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題名:以內部人申報持股轉讓事件建立投資策略--臺灣電子股之實證研究
書刊名:正修學報
作者:陳隆輝 引用關係陳信宏 引用關係蔡宜霖
作者(外文):Chen, Long-huiChen, Hsin-hungTsai, Yi-lin
出版日期:2015
卷期:28
頁次:頁97-118
主題關鍵詞:內部人投資策略事件分析法累積異常報酬決策樹InsiderInvestment strategyEvent studyCumulative abnormal returnCARDecision tree
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:34
  • 點閱點閱:16
期刊論文
1.Kahle, K. M.(2000)。Insider trading and the long-run performance of new security issues。Journal of Corporate Finance,6(1),25-53。  new window
2.周賓凰、蔡坤芳(19970400)。臺灣股市日資料特性與事件研究法。證券市場發展,9(2)=34,1-27。new window  延伸查詢new window
3.Scott, J.、Xu, P.(2004)。Some insider sales are positive signals。Financial Analysts Journal,60,44-51。  new window
4.Persons, S.(1997)。SEC'€™s insider trading enforcement and target firms' stock value。Journal of Business Research,39,187-194。  new window
5.Jane, C. J.、Chang, T. C.(2013)。A fusion model for stock selection based on decision tree, artificial neural network and grey relational analysis。International Journal of Kansei Information,4(3),115-122。  new window
6.Cheng, S. H.(2013)。An intelligent stock-selecting system based on decision tree combining rough sets theory。Lecture Notes in Computer Science,7906,501-508。  new window
7.Lustgarten, S.、Mande, V.(1995)。Financial analysis’ earning forecasts and insider trading。Journal of Accounting and Public Policy,14,233-261。  new window
8.Sivakumar, K.、Vijayakumar, J.(2001)。Insider trading, analysts’ forecast revisions, and earnings changes。Journal of Accounting, Auditing & Finance,16,167-187。  new window
9.Seyhun, H. N.(1986)。Insider profit, costs of trading, and market efficiency。Journal of Financial Economics,16,189-212。  new window
10.Finnerty, Joseph E.(1976)。Insiders and Market Efficiency。Journal of Finance,31(4),1141-1148。  new window
11.Rozeff, M. S.、Zaman, M. A.(1988)。Market efficiency and insider trading: New evidence。The Journal of Business,61(1),25-44。  new window
12.王嘉隆、詹淑慧(20051200)。分類迴歸樹於S&P500指數預測之研究。管理科學研究,1(1),141-150。new window  延伸查詢new window
13.Dyckman, Thomas、Philbrick, Donna、Stephan, Jens(1984)。A Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach。Journal of Accounting Research,22(Suppl.),1-30。  new window
14.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。  new window
15.Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review,10(1),1-21。  new window
16.Baker, Malcolm P.、Wurgler, Jeffrey(2002)。Market Timing and Capital Structure。The Journal of Finance,57(1),1-32。  new window
17.Elliott, J.、Morse, D.、Richardson, G.(1984)。The association between insider trading and information announcements。The RAND Journal of Economics,15(4),521-536。  new window
18.Penman, S. H.(1985)。A Comparison of the Information Content of Insider Trading and Management Earnings Forecasts。Journal of Financial and Quantitative Analysis,20(1),1-17。  new window
19.Cao, Q.、Leggio, K. B.、Schniederjans, M. J.(2005)。A comparison between Fama and Freeh’s model and artificial neural networks in predicting the Chinese stock market。Computers & Operations Research,32,2499-2512。  new window
學位論文
1.張燕翎(2001)。內部人交易策略與股票價量之關係研究(碩士論文)。國立政治大學。  延伸查詢new window
2.張國雄(2005)。決策樹用於股市之研究(碩士論文)。立德管理學院。  延伸查詢new window
3.李致榮(2000)。內部關係人申報持股轉讓對股價與交易量的影響(碩士論文)。輔仁大學。  延伸查詢new window
4.李文典(2001)。內部關係人申報持股轉讓的股價反應:自由現金流量理論假說與投資機會假說所扮演的角色(碩士論文)。朝陽科技大學。  延伸查詢new window
5.夏志恆(2002)。內部人持股轉讓交易宣告對股價變動之實證研究(碩士論文)。國立中央大學。  延伸查詢new window
6.鄭忠樑(2002)。運用分類樹於股價報酬率預測之研究(碩士論文)。元智大學。  延伸查詢new window
7.杜祖實(1996)。內部關係人持股轉讓異常報酬決定因素之研究(碩士論文)。淡江大學。  延伸查詢new window
8.張企惠(1992)。臺灣股市內部人轉讓持股及公司後續消息之關係之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
9.張文豐(1991)。臺灣股市內部關係人鉅額持股轉讓交易之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
10.王全祿(1991)。上市公司內部關係人之申報轉讓持股與市場效率之實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.曾憲雄、蔡秀滿、蘇東興、曾秋蓉、王慶堯(2005)。資料探勘。臺北:旗標出版股份有限公司。  延伸查詢new window
2.Berson, Alex、Smith, Stephen J.、Thearling, Kurt(2000)。Building data mining applications for CRM。New York:McGraw-Hill。  new window
 
 
 
 
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