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題名:資訊揭露評鑑成績對市場波動性與買賣單不平衡之抑制效果
書刊名:財務金融學刊
作者:張眾卓 引用關係王元章 引用關係陳振遠 引用關係湯惠雯 引用關係
作者(外文):Chang, Chong-chuoWang, Yung-jangChen, Roger C. Y.Tang, Hui-wen
出版日期:2012
卷期:20:1
頁次:頁1-32
主題關鍵詞:公司治理資訊透明度市場微結構市場波動性買賣單不平衡資訊不對稱Corporate governanceInformation transparencyMarket microstructureMarket volatilityOrder imbalanceInformation asymmetry
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(2) 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:94
  • 點閱點閱:92
期刊論文
1.胡星陽、陳建宏(20050600)。上市公司內部人日內買賣時點選擇能力之分析。中山管理評論,13(2),451-478。new window  延伸查詢new window
2.Miller, James M.、McConnell, John J.(1995)。Open-market Share Repurchase Programs and Bid-ask Spreads on the NYSE: Implications for Corporate Payout Policy。Journal of Financial and Quantitative Analysis,30(3),365-382。  new window
3.Kao, L. F.、Chen, R. C. Y.、Li, S.C.(2006)。Transparency and Deviation between Board Seat Ratio and Cash Flow Rights on Firm Performance: Evidence from Electronic Firms in Taiwan。Taman Academy of Management Journal,6(2),81-104。  new window
4.Heflin, Frank、Shaw, Kenneth W.(2000)。Blockholder Ownership and Market Liquidity。Journal of Financial and Quantitative Analysis,35(4),621-633。  new window
5.Chordia, T.、Subrahmanyam, A.(2004)。Order Imbalance and Individual Stock Returns: Theory and Evidence。Journal of Financial Economics,72,485-518。  new window
6.Hasbrouck, Joel(1991)。The Summary Informativeness of Stock Trades: An Econometric Analysis。The Review of Financial Studies,4(3),571-595。  new window
7.王元章、張眾卓、鄭揚耀(20101200)。以市場微結構之觀點探討財務會計準則34號公報對金融業與電子業的影響。中山管理評論,18(4),1009-1050。new window  延伸查詢new window
8.Ahmed, A. S.、Schneible, R. A.(2007)。The Impact of Regulation Fair Disclosure on Investors’ Prior Information Quality -Evidence from an Analysis of Changes in Trading Volume and Stock Price Reactions to Earnings Announcements。Journal of Corporate Finance,13(2-3),282-299。  new window
9.Gedajlovic, E. R.、Shapiro, D. M.(1998)。Management and ownership effects: Evidence from five countries。Strategic Management Journal,19,533-553。  new window
10.Huang, R. D.、Stoll, H. R.(1996)。Dealer Versus Auction Markets: a Paired Comparison of Execution on NASDAQ and the NYSE。Journal of Financial Economics,41(3),313-357。  new window
11.Daske, H.、Hail, L.、Leuz, C.、Verdi, R.(2008)。Mandatory IFRS Reporting around the World: Early Evidence on the Economic Consequences。Journal of Accounting Research,46(5),1085-1142。  new window
12.Hasbrouck, Joel(1988)。Trades, Quotes, Inventories and Information。Journal of Financial Economics,22(2),229-252。  new window
13.Banz, Rolf W.、Breen, William J.(1986)。Sample-Dependent Results Using Accounting and Market Data: Some Evidence。The Journal of Finance,41(4),779-793。  new window
14.胡星陽、詹場(20080300)。臺灣證券市場委託單失衡方向之推導及實證。財務金融學刊,16(1),19-63。new window  延伸查詢new window
15.Chordia, T.、Roll, R.、Subrahmanyam, A.(2002)。Order imbalance, liquidity and market returns。Journal of Financial Economics,65(1),111-130。  new window
16.Welker, M.(1995)。Disclosure policy, information asymmetry, and liquidity in Equity Markets。Contemporary Accounting Research,11(2),801-827。  new window
17.Lins, Karl V.(2003)。Equity Ownership and Firm Value in Emerging Markets。Journal of Financial and Quantitative Analysis,38(1),159-184。  new window
18.Vermaelen, Theo(1981)。Common stock repurchases and market signaling: An empirical study。Journal of Financial Economics,9(2),139-183。  new window
19.張瑞當、方俊儒(20060100)。資訊揭露評鑑系統對企業盈餘管理行為之影響。會計評論,42,1-22。new window  延伸查詢new window
20.張瑞當、方俊儒、曾玉琦(20070200)。核心代理問題與盈餘管理:董事會結構與外部監督機制之探討。管理學報,24(1),17-39。new window  延伸查詢new window
21.Claessens, Stijn、Djankov, Simeon、Lang, Larry H. P.(2000)。The Separation of Ownership and Control in East Asian Corporations。Journal of Financial Economics,58(1/2),81-112。  new window
22.Yeh, Yin-Hua、Lee, Tsun-Siou、Woidtke, Tracie(2001)。Family control and corporate governance: Evidence from Taiwan。International Review of Finance,2(1/2),21-48。  new window
23.La Porta, Rafael、López-de-Silanes, Florencio、Shleifer, Andrei(1999)。Corporate ownership around the world。Journal of Finance,54(2),471-517。  new window
24.Copeland, Thomas E.、Galai, Dan(1983)。Information Effects on the Bid-ask Spread。The Journal of Finance,38(5),1457-1469。  new window
25.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
26.Petersen, Mitchell A.(2009)。Estimating standard errors in finance panel data sets: Comparing approaches。The Review of Financial Studies,22(1),435-480。  new window
27.Haw, In-Mu、Hu, Bing-bing、Hwang, Lee-Seok、Wu, Woody(2004)。Ultimate Ownership, Income Management, and Legal and Extra-legal Institutions。Journal of Accounting Research,42(2),423-462。  new window
28.Chiyachantana, C. N.、Jiang, C. X.、Taechapiroontong, N.、Wood, R. A.(2004)。The impact of Regulation Fair Disclosure on information asymmetry and trading: An intraday analysis。The Financial Review,39(4),549-577。  new window
29.Lang, M. H.、Lundholm, R. J.(1993)。Cross-sectional determinants of analyst ratings of corporate disclosures。Journal of Accounting Research,31(2),246-271。  new window
30.Lee, Charles M. C.、Ready, Mark J.(1991)。Inferring Trade Direction from Intraday Data。Journal of Finance,46(2),733-746。  new window
31.Hasbrouck, Joel(1991)。Measuring the Information Content of Stock Trades。Journal of Finance,46(1),179-207。  new window
32.Claessens, Stijn、Djankov, Simeon、Fan, Joseph P. H.、Lang, Larry H. P.(2002)。Disentangling the Incentive and Entrenchment Effects of Large Shareholdings。The Journal of Finance,57(6),2741-2771。  new window
33.La Porta, Rafael、López-de-Silanes, Florencio、Shleifer, Andrei、Vishny, Robert W.(2002)。Investor protection and corporate valuation。The Journal of Finance,57(3),1147-1170。  new window
34.Merton, Robert C.(1987)。A simple model of capital market equilibrium with incomplete information。The Journal of Finance,42(3),483-510。  new window
35.Barclay, Michael J.、Smith, Clifford W. Jr.(1988)。Corporate Payout Policy: Cash Dividends versus Open-market Repurchases。Journal of Financial Economics,22(1),61-82。  new window
36.Fan, Joseph P. H.、Wong, Tak-Jun(2002)。Corporate ownership structure and the informativeness of accounting earnings in East Asia。Journal of Accounting and Economics,33(3),401-425。  new window
37.Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。  new window
38.Alaraini, S. A.、Healy, J. P.、Stephens, R. G.(2003)。SFAS 95 Cash Flow Information and Securities Valuation。Research in Accounting Regulation,16,243-255。  new window
39.Bloomfield, R.、O'Hara, M.(1999)。Market Transparency: Who Wins and Who Loses?。Review of Financial Studies,12,5-35。  new window
40.Chau, T. T.(1991)。Approaches to Succession in East Asian Business Organizations。Family Business Review,4,161 -179。  new window
41.Duarte, J., et al.(2008)。Information Asymmetry, Information Dissemination and the Effect of Regulation FD on the Cost of Capital。Journal of Financial Economics,87,24-44。  new window
42.Eilifsen, A.、Knivsfla, K. H.、Saettem, F.(2001)。Earnings Announcements and the Variability of Stock Returns。Scandinavian Journal of Management Studies,17,187-200。  new window
43.Eleswarapu, V.、Thompson, R.、Venkataraman, K.(2004)。The Impact of Regulation Fair Disclosure: Trading Costs and Information Asymmetry。Journal of Financial and Quantitative Analysis,39,209-225。  new window
44.Huang, Y. W.、Lai, C. H.、Chen, Y. C.(2006)。Price, Trading Volume and Bid-Ask Spreads around Earnings Announcememt。Review of Securities and Futures Markets,18,1-32。  new window
45.Kabir, R.、Vermaelen, T.(1996)。Insider Trading Restrictions and the Stock Market: Evidence from the Amsterdam Stock Exchange。European Economic Review,40,1591-1603。  new window
46.Leuz, C.、Verrecchia, R. E.(2000)。The Economic Consequence of Increased Disclosure。Journal of Accounting Research,38,91-124。  new window
47.Sidhu, B. K., et al.(2008)。Regulation Fair Disclosure and the Cost of Adverse Selection。Journal of Accounting Research,46,697-728。  new window
48.Wang, Y. J.、Chang, C. Y.(2006)。Asymmetric Information, Order Imbalance and Capital Expenditures Announcement。Review of Securities and Futures Markets,18,103-140。  new window
49.Wang, Y. M.(2002)。The Effect of Trading Activity on Volatility: Evidence from Taiwan Stock Index Futures and Stock Market。Review of Securities and Futures Markets,14,49-70。  new window
研究報告
1.Lang, M.、Lins, K. V.、Maffett, M.(2010)。Transparency, Liquidity, and Valuation: International Evidence。  new window
其他
1.Securities and Futures Institute(2011)。Operation Guidelines for Information Disclosure and Evaluation System。  new window
2.Securities and Futures Institute(2011)。FAQ for Information Disclosure and Evaluation System。  new window
 
 
 
 
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