| Reference: | 參考書目
1.中文部分
1.余尚武，台灣證券市場股票上市公司盈餘宣告所合資訊內容之研究，國立台灣大學商學研究所未出版碩士論文，民國六十八年六月。
2.金柏西，台灣股票市場股票股利對股價影響之實證研究，大同工學院事業經營研究所未出版碩士論文，民國六十八年六月。
3.林煜宗，"市場因素對台灣證券市場股價變動之影響" 證交資料，民國六十七年六月廿五日:頁1-9。
4.林煜宗，現代投資學－制度、理論與實證－，初版，台北，自印，民國七十一年。
5.林啟三，國內發行增資股問題之研究，國立政治大學企業管理研究所未出版碩士論文，民國六十三年六月。
6.陳柏超，"除權行情的獲利分析"，財訊，民國七十三年六月一日:頁17-127。
7.翁春風，資產重估增值轉資對股票價格之影響，國立交通大學管理科學研究所未出版碩士論文，民國七十四年六月。
8.鄭玉波，公司法，初版，台北，三民書局，民國七十三年。
9.顏月珠，應用數理統計學，初版，三民書局，民國七十一年。
10.George Forster,(Financial Statement Analysis)，丁文拯譯，台北，聯經出版事業公司，民國七十二年。
英文部分
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4. Bar-Yosef, Sasson and Lawrence D. Brown. (1977): "A Reexamination of Stock Splits Using Moving Betas," Journal of Finance 32, pp. 1069–1080.
5. Beaver, W. H. (1981): "Econometric Properties of Journal of Alternative Security Return Methods,` Accounting Research 19, pp. 163-184.
6. Bhagat, Sanjai. (1983): "The Effect of Preemptive Right Amendments on Shareholder Wealth," Journal of Financial Economics 12, pp. 289-310.
7. Brealey, Richard and stewart Myers. (1981) : Principles of Corporate Finance, New York. McGraw-Hill, Inc., 2 edition.
8. Brenner, Menachem. (1977): "The Effect of Model Misspecification on Tests of the Efficient Market Hypothesis," Journal of Finance 32, pp. 57–66.
9. Brenner, Menachem. (1979): "The sensitivity of the Efficient Market Hypothesis to Alternative specifications of the Market Model," Journal of Finance 34, pp. 915-930.
10. Brown, Stephen J. and Christopher B. Barry. (1984): "Anomalies in Security Returns and the Specification of the Market Model," Journal of Finance 39, pp. 807 -815.
11. Brown, Stephen J. and Jerold B. Warner, (1980): "Measuring security Price Performance," Journal of Financial Economics 8, pp. 205–257.
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14. Copeland, Thomas E. and J. Fred Weston. (1986): Managerial Finance. New York: The Dryden Press. , 8 edition. Chapter 21.
15. DeAngelo, Hang and Ronald Masulis. (1980): "optimal Capital Structure under Corporate and Personal Taxation," Journal of Financial Economics 8, pp. 3-29.
16. Dimson, Elroy and Paul Marsh. (1986): "Event study Methodologies and Size Effect," Journal of Financial Economics 17, pp. 113-142.
17. Dodd, Peter, Nicholas Dopuch, Robert W. Holthausen and Richard W. Leftwich. (1984) : "Qualified Audit Opinions and Stock Prices: Information Content, Announcement, Concurrent Disclosure," Journal of Accounting and Economics 6, pp. 18-38.
18. Fama, Eugene F. , Lawrence Fisher, Michael C. Jensen, and Richard Roll. (1969) : "The Adjustment of stock Prices to New Information," International Economic Review 10, pp. 1-21.
19. Fama, Eugene F. (1970): "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of - Finance 25, pp. 383-417.
20. Fama, Eugene F. and Richard Roll... (1971) : "Paremeter Estimates for Symmetric Stable Distributions," Journal of American statistical Association 66, pp. 331-338.
21. Fama, Eugene F. (1973): "A Note on the Market Model and the Two—Parameter Model," Journal of Finance 28, pp. 1181-1185.
22. Fama, Eugene F. (1976a) : Foundation of Finance. New York: Basic Books.
23. Fama, Eugene F. (1976b): "Reply," Journal of Finance 31 , pp. 143-145.
24. Hess, Alan C. and Peter A. Frost. (1982): "Tests for Price Effects of Issues of Seasoned Securities," Journal of Finance 36, pp. 11–25.
25. Jacob, Nancy L. and R. Richardson Pettit. (1985): Investments. Homewood, Illinois: Richard D. Irwin, Inc.
26. Jain, Prem c. (1986): "Relation Between Market Model Prediction Errors and Omitted Variables: A - Methodological Note," Journal of Accounting Research 24 , pp. 187-191.
27. Jensen, Michael c. (1978) : "some Anomalous Evidence Regarding Market Efficiency." Journal of Financial Economics 6, pp. 95-101.
28. Lehmann, E. L. (1975): Nonparametrics : statistical Method Based on Ranks. Holden-Day, San Francisco, ??., p. 173.
29. Leland, Hayne and David Pyle. (1977): "Information Asymmetries, Financial Structure, and Financial Intermediation," Journal of Finance 32, pp. 371– 387.
30. LeRoy, Stephen F. (1976): "Efficient Capital Markets: Comment," Journal of Finance 31, pp. 139-141.
31. Lev, Baruch and James Ohlson. (1982): "Market-Based Empirical Research in Accounting: A Review, Interpretation, and Extension," Journal of Accounting - Research 2o , pp. 249-322.
32. Linn, Scott C. and John J. McConnell. (1983): " Antitakeover Charter Amendments," Journal of Financial Economics 11, pp. 361-379.
33. Linter, John. (1965): "security Prices, Risk, and Maximal Gains from Diversification," Journal of Finance 2o, pp. 587-616.
34. Lorie, James it. Peter Dodd, and Mary Hamilton Kimpton. (1985): The stock Market: Theories and Evidence. Homewood, Illinois: Richard D. Irwin.
35. Mandelker, Gershon. (1974): "Risk and Return: The - Case of Merging Firms," Journal of Financial Economics 1 , pp. 303-335.
36. Marsh, Paul. (1979): "Equity Rights Issues and the Efficiency of the U.K. Stock Market," Journal of Finance 34 , pp. 839-862.
37. Masulis, Ronald. (1980): "The Effects of Capital Structure Change on Security Prices: A Study of Exchange offer," Journal of Financial Economics 8, pp. 139-178.
38. Masulis, Ronald W. and Ashok N. Korwar. (1986): "Seasoned Equity offerings: An Empirical Study," Journal of Financial Economics 15, pp. 91-118.
39. Miller, Merton H. and Kevin Rock. (1984): "Dividend Policy under Asymmetric Information," Unpublished Working Paper. University of Chicago, Chicago, IL.
40. Neter, John and William Wasserman. (1975) : Applied Linear Statistical Models, Homewood, Illinois. Richard D. Irwin, pp. 358-366.
41. Patell, James M. (1976): "Corporate Forecast of Earnings per Share and Stock Price Behavior: Empirical Tests," Journal of Accounting Research 14, pp. 246-276.
42. Scholes, Myron and Joseph Williams. (1977) : "Estimating Betas from Non synchronous data, " Journal of Financial Economics 5, pp. 309-328.
43. Scholes, Myron s. (1972): "The Market for securities: Substitution versus Price Pressure and the Effects of Information on Share Price," Journal of Business 45, pp. 179-211.
44. Sharpe, William F. (1964): " Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risks," Journal of Finance 19, pp. 425-442.
45. Smith, clifford W., Jr. (1977): "Alternative Methods for Rasing Capital: Rights versus Underwritten Offerings," Journal of Financial Economics 5, 273-307.
46. Smith, Clliford W., Jr. (1986): "Investment Banking and the Capital Acquisition Process." Journal of Financial Economics 15, pp. 3-29.
47. Stickel, Scott E. (1985): "Value Line Ranking changes," Journal of Financial Economics 14, pp. 126-127. |
