| Reference: | 參考文獻
中文書目：
1.王官品，「上市公司每月營收公告與股價變動關係之研究」，中興大學企業管理研究所未出版碩士論文，民國七十五年六月
2.李又剛，股僄漲跌限幅措施下的我國股市與美、日、港三國股市之比較"，台北市銀月刊第二十卷第一期，民國七十八年一月，頁14~27。
3.余尚武，「台灣證券市場股票上市公司盈餘宣告所含資訊內容之研究」，台灣大學商學研究所未出版碩士論文，民國七十五六月。
4.呂清標，「台灣股票市場個人投資行為之研究」，政治大學企業管理研究所未出版碩士論文，民國六十七年六月。
5.吳貞和，「台灣證券市場流動性之衡量及其影響因素之研究」，中山大學未出版碩士論文，民國七十八年六月。
6.林日峰、謝國松，"如何改進我國上市公司財務資訊之公開"，證券市場發展季刊，第4期，七十八年十月，頁75~78。
7.林鎮邦，「台灣地區股票上市公司公佈之財務報表所含資訊之研究」，台灣大學商學研究所未出版碩士論文，民國六十八年六月。
8.張鴻基，「台灣地區股票上市公司每季盈餘時間數列特性及資訊內容之研究」，台灣大學商學研究所，未出版碩士論文，民國七十二年六月。
9.傅顯章，「台灣地區上市股票公告得為信用交易對股價的影響」，淡江大學管理科學研究所未出版碩士論文，民國七十六年六月。
10.羅禎昌，「現金增資公告對股票價格影響之實證研究」，政治大學企業管理研究所未出版碩士論文，民國七十六年六月
11.劉玉珍，「台灣地區上市公司股票最後進出喊價價差之實證研究」，中山大學未出版碩士論文，民國七十七年六月。
12.劉維琪、吳欽杉、劉玉珍"對證券自營商應有的規範，"證券市場發展季刊，第5期，民國七十九年一月，頁68~71。
13.錢士安，林麗珠譯。"股票市場與經濟活動"，台北市銀月刊，第三期第二十卷，民國七十八年三月，pp38~48。
14.顏月珠，民國七十四年十月，"商用統計學"，第8章。
l5.饒谷懷，"美國證券市場的特色"，證券資料月刊，第270期，民國七十三年十月，頁1~17。
英文書目：
1. Amihud, Y. and H. Mendelson, "Dealership Market: Market-Making With Inventory", Journal of Financial Economics, 1980, pp.31-53.
2.Chambers, A. E. and Penman S. H., "Timeliness of Reporting and the Stock Price Reaction to Eaunings Announcements," Journal of Accounting Research, 1984, pp.21-47
3.Ball, R. and P. Brown, "Earnings changes, stock prices and Market Efficiency", Journal
of Accounting Research, 1968, pp.159-178.
4.Bathke, A. W., Kenneth S. "The Relationship Between Time-Series Modles and the Security Market`s Expection of quarterly Earnings," The Accounting Review, 1984, pp.163-176.5. Beaver, William H., "The Information Content of Annual Earnings Announcements" , Journal of Accounting Research (Supplement 1968), p.69
6.Benston, G. and R. Hagerman, "Determinants of Bid-Asked Spreads In the OTC Market", Journal of Financial Economics, 1974, pp.353-364.
7.Bradfield, J., "A Formal Dynamic Model of Market Making", Journal of Financial and Quantitative Analysis, 1987, pp.275-291.
8.Brown, S. L. "Earnings Changes, Stock Prices and Market Efficiency", Journal of Finance, 1978, pp.17-28.
10.Dale Morse and Neal Ushman, "The Effect of Information Announcements on the Market Microstructure, " The Accounting Review Vol. LVIII, 1983, pp.247-258.
11.Demsetz, H., "The Cost of Transacting", quarterly Journal of Economics 82, 1968, pp.33-53.
12.Fama, Eugene F., Lawrence F., Michael C. J. and Richard R., "The Adjustment of Stock Prices to New Information," International Economic Review 10, 1969, pp. 1-21.
13.Garman, M., "Market Microstructure," Journal of Financial Economics, 1976, pp.257-276.
14.Givory , D. & D. Palmon, "Timeliness of Annual Earnings Announcement: Some Enpirica1 Evidence," The Accounting Review, 1982, pp.486-508 .
15.Grinblatt M., Masulis R. and Titman S., "The Valuation Effects of Stock Splits and Stock Dividends," Journal of Financial Economics, 1984 : pp.461-490.
16.Hamilton , J., "Competition, Scale Economics and Transaction Cost in the Stock Market," Journal of Financial and quantitative Analysis, 1976, pp.779-802.
17.Harris, L., "A Day-End Transaction Price Anomaly," Journal of Financial and Quantitative Analysis 24, 1989, pp.29-45.
18.Ho, T., and H. R. Stoll, "On Dealer Markets under Competition,"Journal of Finance 35, 1980, pp. 259-267.
19.J . F. Jaffe and R. L. Winkler,"Optimal Speculation Against an Efficient Market", Journal of Finance 31, 1976 , pp.49-61.
20.Joseph, A. and Swary, I., "Quarterly Dividend and Earnings Announcements and Stockholders` Returns: An Empirical Analysis," Journal of Finance, 1980, pp. 1-12.
21.Kalman, J . C., Maier, S . F., Schwartz, R. A., and Whitcomb, D. K. , the Microstructure of Securities Markets, Englewood Cliff,New Jersey, 1985, pp. 2-4, PP.97-98, P.111.
22.Lim, Tee Ngay, "Essays on the bid-ask spread, "University of California, Berkeley, 1987, UFI Disertation Information Service.
23.Patell, J. M., Mark A. W. "The Intraday Speed of Adjustment of Stock Prices to Earnings and Dividened Announcements, Journal of Financial Economics, 1984 ,
pp. 223-252.24. P.C. VENKATESH and R. CHIANG, 1986, "Information Asymmetry and the Dealer`s Bid-Ask Spread: A Case study of Earnings and Dividend Announcements,"Journal of Finance, vol.XLL, pp.1089-1102.
25.Robert A. Schwartz, Equity Markets, Structure, Trading and Performance, Harper and Row Publishers, New York, 1988, ch3.
26.Stoll, H., "Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks", Journal of Financial and Quantitative Analysis 1980, pp.359-380.
27.Stoll, H.,: "The Supply of Dealer Services in Securities Markets," Journal of Finance, 1978 , pp.1133-1151.
28.T.E. Copeland and D. Galai, "Information Effects on the Bid-Ask Spread", Journal of Finance 38 1983 , pp.1457-1469.
29.Terry, E., " End 0 f the Day Returns and the Bid-Ask Spread," Research Paper, Stanford University, 1986.
30.Ticnic, S., "The Economics of Liquidity Services", Quarterly Journa1 of Economics , 1972, pp.79-93.
31.Ticnic, S ., and R. West, "Competition and the Pricing of Dealer Service in the Over-the -Counter Stock Market," Journal of Financial and Quantitative Analysis, 1972, pp.1707-1728.
32.Venkatesh P. C. and Chiang R., "Information Asymmetry and the Dealer`s Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements," Journal of Finance, Vol.XLL, 1986, pp.1089-1102. |
