Reference: | [1] 郭照榮,"金融市塌訊息的公開揭露與配置",政大經研所未出版之博士論文(民81年)
[2] 翁霓,"雜訊交易對股價行為影響之研究",政大企研所未出版之碩士論文(民82年)
[3] 林宜勉,"差別訊息下證券價格和交易量之研究",臺大商研所未出版之博士論文,", (民83年)
[4J Aclmati,A.R. " A Noisey Rational Expections Equilibrium for Multi- Asset Securities Markets." Econometrica 53 (May) (1985):629- 657
[5] Aclamti,A .R.& P.Pfteiderer"Viable Allocation of Information in Financial Markets.".Journal of Economic Theory 43 (1987):76-115
[6] Diamoncl,D.\\•V.`;Optimal Release of Information By Firms." The Journal of Finance 4 (1985):1071-1094
[7] Diamoncl,D. W.& Verrecchia,R.E. "Information Aggregation in a Noisy Rational Expections Economiy." Journal of Financial Economics 9 (September 1981) :221-235
[8] Grossman,S.J." On The Efficiency of Competitive Stock Markets Where Traders Have Diverse Information." Journal of Finance 31 (May 1976):573-585
[9] Grossman,S.J.& Stiglitz,J. E." On The Impossibility of Informationally Efficient Markets." America Economic Review 70 (1980):393-408
[10] Hellwig,M.F."On The Aggregation of Information in Competitive Markets.".Journal of Economic Theory 22(19S0):4T7-498
[11] Hellwig,M.F."Ration Expections Equilibrium With Conditioning on Past Prices:A [dean-Variance Example." Journal of
Economic Theory 26(1982):279-312
[12] Foster,F.D.& Viswanathan,S. “The Effect Of Public Information and Competition On Trading Volum and Volatility." The
Review of Financial Studies 6( 1993)23-,56
[13] Grundy,B.D.& McNichols ,M."Trade and Revelation of Information Through Prices and Direct Disclosure. " Review of Financial Studies 2(1989):495-.526
[H] Holthausen,R. W.& Verrecchia,R.E. "The Effect of Sequential Information Release on the Variance of Price Change in an Informational Multi-Asset Market.•` Journal of Accounting Research 26(Spring 1988):82-106
[15] Kim,O .& Verrecchia,R.E."Trading Volume and Price Reaction to Public Announcements.:` Journal of Accounting Research 29 (Autumn 1991)302-321
[16] Lang,L.H.,Litzenberger,R.H.& Madrigal,V."Testing Financial Market Equilibrium under Asymmetric Information." Journal of Political Economy 100(1992):317- 348
[17J Lundholm,R.J." Price--Singal Relations in the Presence of Correlated Public and Private Information ." Journal of Accounting Research 26(Spring 1988):107-118
[18] Verrecchia,R.E."On the Relationship Between Volume Reaction Consensus of Investors:lmplication for Interpreting Tests of InformationContent." Journal of Accounting Research 19 (Spring 1981):271-283
[19] Verrecchia,R. E. " Information Aquisition in a Noisy Ratioal Expectations economy." Econometrica 50(1982):1415-1430
[20] Johnson,R.A.& Wichern,D.vV." Applied Multivariate Statistical Analysis. "3rd eclition,A Simon & Schaster Company, Englewood Cliffs,New Jersey. |