| 參考文獻: | 一、 中文文獻
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二、英文文獻
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5. Fama, E. F., (1998), "Market efficiency, long-term returns, and behavioral finance1", Journal of Financial Economics, Volume:49, Issue:3, 283-306.
6. Gordon, J. N. & L. A. Kornhauser, (1985), "Efficient Markets, Costly Information, and Securities Research", New York University Law Review 761.
7. Jarrell, G. A. & A. B. Poulse, (1989), " Stock trading before the announcement of tender offers: Insider trading or market anticipation ", JL Econ. & Org, Volume:5, 225.
8. Jegadeesh, N. & S. Titman, (1993), " Returns to buying winners and selling losers: Implications for stock market efficiency ", The Journal of Finance, Volume:48, Issue:1, 65-91.
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10. Laffont, J. J. & E. S. Maskin, (1990), " The efficient market hypothesis and insider trading on the stock market ", Journal of Political Economy, Volume:98, Issue:1, 70-93.
11. Malkiel, B. G. & E. F. Fama, (1970), "Efficient capital markets: A review of theory and empirical work", The Journal of Finance, Volume:25, Issue:2, 383-417.
12. Merton, R. C., (1973),"An intertemporal capital asset pricing model", Journal of the Econometric Society, 867-887.
13. Peress, J., (2010), " Product market competition, insider trading, and stock market efficiency?", The Journal of Finance, Volume:65, Issue:1, 1-43. |
