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題名:A Comparison of Alternative Dividend Forecasting Techniques
書刊名:中國財務學刊
作者:徐守德 引用關係
出版日期:1994
卷期:2:1
頁次:頁33-55
主題關鍵詞:股利預測
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(4) 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:3
  • 共同引用共同引用:0
  • 點閱點閱:22
期刊論文
1.Lewellen, W.、Stanley, K.、Lease, R.、Schlarbaum, G.(1978)。Some direct evidence on the dividend clientele phenomenon。Journal of Finance,33,1385-1399。  new window
2.Brown, L.、Rozeff, M.(1978)。The Superiority of Analyst Forecasts as Measure of Expectations: Evidence from Earnings。Journal of Finance,33,1-16。  new window
3.Fama, E. F.、Babiak, H.(1968)。Dividend policy: an empirical analysis。Journal of American Statistical Association,63(324),1132-1161。  new window
4.Asquith, P.、Mullins, D. W. Jr.(1983)。The impact of initiating dividend payments on shareholders' wealth。Journal of Business,56(1),77-96。  new window
5.Barry, C. B.、Brown, S. J.(1984)。Differential information and the small firm effect。Journal of Financial Economics,13(2),283-294。  new window
6.Eades, K.、Hess, P.、Kim, E. H.(1985)。Market rationality and dividend announcements。Journal of Financial Economics,14,581-604。  new window
7.Sims, C. A.(1980)。Macroeconomics and Reality。Econometrica: Journal of The Econometric Society,48(1),1-48。  new window
8.Dielman, T. E.、Oppenheimer, H. R.(1984)。An Examination of Investor Behavior During Periods of Large Dividend Changes。Journal of Financial and Quantitative Analysis,19,197-216。  new window
9.Benesh, G.、Keown, A.、Pinkerton, J.(1984)。An Examination of Market Reaction to Substantial Shifts in Dividend Policy。Journal of Financial Research,7(2),131-142。  new window
10.Aharony, J.、Swary, I.(1980)。Quarterly Dividend and Earnings Announcements and Stockholders' Returns。Journal of Finance,35,1-12。  new window
11.Ang, J.(1975)。Dividend Policy: Information Content or Partial Adjustments?。Review of Economics and Statistics,57,65-70。  new window
12.Baker, K.、Farrelly, G.、Edelman, R.(1985)。A Survey of Management Views on Dividend Policy。Financial Management,14,78-84。  new window
13.Bhattacharaya, S.(1979)。Imperfect Information, Dividend Policy and 'the Bird in Hand' Fallacy。Bell Journal of Economics,10,259-270。  new window
14.Bhattacharya, S.(1980)。Nondissipative Signaling Structures and Dividend Policy。Quarterly Journal of Economics,95(1),1-24。  new window
15.Charest, G.(1978)。Dividend Information, Stock Return, and Market Efficiency。Journal of Financial Economics,6,397-430。  new window
16.Eades, K.(1982)。Empirical Evidence on Dividends as a Signal of Firm Value。Journal of Financial and Quantitative Analysis,17,473-501。  new window
17.Elton, E. J.、Gruber, M. J.(1970)。Marginal Stockholders' Tax Rates and the Clientele Effect。Review of Economics and Statistics,52,68-74。  new window
18.Elton, E. J.、Gruber, M. J.(1972)。Earnings Estimates and the Accuracy of Expectational Data。Management Science,18,409-424。  new window
19.Fried, D.、Givoly, Dan(1982)。Financial Analysts' Forecasts of Earnings。Journal of Accounting and Economics,4,85-107。  new window
20.Kalay, A.(1980)。Signaling, "Information Content, and the Reluctance to Cut Dividends"。Journal of Financial and Quantitative Analysis,15,855-869。  new window
21.Letterman, R. B.(1983)。A Random-Walk, Markov Procedure for Distributing Time Series。Journal of Business and Economic Statistics,1,169-173。  new window
22.Lintner, J.(1984)。Forecasting and Policy Analysis with Bayesian Vector Autoregression Models。Federal Reserve Bank of Minneapolis Quarterly Review,4,30-41。  new window
23.Lintner, J.(1986)。Forecasting with Bayesian Vector Autoregressions: Five Years of Experience。Journal of Business and Economic Statistics,4,25-38。  new window
24.Ofer, A.、Siegel, D.(1987)。Corporate Financial Policy, Information, and Market Expectations: An Empirical Investigation of Dividends。Journal of Finance,42,365-394。  new window
25.Pettit, R. R.(1977)。Taxes, Transaction Costs and Clientele Effects of Dividends。Journal of Financial Economics,5,419-436。  new window
26.Woolridge, J.(1982)。The Information Content of Dividened Changes。Journal of Financial Research,5,237-247。  new window
27.Pettit, Richardson R.(1972)。Dividend announcements, security performance, and capital market efficiency。Journal of Finance,27(5),993-1007。  new window
28.Miller, Merton H.、Modigliani, Franco(1961)。Dividend Policy, Growth, and the Valuation of Shares。The Journal of Business,34(4),411-433。  new window
29.Muth, John F.(1961)。Rational expectations and the theory of price movements。Econometrica,29(3),315-335。  new window
30.Lintner, John(1956)。Distribution of incomes of corporations among dividends, retained earnings, and taxes。American Economic Review,46(2),97-113。  new window
31.Barry, Christopher B.、Brown, Stephen J.(1985)。Differential information and security market equilibrium。Journal of Financial and Quantitative Analysis,20(4),407-422。  new window
32.Miller, M. H.、Rock, K.(1985)。Dividend Policy under Asymmetric Information。The Journal of Finance,40(4),1031-1051。  new window
研究報告
1.Carroll, C.、Sears, R.(1986)。Dividend Announcement, Information Effects and Changes in Systematic Risk。  new window
2.Hakkio, Craig S.、Morris, Charles S.(1984)。Vector Autoregressions。  new window
3.Shyu, Sode(1988)。The Information Content of Dividend Announcement Reflected in Option Pricing。  new window
圖書
1.Hollander, M.、Wolfe, D. A.(1973)。Nonparametric statistical methods。New York:John Wiley & Sons Inc.。  new window
2.Theil, H.(1967)。Economics and Information Theory。Chicago:Rand Manally and North Holland Publishing Co.。  new window
3.Vandaele, Water(1983)。Applied Time Series and Box-jenkins Models。London:Academic Press, Inc.。  new window
4.Box, George E. P.、Jenkins, Gwilym M.(1976)。Time Series Analysis: Forecasting and Control。San Francisco, CA:Holden-Day。  new window
 
 
 
 
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