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題名:總統選舉事件對股市之影響
書刊名:選舉研究
作者:陳怡諠卓翠月 引用關係白詩婷
作者(外文):Chen, Yi-shuanCho, Tsui-yuehPai, Shih-ting
出版日期:2017
卷期:24:1
頁次:頁33-60
主題關鍵詞:總統選舉不確定訊息假說累積平均異常報酬率Presidential electionsUncertain information hypothesisCumulative average abnormal returns
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:9
  • 點閱點閱:7
期刊論文
1.Nippani, Srinivas、Arize, Augustine C.(2005)。U.S. Presidential Election Impact on Canadian and Mexican Stock Markets。Journal of Economics and Finance,29(2),271-279。  new window
2.張倉耀、蘇志偉、張旭玲、朱曉萍(20060500)。從展望理論看臺灣總統選舉對股票市場之效應分析。選舉研究,13(1),87-118。new window  延伸查詢new window
3.Allvine, Fred C.、O'Neill, Daniel E.(1980)。Stock Market Returns and the Presidential Election Cycle: Implications for Market Efficiency。Financial Analysts Journal,36(5),49-56。  new window
4.Gwilym, Owain A.、Buckle, Mike(1994)。The Efficiency of Stock and Options Markets: Tests Based on 1992 UK Election Option Polls。Applied Financial Economics,4(5),345-354。  new window
5.Gärtner, M.、Wellershoff, K. W.(1995)。Is there an election cycle in American stock returns?。International Review of Economics and Finance,4(4),387-410。  new window
6.Nordhaus, William D.(1975)。The Political Business Cycle。The Review of Economic Studies,42(2),169-190。  new window
7.Niederhoffer, V.、Gibbs, S.、Bullock, J.(1970)。Presidential Elections and the Stock Market。Financial Analysts Journal,26(2),111-113。  new window
8.Thompson, R. S.、Ioannidis, C.(1987)。The Stock Market Response to Voter Opinion Polls。Investment Analyst,83,19-22。  new window
9.Brown, K. C.、Harlow, W. V.、Tinic, S. M.(1988)。Risk aversion, uncertain information, and market efficiency。Journal of Financial Economics,22(2),355-385。  new window
10.林少斌、鄭喬明(20100100)。選前民調與選後結果對股市報酬影響之研究--以中華民國總統選舉為例。清雲學報,30(1),137-160。  延伸查詢new window
11.徐清俊、于文燕(20060600)。政治選舉事件對股票報酬之影響。管理與資訊學報,11,53-75。new window  延伸查詢new window
12.溫育芳、趙珮伊(20111100)。國內股市定錨效應之研究--以2008年總統大選期間為例。創新與管理,8(4),101-137。new window  延伸查詢new window
13.Ejara, D. D.、Nag, R.、Upadhyaya, K. P.(2012)。Opinion Polls and the Stock Market: Evidence from the 2008 US Presidential Election。Applied Financial Economics,22(6),437-443。  new window
14.Gemmill, G.(1992)。Political Risk and Market Efficiency: Tests Based in British Stock and Option Markets in the 1987 Election。Journal of Banking and Finance,16,211-231。  new window
15.MacRae, D.(1997)。A Political Model of the Business Cycle。Journal of Political Economy,85,239-264。  new window
16.Mehdian, S.、Nas, T.、Perry, M. J.(2008)。An Examination of Investor Reaction to Unexpected Political and Economic Events in Turkey。Global Finance Journal,18(3),337-350。  new window
17.Oehler, A.、Walker, T. J.、Wendt, S.(2013)。Effects of Election Results on Stock Price Performance: Evidence from 1980 to 2008。Managerial Finance,39(8),714-736。  new window
18.Pantzalis, C.、Stangeland, D. A.、Turtle, H. J.(2000)。Political Election and the Resolution of Uncertainty: The International Evidence。The Journal of Banking and Finance,24,1575-1604。  new window
19.Rezvanian, R.、Turk, R. A.、Mehdian, S. M.(2011)。Investors' Reactions to Sharp Price Changes: Evidence from Equity Markets of the People's Republic of China。Global Finance Journal,22,1-18。  new window
20.Santa-Clara, P.、Valkanov, R.(2003)。The presidential puzzle: Political cycles and the stock market。The Journal of Finance,58(5),1841-1872。  new window
21.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
22.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。  new window
23.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
24.Scholes, Myron、Williams, Joseph T.(1977)。Estimating Betas from Nonsynchronous Data。Journal of Financial Economics,5(3),309-327。  new window
圖書
1.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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