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    政大機構典藏 > 商學院 > 會計學系 > 學位論文 >  Item 140.119/89207
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/89207


    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:
    Reference: 一、中文部分
    1 .王全祿,上市公司內部關係人之申報轉讓持股與市場效率之實證研究,國立台灣大學商學研究所碩士論文,民國八十年六月。
    2. 林煜宗,現代投資學-制度,理論與實證,四版,台北:三民書局,民國七十七年元月。
    3. 倪安順譯,SAS基礎與統計應用使用手冊,增訂版,台北:儒林圖書公司,民國七十六年六月。
    4. 陳建中,財務報表強制揭露與內部關係人交易之研究,國立中山大學企業管理研究所碩士論文,民國七十五年六月。
    5. 黃敏助,證券市場在轉型期的投資策略,鑫典,民國八十年十一月,第四一八頁。
    6. _______‧中長期大底漸形成,鑫典,民國八十一年五月,第四一八頁。
    7. 郭賢傳,內線交易之研究,國立中興大學法律研究所碩士論文,民國七十九年二月。
    8. 張文豐,台灣股市內部關係人鉅額持股轉讓交易之研究,國立台灣大學商學研究所碩士論文,民國八十年六月。
    9. 張宗良,台灣股票市場上市公司內部關係人申報持股轉讓對股價影響之實證研究,私立東海大學企業管理研究所碩士論文,民國七十八年六月。
    10. 賴英照,證券交易法逐條釋例,四版,台北:實用稅務出版社,民國八十年七月。
    11 .顏月珠,商用統計學,六版,台北:三民書局,民國七十九年八月。

    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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