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題名:臺灣企業內部人交易之動機及股票績效預測能力
書刊名:證券市場發展季刊
作者:王祝三 引用關係胡家康
作者(外文):Wang, Edward C.Hu, Andrew C. K.
出版日期:2019
卷期:31:4=124
頁次:頁91-159
主題關鍵詞:資訊交易動機多角化投資組合再平衡最適契約流動性需求炒作股價Information-motivated tradingDiversificationPortfolio rebalancingOptimal contractingLiquidity needsStock price manipulation
原始連結:連回原系統網址new window
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  • 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:40
  • 點閱點閱:116
期刊論文
1.胡星陽、陳建宏(20050600)。上市公司內部人日內買賣時點選擇能力之分析。中山管理評論,13(2),451-478。new window  延伸查詢new window
2.Ke, Bin、Huddart, Steven J.、Petroni, Kathy P.(2003)。What Insiders Know about Future Earnings and How They Use It: Evidence from Insider Trades。Journal of Accounting and Economics,35(3),315-346。  new window
3.Huddart, S.、Ke, B.、Shi, C.(2007)。Jeopardy, non-public information, and insider trading around SEC 10-K and 10-Q filings。Journal of Accounting and Economics,43(1),3-36。  new window
4.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
5.Chan, K.、Ikenberry, D. L.、Lee, I.(2007)。Do managers time the market? Evidence from open-market share repurchases。Journal of Banking & Finance,31(9),2673-2694。  new window
6.Lakonishok, J.、Lee, I.(2001)。Are Insider Trades Informative。Review of Financial Studies,14(1),79-111。  new window
7.Clarke, J.、Dunbar, C.、Kahle, K. M.(2001)。Long-Run Performance and Insider Trading in Completed and Canceled Seasoned Equity-Offerings。Journal of Financial and Quantitative Analysis,36(4),415-430。  new window
8.Jin, L.(2002)。CEO compensation, diversification, and Incentives。Journal of Financial Economics,66(1),29-63。  new window
9.Lin, Ji-Chai、Howe, John S.(1990)。Insider Trading in the OTC Market。Journal of Finance,45(4),1273-1284。  new window
10.Seyhun, H. Nejat(1986)。Insiders' profits, costs of trading, and market efficiency。Journal of Financial Economics,16(2),189-212。  new window
11.Aggarwal, R. K.、Samwick, A. A.(2003)。Performance incentives within firms: The effect of managerial responsibility。Journal of Finance,58(4),1613-1649。  new window
12.Ofek, E.、Yermack, D.(2000)。Taking stock: Equity-based compensation and the evolution of managerial ownership。Journal of Finance,55(3),1367-1384。  new window
13.Seyhun, H. Nejat(1988)。The information content of aggregate insider trading。Journal of Business,61(1),1-24。  new window
14.Seyhun, H. Nejat(1992)。Why Does Aggregate Insider Trading Predict Future Stock Returns?。Quarterly Journal of Economics,107(4),1303-1331。  new window
15.Eckbo, B. Espen、Smith, David C.(1998)。The conditional performance of insider trades。Journal of Finance,53(2),467-498。  new window
16.Jeng, L. A.、Metrick, A.、Zeckhauser, R.(2003)。Estimating the returns to insider trading: A performance-evaluation perspective。Review of Economics and Statistics,85(2),453-471。  new window
17.Holmstrom, B.(1999)。Managerial Incentive Problems: A Dynamic Perspective。Review of Economic Studies,66(1),169-182。  new window
18.Rozeff, Michael S.、Zaman, Mir A.(1988)。Market efficiency and insider trading: new evidence。Journal of Business,61(1),25-44。  new window
19.Finnerty, Joseph E.(1976)。Insiders and Market Efficiency。Journal of Finance,31(4),1141-1148。  new window
20.林美鳳、金成隆、林良楓(20091200)。股權結構、會計保守性與信用評等關係之研究。臺大管理論叢,20(1),289-329。new window  延伸查詢new window
21.沈仰斌、黃志仁(20011200)。子公司操作母公司股票:資料特性與操作行為。財務金融學刊,9(3),53-70。new window  延伸查詢new window
22.邱顯比、繆震宇(19940700)。臺灣股市內部關係人交易與內部消息及股價走勢之研究。證券市場發展,23,77-90。new window  延伸查詢new window
23.馬黛、陳建中(19901200)。從內部人交易設限看臺灣股市內部關係人交易之利潤。管理科學學報,7(2),87-102。  延伸查詢new window
24.許振明(19991200)。企業交叉持股與改善之道。證交資料,452,1-8。  延伸查詢new window
25.Rozeff, Michael S.、Zaman, Mir A.(1998)。Overreaction and Insider Trading: Evidence from Growth and Value Portfolios。The Journal of Finance,53(2),701-716。  new window
26.Jensen, M. C.、Meckling, W. H.(1976)。Theory of firm: managerial behavior, agency costs and ownership structure。Journal of Financial Economics,3(4),305-360。  new window
27.王祝三、陳若暉(20080900)。臺灣企業交叉持股與股東利益相關性之研究。財務金融學刊,16(3),1-46。new window  延伸查詢new window
28.Givoly, D.、Palmon, D.(1985)。Insider trading and the exploitation of inside information: Some empirical evidence。Journal of Business,58(1),69-87。  new window
29.Jaffe, Jeffrey F.(1974)。Special information and insider trading。Journal of Business,47(3),410-428。  new window
30.Cohen, Lauren、Malloy, Christopher、Pomorski, Lukasz(2012)。Decoding Inside Information。Journal of Finance,67(3),1009-1043。  new window
31.許書偉、李建然(20141200)。內部人資訊、內部人交易與股票買回宣告效果。會計審計論叢,4(2),1-27。new window  延伸查詢new window
32.羅庚辛、蔡文賢、許明峰、簡瑞廷(2005)。國內上市公司內部人交易與經營績效及影響交易因素關係之研究。會計評論,41,33-51。new window  延伸查詢new window
33.Aktas, N.、Bodt, E. D.、Oppens, H. V.(2008)。Legal Insider Trading and Market Efficiency。Journal of Banking and Finance,32(7),1379-1392。  new window
34.Jin, L.、Kothari, S. P.(2008)。Effect of Personal Taxes on Managers' Decisions to Sell Their Stock。Journal of Accounting and Economics,46(1),23-46。  new window
35.Kallunki, J.、Nilsson, H.、Hellström, J.(2009)。Why Do Insiders Trade? Evidence Based on Unique Data on Swedish Insiders。Journal of Accounting and Economics,48(1),37-53。  new window
36.Piotroski, J. D.、Roulstone, D. T.(2005)。Do Insider Trades Reflect Both Contrarian Beliefs and Superior Knowledge about Future Cash Flow Realization?。Journal of Accounting and Economics,39(1),55-81。  new window
37.Prendergast, C.(2002)。The Tenuous Trade-Off of Risk and Incentives。Journal of Political Economy,110(5),1071-1102。  new window
38.Sias, R.、Whidbee, D.(2010)。Insider Trades and Demand by Institutional Investors。Review of Financial Studies,23(4),1544-1595。  new window
39.Malmendier, Ulrike、Tate, Geoffrey A.(2005)。CEO Overconfidence and Corporate Investment。The Journal of Finance,60(6),2661-2700。  new window
40.Rhodes-Kropf, Matthew、Robinson, David T.、Viswanathan, S.(2005)。Valuation waves and merger activity: The empirical evidence。Journal of Financial Economics,77(3),561-603。  new window
41.Coughlan, A. T.、Schmidt, Ronald M.(1985)。Executive compensation, management turnover, and firm performance: An empirical investigation。Journal of Accounting and Economics,7(1-3),43-66。  new window
42.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
43.Jenter, Dirk(2005)。Market Timing and Managerial Portfolio Decisions。Journal of Finance,60(4),1903-1949。  new window
44.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
研究報告
1.Meulbroek, L. K.(2000)。Does risk matter? Corporate insider transactions in internet based firms。Harvard Business School。  new window
2.Baker, M.、Wurgler, J.(2011)。Behavioral Corporate Finance: An Updated Survey。NBER。  new window
學位論文
1.王慶鴻(1999)。內部關係人持股變動對股價的影響(碩士論文)。國立政治大學。  延伸查詢new window
 
 
 
 
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