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題名:海外企業回臺上市之資訊價值分析--以F股之實證研究
書刊名:商業法律與財金期刊
作者:施光訓 引用關係梁榆惠賴福明王譯賢
作者(外文):Shih, Kuang-hsunLiang, Yu-huiLai, Fu-mingWang, Yi-hsien
出版日期:2019
卷期:2:1
頁次:頁43-66
主題關鍵詞:異常報酬分量迴歸F股Taiwanese depository receiptsAbnormal returnQuantile regressionF stock
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:60
  • 點閱點閱:2
期刊論文
1.Lang, M. H.、Lins, K. V.、Miller, D. P.(2003)。ADRs, Analysts, and Accuracy: Does Cross Listing in the United States Improve a Firm's Information Environment and Increase Market Value?。Journal of Accounting Research,41(2),317-345。  new window
2.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
3.Alexander, Gordon J.、Eun, Cheol S.、Janakiramanan, S.(1987)。Asset Pricing and Dual Listing on Foreign Capital Markets: A Note。Journal of Finance,42(1),151-158。  new window
4.Bodnaruk, A.、Ostberg, P.(2009)。Does Investor Recognition Predict Returns?。Journal of Financial Economics,91(2),208-226。  new window
5.Saudagaran, S. M.(1990)。An Investigation of Selected Factors Influencing Multiple Listing and the Choice of Foreign Stock Exchanges。Advances in Financial Planning and Forecasting, Part B,4,75-122。  new window
6.Sarkissian, S.、Schill, M. J.(2004)。The Overseas Listing Decision: New Evidence of Proximity Preference。The Review of Financial Studies,17(3),769-809。  new window
7.Booth, L. D.、Johnston, D. J.(1984)。The ex-dividend day behavior of Canadian stock prices: tax changes and clientele effects。Journal of Finance,39(2),457-476。  new window
8.Chalk, A. J.、Peavy, J. W. III(1987)。Initial public offerings: Daily returns, offering types and the price effect。Financial Analysts Journal,43(5),65-69。  new window
9.Baker, H. Kent、Nofsinger, John R.、Weaver, Daniel G.(2002)。International Cross-listing and Visibility。Journal of Financial and Quantitative Analysis,37(3),495-521。  new window
10.Hartog, Joop、Pereira, Pedro T.、Vieira, José A. C.(2001)。Changing Returns to Education in Portugal during the 1980s and Early 1990s: OLS and Quantile Regression Estimators。Applied Economics,33(8),1021-1037。  new window
11.Forbes, Kristin J.(2004)。The Asian Flu and Russian Virus: The International Transmission of Crises in Firm-level Data。Journal of International Economics,63(1),59-92。  new window
12.Brau, J. C.、Fawcett, S. E.(2006)。Initial Public Offerings: An Analysis of Theory and Practice。Journal of Finance,61(1),399-436。  new window
13.Klemkosky, Robert C.(1977)。The Impact and Efficiency of Institutional Net Trading Imbalances。Journal of Finance,32(1),79-86。  new window
14.Errunza, Vihang R.、Losq, Etienne(1985)。International asset pricing under mild segmentation: Theory and test。Journal of Finance,40(1),105-124。  new window
15.洪振虔、吳欽杉、陳安琳(20030200)。新上市公司股票刻意偏低定價之影響因素--隨機前緣模式的運用。管理學報,20(1),113-141。new window  延伸查詢new window
16.Chang, Kuo-Ping、Tang, Yu-Min(2007)。Pricing Taiwan's Initial Public Offerings。Asia-Pacific Journal of Accounting and Economics,14(1),69-84。  new window
17.Lehavy, R.、Sloan, R. G.(2008)。Investor Recognition and Stock Returns。Review of Accounting Studies,13(2/3),327-361。  new window
18.吳壽山、周賓鳳(19960100)。衡量漲跌幅限制對股票報酬與風險之影響。證券市場發展季刊,8(1)=29,1-29。new window  延伸查詢new window
19.Loughran, Tim、Ritter, Jay R.(1995)。The New Issues Puzzle。The Journal of Finance,50(1),23-51。  new window
20.Koenker, Roger、Hallock, Kevin F.(2001)。Quantile regression。Journal of Economic Perspectives,15(4),143-156。  new window
21.姜堯民、戴維芯(20160300)。臺灣股票初次上市櫃相關研究文獻回顧。經濟論文叢刊,44(1),77-125。new window  延伸查詢new window
22.Pagano, M.、Randl, O.、Röell, A. A.、Zechner, J.(2001)。What makes stock exchanges succeed? Evidence from cross-listing decisions。European Economic Review,45(4-6),770-782。  new window
23.Dittmar, Amy K.(2000)。Why Do Firms Repurchase Stock?。The Journal of Business,73(3),331-355。  new window
24.LaFond, Ryan、Watts, Ross L.(2008)。The information role of conservatism。The Accounting Review,83(2),447-478。  new window
25.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
26.顧廣平(20030400)。臺灣新上市股票短期與長期績效之再探討。證券市場發展季刊,15(1)=57,1-39。new window  延伸查詢new window
27.聶建中(20080400)。發展富裕華人圈--規劃臺商及陸資回臺機制。卓越雜誌,284,68-69。  延伸查詢new window
28.曾羚(2015)。金管會推動證券市場揚升計畫。證券服務,634,30-32。  延伸查詢new window
29.Luo, Yongli、Fang, Fang、Esqueda, Omar A.(2012)。The overseas listing puzzle: Post-IPO performance of Chinese stocks and ADRs in the U.S. market。Journal of Multinational Financial Management,22(5),193-211。  new window
30.Sorescu, A.、Warren, N. L.、Ertekin, L.(2017)。Event study methodology in the marketing literature: An overview。Journal of the Academy of Marketing Science,45(2),186-207。  new window
31.Caglio, C.、Hanley, K. W.、Marietta-Westberg, J.(2016)。Going public abroad。Journal of Corporate Finance,41,103-122。  new window
32.Karolyi, G. Andrew(1998)。Why do companies list shares abroad?: A survey of the evidence and its managerial implications。Financial Markets, Institutions & Instruments,7(1),1-60。  new window
33.Kim, Y. H.、Yang, J. J.(2008)。The effect of price limits on intraday volatility and information asymmetry。Pacific-Basin Finance Journal,16(5),522-538。  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.Foerster, Stephen R.、Karolyi, G. Andrew(1993)。International Listings of Stocks: The Case of Canada and the US。Journal of International Business Studies,24(4),763-784。  new window
36.Bancel, F.、Mittoo, C.(2001)。European managerial perceptions of the net benefits of foreign stock listings。European Financial Management,7(2),213-236。  new window
研究報告
1.Moel, Alberto(1999)。The role of information disclosure on stock market listing decisions: The case of foreign firms listing in the US。Harvard Business School。  new window
學位論文
1.洪筱婷(2010)。台商及外國企業願意與不願意來台上市原因之探究(碩士論文)。國立臺灣大學。  延伸查詢new window
2.蔡佩靜(2009)。台灣初次上市上櫃公司股價長短期表現之研究(碩士論文)。長榮大學。  延伸查詢new window
3.葉翠苗(2009)。臺商回臺上市(櫃)之誘因與障礙之探討(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.Koenker, Roger(2005)。Quantile Regression。Cambridge University Press。  new window
 
 
 
 
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