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題名:除權除息與處分效果--臺灣實證研究
書刊名:龍陽學術研究集刊
作者:蔡永順 引用關係張俊評 引用關係吳淑貞臧仕維
作者(外文):Tsai, Yung-shunChang, Chun-pingWu, Shu-jhenTzang, Shyh-weir
出版日期:2015
卷期:11
頁次:頁43-75
主題關鍵詞:處分效果股利除權除息Disposition effectMarket valueDividendEx-dividend date
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(0) 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:94
  • 點閱點閱:44
期刊論文
1.林美珍、馬麗菁(20120700)。基金經理人交易行為及其影響因素之研析。管理與系統,19(3),495-525。new window  延伸查詢new window
2.Dacey, Raymond、Zielonka, Piotr(2008)。A detailed prospect theory explanation of the disposition effect。Journal of Behavioral Finance,9(1),43-50。  new window
3.Henderson, V.(2012)。Prospect theory, liquidation, and the disposition effect。Management Science,58,445-460。  new window
4.Kaustia, M.(2004)。Market-wide impact of the disposition effect: evidence from IPO tradingvolume。Journal of Financial Markets,7,207-235。  new window
5.Kyle, A. S.、Ou-Yang, H.、Xiong, W.(2006)。Prospect theory and liquidation decisions。Journal of Economic Theory,129,273-288。  new window
6.Schlarbaum, G. G.、Lewellen, W. G.、Lease, R. C.(1978)。Realized returns on commonstock investments: The experience of individual investors。Journal of Business,51(2),299-325。  new window
7.李存修(19940200)。股票股利除權交易日之稅後超額報酬與比價心理假說之實證。臺大管理論叢,5(1),41-60。new window  延伸查詢new window
8.林世銘、陳明進、李存修(20010900)。兩稅合一前後上市公司除權及除息日股價行為之探討。管理學報,18(3),477-501。new window  延伸查詢new window
9.許光華、林秉瑋(20050200)。散戶投資人處分效果之研究--考量公司市場價值下之實證結果。管理學報,22(1),85-107。new window  延伸查詢new window
10.許保忠(20050600)。臺灣股市處分效果之研究。臺灣金融財務季刊,6(2),21-33。new window  延伸查詢new window
11.Barberis, Nicholas、Xiong, Wei(2009)。What drives the disposition effect? An analysis of a long-standing preference-based explanation。Journal of Finance,64,751-784。  new window
12.Brown, P.、Chappel, N.、Da Silva Rosa, R.、Walter, T.(2006)。The reach of the disposition effect: large sample evidence across investor classes。International Review of Finance,6(1/2),43-78。  new window
13.Campbell, J. A.、Beranek, W.(1955)。Stock Price Behaviour on Ex-dividend dates。Joumalof Finance,10(4),425-429。  new window
14.Durand, D.、May, A. M.(1960)。The Ex-dividend Behaviour of American Telephone and Telegraph Stock。Journal of Finance,15(1),19-31。  new window
15.Eisemann, P. C.、Moses, E. A.(1978)。Stock dividends: Management's view。Financial Analysts Journal,34(4),77-85。  new window
16.Ferris, Stephen P.、Haugen, Robert A.、Makhija, Anil K.(1988)。Predicting contemporary volume with historic volume at differential price levels: Evidence supporting the disposition effect。Journal of Finance,43(3),677-697。  new window
17.Foster, T. W.、Vickrey, D.(1978)。The Information Content of Stock Dividend。Announcements, Accounting Review,53(2),360-370。  new window
18.Frazzini, A.(2006)。The disposition effect and underreaction to news。Journal of Finance,61(4),2017-2046。  new window
19.Hens, T.、Vlcek, M.(2011)。Does prospect theory explain the disposition effect?。Journal of Behavioral Finance,12(3),141-157。  new window
20.Kalay, A.(1984)。The ex-dividend day behavior of stock prices: a re-examination of the clientele effect。Journal of Finance,37(4),291-298。  new window
21.Lakonishok, J.、Smidt, S.(1986)。Volume for winners and losers: taxation and othermotives for stock trading。Journal of Finance,41(4),951-974。  new window
22.Weber, M.、Camerer, C. F.(1998)。The disposition effect in securities trading: An experimental analysis。Journal of Economic Behavior and Organization,33(2),167-184。  new window
23.Wooindge, J. Randall(1983)。Ex-date stock price adjustment to stock dividends: A note。The Journal of Finance,38(1),247-255。  new window
24.Bremer, M.、Kato, K.(1996)。Trading volume for winners and losers on the Tokyo Stock Exchange。Journal of Financial and Quantitative Analysis,31(1),127-142。  new window
25.周賓凰、池祥萱、周冠男、龔怡霖(2002)。行為財務學--文獻回顧與展望。證券市場發展季刊,14(2)=54,1-47。new window  延伸查詢new window
26.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
27.Kalay, Avner(1982)。Stockholder-Bondholder Conflict and Dividend Constraints。Journal of Financial Economics,10(2),211-233。  new window
28.Barber, Brad M.、Odean, Terrance(1999)。The courage of misguided convictions。Financial Analysts Journal,55(6),1-20。  new window
29.Grossman, S. J.(1976)。On the efficiency of competitive stock markets where traders have diverse information。The Journal of Finance,31(2),573-583。  new window
30.Lakonishok, Josef、Vermaelen, Theo(1986)。Tax-induced Trading around Ex-dividend Days。Journal of Financial Economics,16(3),287-319。  new window
31.Shapira, Z.、Venezia, I.(2001)。Patterns of Behavior of Professionally Managed and Independent Investors。Journal of Banking and Finance,25(8),1573-1587。  new window
32.Asquith, Paul、Bruner, Robert F.、Mullins, David W. Jr.(1983)。The gains to bidding firms from merger。Journal of Financial Economics,11(1-4),121-139。  new window
33.Barber, Brad M.、Odean, Terrance(2000)。Trading is hazardous to your wealth: The common stock investment performance of individual investors。The Journal of Finance,55(2),773-806。  new window
34.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
35.Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance,40(3),777-790。  new window
36.Elton, Edwin J.、Gruber, Martin J.(1970)。Marginal stockholder tax rates and the clientele effect。Review of Economics and Statistics,52(1),68-74。  new window
37.Miller, Merton H.、Modigliani, Franco(1961)。Dividend Policy, Growth, and the Valuation of Shares。The Journal of Business,34(4),411-433。  new window
38.李存修(19910500)。股票股利及現金增資之除權與股價行為:理論與實證。臺大管理論叢,2(1),1-40。new window  延伸查詢new window
39.Reinganum, Marc R.(1981)。Misspecification of capital asset pricing: empirical anomalies based on earnings yields and market values。Journal of Financial Economics,9(1),19-46。  new window
研究報告
1.Locke, P.、Mann, S. C.(2000)。Do Professional Traders Exhibit Loss Realization Aversion?。George Washington University。  new window
圖書
1.Shefdn, Hersh(2005)。A Behavioral Approach to Asset Pricing。Elsevier Academic Press。  new window
2.Shefrin, H.(2000)。Beyond Greed and Fear: Finance and the Psychology of Investing。Harvard Business School Press。  new window
 
 
 
 
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