政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/89115
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 113318/144297 (79%)
Visitors : 50967457      Online Users : 945
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/89115


    Title: 國內可轉換公司債價格影響因素之研究
    Authors: 陳忠揚
    CHEN, ZHONG-YANG
    Contributors: 楊子江
    陳忠揚
    CHEN, ZHONG-YANG
    Date: 1992
    1991
    Issue Date: 2016-05-02 15:12:32 (UTC+8)
    Reference: 中文部份
    1.陳建志,上市公司發行可轉換公司債之研究,政治大學未出版碩士論文,80年6月。
    2. 林靜容,我國可轉換公司債發行之決定因素及其影響公司價值之實証研究,中央大學財管所未出版碩士論文,80年6月。
    3. 王文淵,從選擇權觀念衡量可轉換公司債的價值,東海大學企研所未出版碩士論文,78年6月。
    4.丁碧惠,可轉換公司債之定價「──台灣地區的實証研究,交通大學未出版碩士論文,80年6月。
    5. 蔡旭昇,櫃檯買賣債券作業,台北市證券商業同業公會證券櫃臺買賣服務中心,民國80年,第一版。
    6. 李存修,可轉換公司債之評價一兼談永豐餘造紙公司實例,証券管理,78年7月,78年8月。
    7. 李存修,認股權証之性質,評價模式與發行計劃,証券管理,78年11月。
    8. 教育部金融統計月報資料庫使用手冊,教育部電子計算機中心,80年9月。
    9. 黃俊英,多變量分析,三版,台北華泰書局,民國77年2月。
    10. 市場與行情:國內500 大公司債信評等,第614~624 期,81年4月~6月。
    11.遠東紡織公司第一轉換公司債發行公開說明書,民國七十九年四月。
    12. 東元電機公司第一轉換公司債發行公開說明書,民國八十年十二月。
    13. 聲寶股份公司第一轉換公司債發行公開說明書,民國七十九年十二月。
    14. 歌林股份公司第一轉換公司債發行公開說明書,民國八十年十一月。
    15. 凱聚紡織公司第一轉換公司債發行公開說明書,民國八十年五月。
    16. 正隆股份公司第一轉換公司債發行公開說明書,民國八十年十一月。
    17. 中華紙漿公司第一轉換公司債發行公開說明書,民國八十年十月。
    18. 東和鋼鐵公司第一轉換公司債發行公開說明書,民國八十年八月。
    19. 裕隆汽車公司第一轉換公司債發行公開說明書,民國七十九年五月。
    20. 宏基電腦公司第一轉換公司債發行公開說明書,民國八十年三月。
    21.台達電子公司第一轉換公司債發行公開說明書,民國八十年六月。
    22. 國產實業建設公司第一轉換公司債發行公開說明書,民國八十年七月。
    23. 三商行股份公司第一轉換公司債發行公開說明書,民國八十年五月。

    英文部份
    1. Baumal,W.J.; Burton,G. & Quandt,R.E."The Valuation of Convertible Securities", Quarterly Journal of Economics, Feb. 1966, pp:48-59.
    2. Beaty, R. P., Lee, C. F. & Chen, K. C."On The Nonstationarity of Convertible Bond Betas: Theory and Evidence", Quarterly Review of Economics and Business", Vo1.28 No.3 Autumn 1988, pp:15-27.
    3. Black, F. & Scholes, M."The Valuation of Option Contracts and A Test of Market Efficiency", Journal of Finance, May 1972, pp:399-417.
    4. Black, F. & Scholes, M."The Pricing of Options and Corporate Liabilities", Journl of Political Economy, May-June 1973, pp:637-654.
    5. Black, F. "Fact and Fantasy in The Use of Options", Financial Analyst Journal, July-August 1975, pp:36-41, 61-72.
    6. Brennan, M. J. & Schwalartz, E. S. "Convertible Bonds: Valuation and Optimal Strategy for Call and Conversion", Journal of Finance, Dec. 1977, pp:1699-l715.
    7. Brennan, M. J. and Schwartz, E. S. "Analyzing convertible Bonds", Journal of Financial and Quantitative Analysis. November 1980, pp:907-932.
    8. Brigham, E. F."An Analysis of Convertible Debenture: Theory and Some Empirical Evidence", Journal of Fince, March 1966, pp:35-54 . .
    9. Calames J. P. "Investing in Convertible securities" publishing by Longman Financial Services, 1988.
    10. Geske, R. & Roll, R."On Valuing American Call Options with the Black-Scholes European Formula", Journal of Finance, June 1984, pp:443-455.
    11. Ingersoll, J. E."A Contingent-Claims Valuation of Convertible Securities", Journal of Financial Economics, 1977, pp:289-322.
    12. Jennings, E. H."An Estimate of Convertible Bond Premium", Jrnl of Financial and Quantitative Analysis, Jan. 1974, pp:33-56.
    13. King, R. "Convertible Bond Valuation: An Empirical Test", Journal of Financial Research, Spring 1986, pp:53-69.
    14. Leibowitz, M .L. "Chapter 10: Analysis of Convertible Bonds", sumer N.Levine Financial Analyst`s Handbook, editor Homewood Dow Jones-Irwin, 1975, pp:278-296.
    15. Leonard D. C. and Solt M. E. "On using the Black-Scholes Model to Value Warrant", The Journal of Financial Research, Summer 1990, pp:81-91.
    16. Macbeth, J. & Merville, L."An Empirical Examination of the Black-Scholes Call Option Models", Journal of Financial and Quantittative Analysis, November 1981, pp:1173-1186.
    17. Poensgen, O.H."The Valuation of Convertible Bonds" Industrial Management Review, Fall 1965, 77-92 and Spring 1966, pp: 83-98.
    18. Rush, D. F. and Melicher, R. W. "An Empirical Examination of Factors which Influence Warrrant Price", Journal of Finance, 1980 , pp:1449-1466.
    19. Schmalensee, R. & Trippi R. R."Common Stock Volatility Ex-pections Implied by Option Premia", Journal of Finance, March 1978, pp:129-l47.
    20. Sharpe,W.F."Capital Assets Prices: A Theory of Market Equilibrium under Conditions of Risk" ,Jrnal of Finance, September 1964, pp.425-442.
    21. Sterk, W. E."Tests of Two Models for Valuing Call Options on Stocks with Dividends", Journal of Finance, December 1982, pp:1229-1237.
    22. Sterk, W. E."Comperative Performance of Black-Scholes and Roll-Geske-Whaley Option Pricing Models", Journal of Financial and Quantitative Analysis, September 1983, pp:345-354.
    23. Van Horne, J. C. Financial Market Rate and Flow. Englewood Cliffs, N.J.: Prentice-Hall, 1990.
    24. Walter, J.E. & Que,A.V. "The valuation of Convertible Bonds", Jrnl of Finence, Jun. 1973, pp:713-732.
    25. Weil, R.L.; Segall, J.E. & Green, D."Premiums on Convertible Bonds", Journal of Finance, June 1968, pp:445-463.
    26. Whaley, R. W."Valuation of American Call Options on Dividend-Paying Stocks: Empirical Tests", Journal of Financial Economics, March 1982, pp:29-58.
    27. Young, R. A. "Chapter 17: Convertible securities Definitions, Analytical Tools, and pratical investment strategies", edited by Robert Lawrence kuhn, Dow Jones-Irwin, Homewood, Illinois 1990, Vol:corporate securities, pp:323-357.
    Description: 碩士
    國立政治大學
    企業管理學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002004456
    Data Type: thesis
    Appears in Collections:[Department of Business Administation] Theses

    Files in This Item:

    There are no files associated with this item.



    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏,無償提供學術研究與公眾教育等公益性使用,惟仍請適度,合理使用本網站之內容,以尊重著作權人之權益。商業上之利用,則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作,已盡力防止侵害著作權人之權益,如仍發現本網站之數位內容有侵害著作權人權益情事者,請權利人通知本網站維護人員(nccur@nccu.edu.tw),維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback