| Reference: | 參考書目
I 中文部份
1.吳惠娟，現金增資對股票價格之影響一台灣股票市場實證研究，國立成功大學工業管理研究所未出版碩士論文，民國77年6月。
2. 林炯垚，"半強勢效率資本市場檢定之實證方法"管理評論，民國77年7月，頁45-68 。
3. 林煜宗，"市場因素對台灣證券市場股價變動之影響"証交資料，民國76年6月25日，頁1-9 。
4. 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68年6月。
5. 陳虞強，台灣股票市場股票股利發放對股價之影響，東海大學企業管理研究所未出版碩士論文，民國75 年6 月。
6. 黃俊榮，台灣股票市場自營商鉅額交易對股價影響之研究，國立成功大學工業管理研究所未版碩士論文，民國72 年1 月。
7 .曾寶祥，每季盈餘公告對股票成交量影響之研究，國立成功大學工業管理研究所未出版碩士論文，民國78年6月。
8. 顏月珠，實用統計方法-圖解與實例，民國76年10月，頁328-333。
9. 鄭義經，資產重估之研究，國立政治大學會計研究所未出版碩士論文，民國70年6月。
10. 劉燕瀅，現金增資宣告對股票價格影響之探討，東海大學企業管理研究所未出版碩士論文，民國78年6月。
11. 魏秀容，鉅額交易之價格效果及其對台灣股市波動之影響，國立中山大學企業管理研究所未出版碩士論文，民國76年6月。
12. 羅禎昌，現金增資公告對股票價格影響之實證研究，國立政治大學管理研究所未出版碩士論文，民國76年6月。
II 英文部分
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5. Brown. Stephen J. and Christopher B. Barry.: "Anomalies in Security Returns and the Specification of the Market Model." Journal of Finance 39, 1984, pp.807-815.
6. Brown. Stephen J. and Jerold B. Warner,: "Using Daily Stock Returns: The Case of Event Studies." Journal of Financial Economics 14, 1985. pp.3-31.
7. Copeland. Thomas E. and J. Fred Weston.: Managerial Finance. New York: The Dryden Press ., 8 edition. Chapter 21. 1986.
8. Fama. Eugene F. "Efficient Capital Markets: A Review of Theory and Empirical Work," Journal of Finance 25, 1970, pp.383-417.
9. Fama, Eugene F. and Richerd Roll. "Paremeter Estimates for Symmetric Stable Distributions," Journal of American Statistical Asssociation 66, 1971, pp.331-338.
10. Fama.Eugene F.:A Note on the Market Model and the Two-Parameter Model," Journal of Finance 28, 1973, pp.1181-1185.
11. Fama, Eugene F. : Foundation of Finance, New York: Basic Books, 1976.
12. Frank K. Reilly & David J. Wright, "Block Trading and Aggregate Stock Price Voluatility." Financial Analysts Journal, March-April, 1984.
13. Hess, Alan C. and Peter A. Frost.: "Tests for Price Effects of Issues of Seasoned Securities," Journal of Finance 36, 1982, pp.11-25.
14. Irwin Freind, "United States V.E.I. dupont de Nemours and CompanY, Genera 1 Hortors Corporat i on, eta 1. ",Trade Case, Chicage: Commerce Clearning House, 1959,
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15. James C. Bonbright, "Principles of Public Utility Rates", New York: Columbia University Press, 1961.
16. Jain, Prem C.: "Relation Between Market Model Prediction Errors and Omitted Variables: A Methodological Note," Journal of Accounting Research 24, 1986, pp.187-191.
17. Jensen, Michael C.: "Some Anomalous Evidence Regarding Market Efficiency." Journal of Financial Economics 6, 1978, pp.95-101.
18. Lehmann, E. L. Nonparametrics: Statistical Method Based on Ranks. Holden-Day, San Francisco, Ca.,1975,pp.173.
19. Leland, Hayne and David Pyle. "Information Asymmetries Financial Struture. and Financial Intermediation, Journal of Finance 32, 1977 pp.371-387.
20. Handelker, Gershon.: "Risk and Return: The Case of Herging Firms," Journal of Financial Economics 1, 1974. pp.303-335.
21. Marsh. Paul, "Equity Reghts Issues and the Efficiency of the U.K. Stock Harket." Journal of Finance 34, 1979. pp.839-862.
22. Nasulis, Ronald.: "The Effects of Capital Structure Change on Security Prices: A Study of Exchange Offer," Journal of Financial Economics 8, 1980, pp.139-178.
23. Masul is. Ronald `il. and Ashok N. Korwar.: "Seasoned Equity Offerings: An Empirical Study," Journal of Financial Economics 15, 1986, pp.91-118.
24. Merton H. Hiller and Franco Modigliani, Dividend Policy, Growth, and the Valuation of Shares", Journal of Business. Oct. 1961.
25. M. Gordon, "The Investment, Financing and Voluation of the corporation," Homewood, Illinois: Richard D. Irwin, 1962.
26. Miller, Merton H. and Kevin Rock, "Dividend Policy under Asymmetric Information," Unpublished Working Paper, University of Chicago, Chicago, 1984.
27. Myers, stewart C. and Nicholas S. Hajluf, "Corporate Financing and Investment Decisions When Firms Have Informance That Investors Do Not Have" Journal of
Financial Economics 13, 1984, pp.187-222.
28. Myron S. Scholes, "The Market for Securities: Substiution Versus Price Pressure and the Effects of Information and Share Prices." the Journal of Business 45, April 1972. pp.179-211.
29. Nicholas Close, "Price Reaction to Large Transactions in the Canadian Equity Markets. "Financial Analysts Journal, November-December, 1975.
30. Patell, James M., "Corporate Forecast of Earings per share and stock Pirce Behavior: Empirical Tests", Journal of Accounting Research 14, pp.246-276.
31. Scholes, Myron S.: "The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Price," Journal of Business 45, 1972, pp.179-211.
32. Smith Clifford W., Jr. "Alternatire Methods for Raising Casital," Journal of Financial Economics 5, 1977, pp.273-307.
33. Smith Clifford W., Jr. "Raising Capital: Theory and Evidence" Journal of Finance, 1987.
34. Thomas & Dyckman, David H Downes, and Robbert P. Haqee, : Efficient Capital Markets and Accounting: A Critical Analysis "Englewood Cliffs, N.J. Prentice-Hall,1975.
35. Wayne H. Mikkelson & M. Megan Partch, "Stock Price Effects on Secondary Distribution." Journal of Financial Economics 14, Jane, 1985. pp.165-194.
36. William H. Beaver, "The Information Content of Annual Earnings Announcements", Emperical Research in Accounting: Selected Studies, 1968, Supplement to the Journal of Accounting Research, 1968, pp.67-92.
37. Ya-lun Chou: Statistical Analysis for Business and Economics, Elsevier, New York, 1989, pp.765-770. |
