L.、Heflin, F.(1994)。A Test of Risk Clientele Effects via an Examination of Trading Volume Response to Earnings Announcements。Journal of Accounting and Economics，18，67-87。  new window
13.Laux, P.(1993)。Trade Sizes and Theories of the Bid-Ask Spread。Journal of Financial Research，16，237-249。  new window
14.Lundholm, R. J.(1991)。Public Signals and the Equilibrium Allocation of Private Information。Journal of Accounting Research，29，322-349。  new window
15.Lobo, G. J.、Tung, S.(1997)。Relation Between Predisclosure Information Asymmetry and Trading Volume Reaction Around Quarterly Earnings Announcement。Journal of Business Finance and Accounting，24，851-867。  new window
16.Lobo, G. J.、Tung, S.(2000)。Financial Analysts’ Earnings Forecast Dispersion and Intraday Stock Price Variability around Quarterly Earnings Announcements。Review of Quantitative Finance and Accounting，15，137-151。  new window
17.McNichols, M.、Trueman, B.(1994)。Public Disclosure, Private Information Collection, and Short-Term Trading。Journal of Accounting and Economics，17(1/2)，69-94。  new window
18.Morse, D.、Ushman, N.(1983)。The Effect of Information Announcements on the Market Micro Structure。The Accounting Review，58，247-258。  new window
19.Tripathy, N.、Rao, R. P.(1992)。Adverse Selection, Spread Behavior and Over-The-Counter Seasoned Equity Offerings。The Journal of Financial Research，15，39-56。  new window
20.Trueman, B.、Titman, S.(1988)。An Explanation for Accounting Income Smoothing。Journal of Accounting Research，26，127-143。  new window
21.Verrecchia, R. E.、Gould, J. P.、Ross, R. L.(1982)。The Use of Mathematical Models in Financial Accounting。Journal of Accounting Research，20，1-42。  new window
22.Yohn, T. L.(1998)。Information Asymmetry around Earnings Announcements。Review of Quantitative Financeand Accounting，11，165-182。  new window
23.Kim, O.、Verrecchia, R. E.(1991)。Market Reaction to Anticipated Announcements。Journal of Financial Economics，30，273-309。  new window
24.Beaver, W. H.、McAnally, M. L.、Stinson, C. H.(1997)。The Information Content of Earnings and Prices: A Simultaneous Equation Approach。Journal of Accounting and Economics，23，53-81。  new window
25.Bagehot, Walter(1971)。The Only Game in Town。Financial Analysis Journal，27(2)，12-14。  new window
26.劉玉珍、藍新仁(1994)。臺灣集中交易市場與櫃檯買賣市場之變現能力分析。證券市場發展季刊，7(1)，79-101。new window  延伸查詢new window
27.Glosten, L. R.、Harris, L. E.(1988)。Estimating the Components of the Bid/Ask Spread。Journal of Financial Economics，21，123-142。  new window
28.Foster, George、Olsen, Chris、Shevlin, Terry(1984)。Earnings Releases, Anomalies, and the Behavior of Security Returns。The Accounting Review，59(4)，574-603。  new window
29.Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics，19(1)，69-90。  new window
30.Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research，6(2)，159-178。  new window
31.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcements。Journal of Accounting Research，6，67-92。  new window
32.Kim, Oliver、Verrecchia, Robert E.(1991)。Trading Volume and Price Reactions to Public Announcements。Journal of Accounting Research，29(2)，302-321。  new window
33.Hausman, Jerry A.(1978)。Specification tests in econometrics。Econometrica: Journal of the Econometric Society，46(6)，1251-1271。  new window
34.Copeland, Thomas E.、Galai, Dan(1983)。Information Effects on the Bid-ask Spread。The Journal of Finance，38(5)，1457-1469。  new window
35.Glosten, Lawrence R.、Milgrom, Paul R.(1985)。Bid, ask and transaction prices in a specialist market with heterogeneously informed traders。Journal of Financial Economics，14(1)，71-100。  new window
36.Kim, Oliver、Verrecchia, Robert E.(1994)。Market Liquidity and Volume around Earnings Announcements。Journal of Accounting & Economics，17(1/2)，41-67。  new window
37.Lee, Charles M. C.、Mucklow, Belinda、Ready, Mark J.(1993)。Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis。The Review of Financial Studies，6(2)，345-374。  new window
38.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics，8(3)，205-258。  new window
39.Hasbrouck, Joel(1991)。Measuring the Information Content of Stock Trades。Journal of Finance，46(1)，179-207。  new window
40.Coller, Maribeth、Yohn, Teri Lombardi(1997)。Management Forecasts and Information Asymmetry: An Examination of Bid-Ask Spreads。Journal of Accounting Research，35(2)，181-191。  new window
41.Stoll, H. R.(1978)。The Pricing of Security Dealer Services: An Empirical Study of Nasdaq Stocks。The Journal of Finance，33(4)，1153-1172。  new window
42.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
研究報告
1.Affleck-Graves, J.、Callahan, C. M.、Chipalkatti, N.(1997)。Earnings Predictability, Information Asymmetry and Market Liquidity。  new window
2.Tung, S.(2002)。The Relations Among Information Asymmetry, Bid-Ask Spreads, Trading Volume and Stock Returns around Earnings Announcement: A Simultaneous-Equation Approach。  new window
學位論文
1.何欣怡(2003)。盈餘宣告對價差的影響(碩士論文)。國立成功大學。  延伸查詢new window
2.吳東安(2001)。股價波動與交易量之關係(碩士論文)。國立暨南國際大學。  延伸查詢new window
3.李定宗(1990)。價差在台灣股票市場之實證研究(碩士論文)。東海大學。  延伸查詢new window
4.黃子芬(1994)。季盈餘宣告對交易量影響之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
5.劉玉珍(1988)。台灣地區上市公司股票最後進出喊價價差之實證研究(碩士論文)。國立中山大學。  延伸查詢new window
6.鄭慧文(1999)。季盈餘宣告對股價之影響(碩士論文)。中原大學。  延伸查詢new window
圖書
1.Pindyck, R. S.、Rubinfeld, D. L.(1998)。Econometrics Models and Economic Forecasts。N.Y.：McGraw-Hill Book Company。  new window
2.Kennedy, P.(1993)。A Guide to Econometrics。Cambridge, Massachusetts：The MIT Press。  new window
3.Schwartz, Robert A.(1988)。Equity Markets: Structure, Trading, and Performance。Harper and Row Publishers。  new window
4.Judge, George G.、Hill, R. Carter、Griffiths, William E.、Lütkepohl, Helmut、Lee, Tsoung-Chao(1988)。Introduction to the Theory and Practice of Econometrics。John Wiley & Sons, Inc.。  new window
5.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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