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題名:Testing the Cost of Capital Effects of Taiwan's First Stock Market Liberalization
書刊名:財務金融學刊
作者:黃一祥 引用關係黃旭輝 引用關係張志向楊琬如 引用關係
作者(外文):Huang, I-hsiangHuang, Hsu-hueiChang, Chih-hsiangYang, Wan-ru
出版日期:2013
卷期:21:3
頁次:頁63-96
主題關鍵詞:股市自由化國際資產評價模式投資者認知假說流動性改善假說資金成本Stock market liberalizationInternational asset pricing modelInvestor recognition hypothesisLiquidityCost of equity capital
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:0
  • 共同引用共同引用:61
  • 點閱點閱:44
期刊論文
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3.黃旭輝、張憶如、黃一祥、張志向(20080100)。首次海外存託憑證發行對公司價值的影響--金融自由化與公司特性的角色。管理評論,27(1),83-107。new window  延伸查詢new window
4.Black, Fischer(1974)。International capital market equilibrium with investment barriers。Journal of International Economics,1(4),337-352。  new window
5.Chari, Anusha、Henry, Peter Blair(2004)。Risk sharing and asset prices: Evidence from a natural experiment。Journal of Finance,59(3),1295-1324。  new window
6.Christoffersen, Peter、Hyunchul Chung、Vihang Errunza(2006)。Size matter: The impact of financial liberalization on individual firms。Journal of International Money and Finance,25,1296-1318。  new window
7.Demirguc-Kunt, Asli、Huizinga, Harry(1995)。Barriers to portfolio investments in emerging stock markets。Journal of Development Economics,47,355-374。  new window
8.Fazzari, Steven M.、Hubbard, R. Glenn、Petersen, Bruce C.(1988)。Financial constraints and corporate investment。Brooking Papers on Economic Activity,1988(1),141-206。  new window
9.Henry, Peter Blair(2000)。Do stock market liberalization cause investment booms?。Journal of Financial Economics,58,301-334。  new window
10.Huang, I-Hsiang(2011)。The cyclical behavior of the risk of value strategy: Evidence from Taiwan。Pacific-Basin Finance Journal,19(4),404-419。  new window
11.Kim, E. Han、Singal, Vijay(2000)。Stock market openings: experience of emerging economies。Journal of Business,73(1),25-66。  new window
12.Patro, Dilip K.、John K. Wald(2005)。Firm characteristics and the impact of emerging market liberalizations。Journal of Banking and Finance,29,1671-1695。  new window
13.Stulz, Rene M.(1981)。On the effect of barriers to international investment。Journal of Finance,36(4),923-934。  new window
14.DeJong,Frank、Frans A. DeRoon(2005)。Time-varying market integration and expected returns in emerging markets。Journal of Financial Economics,78,583- 613。  new window
15.Foerster, Stephen R.、Karolyi, George Andrew(1999)。The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the United States。The Journal of Finance,54(3),981-1013。  new window
16.Kaplan, S.、Zingales, L.(1997)。Do Financing Constraints Explain Why Investment is Correlated with Cash-flows。The Quarterly Journal of Economics,112(2),169-215。  new window
17.Kwan, Felix B.、Reyes, Mario G.(1997)。Price Effects of Stock Market Liberalization in Taiwan。The Quarterly Review of Economics and Finance,37(2),511-522。  new window
18.Stiglitz, J. E.(2000)。Capital Market Liberalization, Economic Growth, and Instability。World Development,28(6),1075-1086。  new window
19.黃一祥(20090300)。人力所得、條件資本資產評價模式、及橫斷面股票報酬。財務金融學刊,17(1),41-74。new window  延伸查詢new window
20.黃一祥、王元章、何加政、許嘉惠(20031200)。臺灣股市系統性風險之估計及橫斷面預期報酬之分析。財務金融學刊,11(3),1-33。new window  延伸查詢new window
21.黃一祥(20091000)。系統性風險之估計及對橫斷面股票報酬之解釋能力--投資組合重構頻率之影響。證券市場發展,21(3)=83,107-141。new window  延伸查詢new window
22.Stapleton, R.、Subrahmanyam, M.(1977)。Market Imperfections, Capital Market Equilibrium and Corporate Finance。Journal of Finance,32(2),307-319。  new window
23.Eun, Cheol、Janakiramanan, S.(1986)。A model of international asset pricing with a constraint on the foreign equity ownership。Journal of Finance,41(4),897-914。  new window
24.Henry, Peter Blair(2000)。Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices。The Journal of Finance,55(2),529-564。  new window
25.Lo, Andrew W.、MacKinlay, A. Craig(1990)。Data-snooping biases in tests of financial asset pricing models。Review of Financial Studies,3(3),431-468。  new window
26.Kadlec, Gregory B.、McConnell, John J.(1994)。The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings。The Journal of Finance,49(2),611-636。  new window
27.Stulz, René M.(1999)。Globalization, corporate finance, and the cost of capital。Journal of Applied Corporate Finance,12(3),8-25。  new window
28.Errunza, Vihang R.、Losq, Etienne(1985)。International asset pricing under mild segmentation: Theory and test。Journal of Finance,40(1),105-124。  new window
29.Bekaert, Geert、Harvey, Campbell R.、Lundblad, Christian(2005)。Does Financial Liberalization Spur Growth?。Journal of Financial Economics,77(1),3-55。  new window
30.Rajan, Raghuram G.、Zingales, Luigi(1998)。Financial Dependence and Growth。American Economic Review,88(3),559-586。  new window
31.Bali, Turan G.、Cakici, Nusret(2008)。Idiosyncratic volatility and the cross section of expected returns?。Journal of Financial and Quantitative Analysis,43(1),29-58。  new window
32.胡星陽(19980400)。流動性對臺灣股票報酬率的影響。中國財務學刊,5(4),1-19。new window  延伸查詢new window
33.Ritter, Jay R.(1991)。The Long-run Performance of Initial Public Offerings。Journal of Finance,46(1),3-27。  new window
34.Lemmon, Michael L.、Lins, Karl V.(2003)。Ownership structure, corporate governance, and firm value: Evidence from the East Asian financial crisis。The Journal of Finance,58(4),1445-1468。  new window
35.Merton, Robert C.(1987)。A simple model of capital market equilibrium with incomplete information。The Journal of Finance,42(3),483-510。  new window
36.Chui, Andy C. W.、Wei, K. C. John(1998)。Book-to-market, Firm Size, and the Turn-of-the-year Effect: Evidence from Pacific-Basin Emerging Markets。Pacific-Basin Finance Journal,6(3/4),275-293。  new window
37.Amihud, Yakov(2002)。Illiquidity and Stock Returns: Cross- section and Time-series Effects。Journal of Financial Markets,5(1),31-56。  new window
38.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
39.Griffin, John M.、Ji, Xiuqing、Martin, J. Spencer(2003)。Momentum investing and business cycle risk: Evidence from pole to pole。Journal of Finance,58(6),2515-2547。  new window
40.周賓凰、劉怡芬(20000400)。臺灣股市橫斷面報酬解釋因子:特徵、單因子、或多因子?。證券市場發展季刊,12(1)=45,1-32。new window  延伸查詢new window
41.Bekaert, G.、C. R. Harvey(2000)。Foreign Speculators and Emerging Equity Market。Journal of Finance,55,565–613。  new window
圖書
1.Krugman, Paul(2000)。The return of depression economics。New York:Norton。  new window
2.Semkow, Brian Wallage(1994)。Taiwan’s Capital Market Reform: The Financial and Legal Issues。New York:Oxford University Press。  new window
3.Stiglitz, Joseph E.(2002)。Globalization and Its Discontents。W. W. Norton & Company, Inc.。  new window
其他
1.Krugman, Paul(19990907)。Saving Asia: It’s time to get radical。  new window
 
 
 
 
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