| Reference: | 參考文獻
一、中文參考文獻：
沈中華、李建然 2000，「事件研究法」，台北：華泰文化事業公司。
二、英文參考文獻：
Aggarwal, Rajesh K., Laurie Krigman and Kent L. Womack, 2002, “Strategic IPO Underpricing, Information Momentum, and Lockup Expiration Selling,” Unpublished Manuscript, Tuck School of Business, Dartmouth College.
Bradley, Daniel J., Bradford D. Jordan, and Ha-Chin Yi 2001, “Venture Capital and IPO Lockup Expiration: An Empirical Analysis,” The Journal of Financial Research, 24, 465-492.
Brau, James C., Val E. Lambson and Grant McQueen 2001, “Why Lockups?” Unpublished Manuscript, Brigham Young University.
Brav, Alon and Paul A. Gompers, 2000, “Insider Trading Subsequent to Initial Public Offerings: Evidence from Expirations of Lock-Up Provisions,” Unpublished Manuscript, Duke University & Harvard University.
Fama, E. F. 1970, “Efficient Capital Markets: A Review of Theory and Empirical Work,” Journal of Finance, 25, 383-417.
Field, Laura Casares and Gordon Hanka 2001, “The Expiration of IPO Share Lockups,” Journal of Finance, 56, 471-499.
Holthausen, R., R. Leftwich and D. Mayers, 1990, “Large-Block Transactions: The Speed of Response, and Temporary and Permanent Stock-Price Effects,” Journal of Finance, 26, 71-95.
Keasler, Terry R. 2000, “Underwriter Lock-up Duration and the Effect on Shareholder Value,” The Mid-Atlantic Journal of Business, 36, 133-143.
Keim, D. and A. Madhavan, 1996, “The Upstairs Market for Large Block Transcations: Analysis and Measurement of Price Effects,” Review of Financial Studies, 9, 1-36.
Lease, R., R. Masulis and J. Page, 1991, “An Investigation of Market Microstructure Impacts on Event Study Returns,” Journal of Finance, 46, 1523-1536.
Leland, H. and D. Pyle, 1977, “Information Asymmetries, Financial Structure, and Financial Intermediation,” Journal of Finance, 32, 371-387.
Mikkelson, W. and M. Partch, 1985, “Stock Price Effects and Costs of Secondary Distributions,” Journal of Financial Economics, 14, 165-194.
Mohan, Nancy J. and Carl R. Chen 2001, “Information Content of Lock-Up Provisions in Initial Public Offerings,” International Review of Economics and Finance, 10, 41-59.
Ofek, Eli and Matthew Richardson 2000, “The IPO Lock-Up Period:Implications for Market Efficiency And Downward Sloping Demand Curves,” Unpublished Manuscript, Stern School of Business, New York University.
Scholes, Myron S. 1972, “The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Prices,” Journal of Business, 45, 179-211.
Shleifer, Andrei, 1986, “Do Demand Curves for Stock Slope Down?” Journal of Finance, 41, 579-590.
Welch, I., 1989, “Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings,” Journal of Finance, 44, 421-450. |
