期刊論文1. | DellaVigna, Stefano、Pollet, Joshua M.(2009)。Investor inattention and Friday earnings announcements。The Journal of Finance,64(2),709-749。 |
2. | Diamond, Douglas W.、Verrecchia, Robert E.(1987)。Constraints on short-selling and asset price adjustment to private information。Journal of Financial Economics,18(2),277-311。 |
3. | Kaniel, Ron、Liu, Shuming、Saar, Gideon、Titman, Sheridan(2012)。Individual investor trading and return patterns around earnings announcements。Journal of Finance,67(2),639-680。 |
4. | Chordia, Taran、Swaminathan, Bhaskaram(2000)。Trading volume and cross-autocorrelations in stock returns。The Journal of Finance,55(2),913-935。 |
5. | La Porta, Rafael、Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1997)。Good News for Value Stocks: Further Evidence on Market Efficiency。The Journal of Finance,52(2),859-874。 |
6. | Chou, Robin K.、Wang, Yun-Yi(2009)。Strategic order splitting, order choice, and aggressiveness: Evidence from the Taiwan futures exchange。The Journal of Futures Markets,29(12),1102-1129。 |
7. | Kandel, Eugene、Pearson, Neil D.(1995)。Differential interpretation of public signals and trade in speculative markets。Journal of Political Economy,103(4),831-872。 |
8. | Chang, Chuang-Chang、Hsieh, Pei-Fang、Lai, Hung-Neng(2009)。Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange。Journal of Banking and Finance,33(4),757-764。 |
9. | Chae, Joon(2005)。Trading volume, information asymmetry, and timing information。The Journal of Finance,60(1),413-442。 |
10. | 張裕任、吳琮璠、王泰昌(20120300)。影響外資持股偏好因素之探討:安全性及資訊不對稱。證券市場發展,24(1)=93,1-44。 延伸查詢 |
11. | Nofsinger, John R.(2001)。The Impact of Public Information on Investors。Journal of Banking and Finance,25(7),1339-1366。 |
12. | Chan, Kalok、Menkveld, Albert J.、Yang, Zhishu(2008)。Information Asymmetry and Asset Prices: Evidence from the China Foreign Share Discount。The Journal of Finance,63(1),159-196。 |
13. | Bamber, Linda S.(1986)。The information content of annual earnings releases: A trading volume approach。Journal of Accounting Research,24(1),40-56。 |
14. | Sadka, Ronnie(2006)。Momentum and Post-Earnings-Announcement Drift Anomalies: the Role of Liquidity Risk。Journal of Financial Economics,80(2),309-349。 |
15. | 徐燕山、徐政義(20040400)。Information Content of Investors' Bids in IPO Auctions: Evidence from Taiwan。財務金融學刊,12(1),27-52。 |
16. | 詹場、胡星陽、呂朝元、徐崇閔(20111200)。市場狀態與投資人對盈餘訊息之反應。經濟論文叢刊,39(4),463-510。 延伸查詢 |
17. | Ivković, Zoran、Sialm, Clemens、Weisbenner, Scott(2008)。Portfolio concentration and the performance of individual investors。Journal of Financial and Quantitative Analysis,43(3),613-655。 |
18. | Malmendier, Ulrike、Shanthikumar, Devin(2007)。Are small investors naive about incentives?。Journal of Financial Economics,85(2),457-489。 |
19. | Lai, Sandy、Teo, Melvyn(2008)。Home-biased analysts in emerging markets。Journal of Financial and Quantitative Analysis,43(3),685-716。 |
20. | Hong, Harrison、Lim, Terence、Stein, Jeremy C.(2000)。Bad news travels slowly: size, analyst coverage, and the profitability of momentum strategies。Journal of Finance,55(1),265-295。 |
21. | Foster, George、Olsen, Chris、Shevlin, Terry(1984)。Earnings Releases, Anomalies, and the Behavior of Security Returns。The Accounting Review,59(4),574-603。 |
22. | Gutierrez, Roberto C.、Prinsky, Christo A.(2007)。Momentum, Reversal, and the Trading Behaviors of Institutions。Journal of Financial Markets,10(1),48-75。 |
23. | Ferreira, Miguel A.、Laux, Paul A.(2007)。Corporate Governance, Idiosyncratic Risk, and Information Flow。The Journal of Finance,62(2),951-989。 |
24. | Hendershott, Terrence、Livdan, Dmitry、Schürhoff, Norman(2015)。Are institutions informed about news?。Journal of Financial Economics,117,249-287。 |
25. | 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。 |
26. | Nofsinger, John R.、Sias, Richard W.(1999)。Herding and Feedback Trading by Institutional and Individual Investors。The Journal of Finance,54(6),2263-2295。 |
27. | 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。 |
28. | Ivković, Zoran、Weisbenner, Scott(2005)。Local does as local is: Information content of the geography of individual investors' common stock investments。The Journal of Finance,60(1),267-306。 |
29. | Akbas, Ferhat(2016)。The calm before the storm。Journal of Finance,71(1),225-266。 |
30. | Barber, Brad M.、De George, Emmanuel T.、Lehavy, Reuven、Trueman, Brett(2013)。The earnings announcement premium around the globe。Journal of Financial Economics,108,118-138。 |
31. | Chi, Sabrina S.、Shanthikumar, Devin M.(2017)。Local bias in Google search and the market response around earnings announcements。Accounting Review,92(4),115-143。 |
32. | Frederickson, James R.、Zolotoy, Leon(2016)。Competing earnings announcements: which announcement do investors process first。Accounting Review,91,441-462。 |
33. | Hirshleifer, David A.、Myers, James N.、Myers, Linda A.、Teoh, Siew H.(2008)。Do individual investors cause post-earnings announcement drift? Direct evidence from personal trades。The Accounting Review,83(6),1521-1550。 |
34. | 戴維芯、陳明憲、曾建閎(20150600)。Return Volatility and Day Trading。財務金融學刊,23(2),19-54。 延伸查詢 |
35. | Barber, Brad M.、Lee, Yi-Tsung、Liu, Yu-Jane、Odean, Terrance(2009)。Just How Much Do Individual Investors Lose by Trading?。The Review of Financial Studies,22(2),609-632。 |
36. | Barber, Brad M.、Lee, Yi-Tsung、Liu, Yu-Jane、Odean, Terrance(2014)。The cross-section of speculator skill: Evidence from day trading。Journal of Financial Markets,18,1-24。 |
37. | Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。 |
38. | Hirshleifer, David A.、Lim, Sonya Seongyeon、Teoh, Siew Hong(2009)。Driven to Distraction: Extraneous Events and Underreaction to Earnings News。Journal of Finance,64(5),2289-2325。 |
39. | Fama, Eugene F.、French, Kenneth R.(2017)。International tests of a five-factor asset pricing model。Journal of Financial Economics,123(3),441-463。 |
40. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。 |
41. | Baruch, Shmuel、Panayides, Marios、Venkataraman, Kumar(2017)。Informed trading and price discovery before corporate events。Journal of Financial Economics,125,561-588。 |
42. | Bianchi, Milo(2018)。Financial literacy and portfolio dynamics。Journal of Finance,73(2),831-859。 |
43. | 詹場、陳業寧、柯文乾、黃尚傑(20200400)。臺灣權證市場的贏家與輸家。臺大管理論叢,30(1),163-200。 延伸查詢 |
44. | Corgnet, Brice、Desantis, Mark、Porter, David(2018)。What makes a good trader? On the role of intuition and reflection on trader performance。Journal of Finance,73,1113-1137。 |
45. | Engelberg, Joseph、McLean, R. David、Pontiff, Jeffrey(2018)。Anomalies and news。The Journal of Finance,73(5),1971-2001。 |
46. | 柯文乾、陳業寧、詹場(20180600)。臺灣權證券商的損益分析。證券市場發展季刊,30(2)=118,103-149。 延伸查詢 |
47. | Ke, Wen-Chyan、Hsieh, Chun-Kuei、Chan, Chang、Huang, Shang-Chieh(2018)。A study on the earnings momentum in China's stock markets。Journal of Accounting Review,67,79-122。 |
48. | 李志宏、徐政義、馬瑞辰、魏慧珊(20170600)。借券賣出交易對股票報酬率之影響。證券市場發展季刊,29(2)=114,75-106。 延伸查詢 |
49. | Levi, Shai、Zhang, Xiao-Jun(2015)。Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium。Journal of Financial Economics,118,383-398。 |
50. | Michaely, Roni、Rubin, Amir、Vedrashko, Alexander(2016)。Are Friday announcements special? Overcoming selection bias。Journal of Financial Economics,122(1),65-85。 |
51. | Park, Tae-Jun、Lee, Youngjoo、Song, Kyojik R.(2014)。Informed trading before positive vs. negative earnings surprises。Journal of Banking and Finance,49,228-241。 |
52. | 蔡維哲、翁培師、陳婉甄(20170600)。臺灣股票市場三大法人持股與公司資本結構的關聯性。管理學報,34(2),307-329。 延伸查詢 |
53. | Williams, Christopher D.(2015)。Asymmetric responses to earnings news: A case for ambiguity。The Accounting Review,90(2),785-817。 |
54. | 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。 |
55. | Conrad, Jennifer、Cornell, Bradford、Landsman, Wayne R.(2002)。When is bad news really bad news。Journal of Finance,57(6),2507-2532。 |
56. | Chordia, Tarun、Shivakumar, Lakshmanan(2006)。Earnings and Price Momentum。Journal of Financial Economics,80(3),627-656。 |
57. | Walther, Beverly R.(1997)。Investor Sophistication and Market Earnings Expectations。Journal of Accounting Research,35(2),157-179。 |