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Title: | 內部人申報轉讓持股對股價影響之實證研究 |
Authors: | 顏群育 YAN, QUN-YU |
Contributors: | 黃敏助 顏群育 YAN, QUN-YU |
Date: | 1992 1991 |
Issue Date: | 2016-05-02 15:16:06 (UTC+8) |
Abstract: | 近年來,證券市場蓬勃發展,股市投資人口亦快速增加,唯有公開與透明化的資訊,方能確保投資人的權益。而董、監事等內部人由於親身參與公司的經營,於公司經營現狀往往有較深入的瞭解,相對而言,一般投資人即處於資訊不對稱的情況。本論文之目的,即在探討內部人是否真能較正確地預測未來股價走勢,其申報轉讓持股後,股價是否會產生不利的影響。本研究以簡單市場模式,測試以下三個假設: |
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二、英文部分 1. Angela , Letourneau C. 1987. Financial Disclosure and The Accountant`s Responsibility to Shareholders: The Case of Insider Trading. D.B.A. , Louisiana Tech University. 2. Ball, Ray, and Philip Brown. 1968. An Empirical Evaluation of Accounting Income Numbers. Journa1 of Accounting Research (Autumn): 159-78. 3. Beaver, William H. 1973. What Should be the FASB`s Objectives? The Journal of Accountancy (August): 49-56. 4. Buzby, Stephen L. 1974. The Nature of Adequate Disclosure. The Journal of Accountancy (April): 38-47. 5 . Fama , Eugene F. , Lawrence Fisher , Michael C. Jensen , and Richard Roll. 1969. The Adjustment of Stock Prices to New Information. International Economic Review (Februrary): 1 - 21 . 6. Finnerty , Joseph E. 1976. Insiders and Market Efficiency. The Journal of Finance (Septernber) 1141 - 1148 . 7. Givoly , Dan and Dan Palmon. 1985. Insider Trading and the Exploitation of Inside Information: Some Empirical Evidence. Journal of Business (January): 69-87. 8. Jaffe, Jeffrey J. 1974. Special Information and Insider Trading. Journal of Business (July): 410-428. 9. Kerr, Halbert S. 1980. The Battle of Insider Trading vs. Market Efficiency. Journal of Portfolio Management (Summer): 47-50. 10. Kripke, Homer. 1980. Inside Information, Market Information and Efficient Markets. Financial Analysis Journal (March-April): 20-25. 11. Manove M. 1989. The Harm from Insider Trading and Informed Speculation. The Quarterly Journal of Economics (November): 823-845. 12. Nunn, Kenneth P., Gerald P. Madden, and Michael J. Gombola. 1983. Are Some Insiders more `inside` than others? Journal of Portfolio Management (Spring): 18-22. 13. Penman , Stephen H. 1982. Insider Trading and the Dissemination of firms` Forecast Information. Journal of Business (October): 479-503. 14. Pope , P.F. , R.C. Morris , and D.A. Pee l. 1990. Insider Trading: Some Evidence on Market Efficiency and Directors` Share Dealings in Great Britain." Journal of Business Finance and Accounting (Summer): 359-380. *15. Robert H. 1967. Statistical versus Clinical Prediction of the Stock Market. Unpublished paper presented to the Seminar on the Analysis of Security Prices , University of Chicago. 16. Rozeff, Michael S. and Mir A. Zaman. 1988. Market Efficiency and Insider Trading: New Evidence. Journal of Business (January): 25-44. 17. Seyhun , H. Nejat. 1986. Insiders’ Profits, Costs of Trading , and Market Efficiency. Journal of Financial Economics: 189-212. *係直接引用他人文獻 |
Description: | 碩士 國立政治大學 會計學系 |
Source URI: | http://thesis.lib.nccu.edu.tw/record/#B2002004676 |
Data Type: | thesis |
Appears in Collections: | [會計學系] 學位論文
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