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    題名: 臺灣新上市股票短期報酬之探討
    作者: 柯百鈴
    貢獻者: 郭崑謨
    柯百鈴
    日期: 1989
    上傳時間: 2016-05-04 14:20:03 (UTC+8)
    參考文獻: 參考文獻
    一、中文部分
    1.何文賢,台灣證券發行市場股票承銷之研究,台灣大學商學研究所未出版碩士論文,74年6月。
    2.林煜宗,現代投資學:制度、理論與實證,自印,74年8月。
    3.李廣進,台灣地區新上市股票短期投資報酬率之研究,台灣大學商學研究所未出版碩士論文,69年6月
    4.吳美慧,今年還有那些公司將上市?財訊雜誌,78年1月,第328-332頁。
    5.吳其鑫,股票上市價格怎麼訂?經濟月刊,77年7月,第16-19頁。
    6.洪日爛,台灣股票市場新上市股票投資報酬率與市場效率性之研究,政治大學企業管理研究所未出版碩士論文,民國68年6月。
    7.胡星陽,公司重整與股東財富-台灣上市公司研究台大經濟研究所未出版碩士論文,民國七十五年。
    8.胡致仁,新上市股票外部資訊與短期股價行為關係之探討-以台灣證券市場為例,淡江大學管理科學研究所未出版碩士論文,77年6月。
    9.曾國雄,鄧振源著"多變量分析(一)…理論應用篇",75年5月,松崗電腦圖書資料公司,第74-76頁
    10.黃俊英,多變量分析,中國經濟企業研究所出版,75年元月二版。
    11.陳秀亮,新上市股票價格行為探討,中央大學產業經濟研究所未出版碩士論文,民國76年6月。
    12.顏月珠著,商用統計學,三民書局印行,69年10月
    13.郭恆慶,證券承銷業務知多少?工商人雜誌,77年9月,第3--31頁。
    14.劉瑞恆,合理股票承銷價格,工商時報,77年8月19日,第十六版。
    15.楊泓文,新上市股票報酬之研究,交大管科所未出版碩士論文,民國七十六年六月。
    16.陳文燦,利率變動對股票價格影響之研究,政治大學企業管理研究所未出版碩士論文,76年6月。
    17.羅禎昌,現金增資公告對股票價格影響之研究,政治大學企業管理研究所未出版碩士論文,76年6月。
    18.梁永煌,新股上市承銷價訂定問題,財訊雜誌,77年12月,第316-319頁。
    19.證券統計要覽,財政部證券管理策員會編印。
    20.中華民國證券管理年報,財政部證券管理委員會編印。
    21.證券管理,財政部證券管理委員會編印。
    22.證交資料,台灣證券交易所發行。
    23.工商日報,經濟日報。

    二、英文部份
    1.Baron "A Model of Demand for Investment Banking Advising and Distribution Services for New Issue,"Journal of Finance, 1982 ,pp 995-976
    2.Bal1. R. and P. Brown, "An Empirical Evaluation of Accounting Income Numbers", Journal of Accounting Research, Autumn, 1968, pp.159-179
    3.Beaty R. P and J. R. Ritter, "Investment Banking, Reputation and the Underpricing of Initial Pub1ic Offerings ",Journa1 of Financia1 Economics, (1986) pp.212-232.
    4.Bear. R. M. and A. J. Curley (1975), `Unseasoned Equity Financing`. Journal of Financial and Quantitative Analysis (June 1975), pp.311-25.
    5.Block, S. & Stanley, M. "Finaicial Characteristics and Price Movement Pattens of Companies Approaching the Unseasoned Securities Market ,in the Late 1970s", Financial Management,Winter (1980), pp.30-36.
    6.Brown, J. Michael. "Post-offering Experience of Companies Going Public . " Journal of Business 43 (January 1970): 10-18.
    7.Bockland, R., P. J. Herbertand K.A. Yeomans(1981), `Price Discount on New Equity Issues in the UK and Their Relationship to Inverstor Subscription in the Period 1965-75`, Journal of Business Finance and Accounting (Spring 1981). pp.79-95.
    8.Chalk, Andrew J. Peavy, John W., "Initial Public Offerings: Daily Returns, Offerings
    Types and the Price Effect", Financial Analysts Journal, Sep/Oct 1987, pp.65-69.
    9.Copeland, Thorns E. & Weston, J. Fred "Financial Theory And Coprorate Policy" 2nd Edition, 台北雙葉書局翻版。
    10.Davis, E. W. and K.A. Yeomans (1976), "Market Discount on New issues of Equity: The Influence of Firm Size, Method of Issue, and Market Volatility`, Journal of Business Finance and Accounting.
    11.Dawson, Steven M. "Secondary Stock Market Performance of Initial Public Ovvers. Hong Kong. Singapore and Malaysia," Journal of Business finance & Accounting, Spring 1987,pp.65-76.
    12.Fama E. F. and L. Fisher. M. C. Jensen and R. Roll, "The Adjustment of Stock Prices to New Information, International Economic Review 10, No.1 (Feb. 1969), pp.1-21.
    13. Ibbotson, Roger G. "Price Performance of Common Stock New Issue", Journal of Financial Economics,2 1975, pp.235-272
    14. Ibbotson, Roger G. and Jaffe, Jeffrey F. "Hot Issue Markets", Journal of Finance, 4
    ,1975,pp 1027-1042
    15.Jecquillat, B. C., J. G. McDonald and J. Rolfo(1978), `French Auctions of Common Stock:New Issues, 1966-1974`, Journal of Banking and Finance (1978), pp.305-22.
    16.Johnson, James M.; Miller, Robert E. "Investment Banker Prestige and the Underpricing of Initial Public Offerings", Financial Management,Summer 1988, pp.19-29.
    17.Jog, Vijay M. & Riding, Allan L. "Underpricing in Canadian IPOs, Financial Analysts Journal pp.48-55.
    18.Logue, Dennis E. "On the Pridcing of Unseasoned Equity Issues", Journal of Financial & Quantitative Analysis, 7(1973), pp.91-104.
    19.---------------- `Premia on Unseasoned Equity Issues Journal of of Economics and Business (Spring-Summer 1973), pp.133-41.
    20.Mc Donald, J. G. Fisher, A. K. "New Issue Stock Price Behavior", Journa1 of Finance, 27 (1972),pp.97-102
    21.--------------and B. C. Jacquillat (1974),`Pricing pf Omotoa; Eqiotu Ossies: The French
    Sealed-Bid Auction`, Journal of Business (1974),pp.37-47.
    22.Miller. E. (1977), `Risk, Uncertainty, and Divergence of Opinion`, Journal of Finance
    (September 1977), pp.1151-68.
    23. Newgerger, B. M. and C. T. Hammond (1974), `A Study of Underwriters` Experience with Unseasoned NEw Issues`, Journal of Financial and Quantitative Analysis (March 1974), pp.165-77.
    24.Reilly,F. K. "Futher Evidence on Short-Run Results for New Issue Investor ", Journal of Financial and Quantitative Analysis ,January 1973.pp 77-80
    25.Reilly,F. K. `"New Issues Revisited`", Financial Management. Winter 1977.pp. 28-42
    26.Reilly,F.K. and K. Hatfield ,`"Investor Experience with New Stock Issues".Financial Analyst Journal .September-October 1969, pp.73-80.
    27.Ritter,J. R. "The "Hot Issue "Market of 1980",Journa of Business, April 1984, pp.215-240.
    28.Rock, Kevin "Why New Issues Are Underpriced",Journal of Financial Economics, 15 (1986) pp.187-212.
    29.Shaw,D. C. "The Performance of Primary Common Stock Offering:A Canadian Commparison", Journal of Finance, Sept. 1979, pp. 1101-1113.
    30.Stigler, George J. "Public Repulation of The Securities Markets", Journal of Business, 37(1964), pp.117-142.
    31.-------, "Comment" Journal of Business 37(October 1964): 414-422.
    32 Stoll,H. R. and A. J .Cruley ,"Small Business and the New Issues Market for Equities", Journal of Financial and Quantitative Analysis 5 (Sept .1970 )p.313 TABLE1 .
    33.Tinic. Seha M. "Anatomy of Initial Public Offerings of Common Stock", The Journal of
    Finance, Vol. XLIII No.4, September 1988,pp.789-822.
    描述: 碩士
    國立政治大學
    企業管理學系
    資料來源: http://thesis.lib.nccu.edu.tw/record/#B2002005572
    資料類型: thesis
    顯示於類別:[企業管理學系] 學位論文

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