| Reference: | 一、中文部份
朱立倫，1995，「台灣股市新上市股票蜜月期現象之研究」，證券市場發展季刊第九卷第一期
林象山，1995，「承銷商信譽對新上市股票之影響」，中國財務學刊第三卷第一期
林幸宜，2006，「中國企業在香港IPO之報酬分析」，中興大學高階經理人碩士在職專班未出版碩士論文
洪振虔、吳欽杉與陳安琳，2003，「新上市公司股票刻意偏低定價之影響因素－隨機前元模式的運用」，管理學報第二十卷第一期
陳安琳，1997，「新上市公司股票相關之理論與實證文獻回顧」，管理學報第十四卷第三期
陳軒基、葉秀娟與陳右超，2003，「承銷商與折價幅度：台灣初次上市（櫃）股票之實證分析（1980~2000）」，證券市場發展季刊第十四卷第四期
康曉龍，2004，「台商回台或赴港上市面面觀」，貨幣觀測與信用評等2004年11月
張國蓮，2006，「台資企業香港上市動機與T-Shares的績效」，政治大學經營管理碩士學程未出版碩士論文
廖書緯，2006，「比較香港、台灣和新加坡證券市場環境對台商上市之影響」，淡江大學中國大陸研究所未出版碩士論文
顧廣平，2003，「台灣新上市股票短期與長期績效之再探討」，証券市場發展季刊第一十五卷第一期
嚴珮華，2006，「影響台商企業赴香港上市股價表現因素之研究」，台灣科技大學管理研究所未出版碩士論文
二、英文部分
Allen, F. and Faulhaber, G.R., 1989, “Signalling and underpricing in the IPO market,” Journal of Financial Economics 23, 303-323.
Banz, R.W., 1981, “The relationship between return and market value of common stocks,” Journal of Financial Economics 9(1), 3-18.
Baron, D. P., 1982, “A model of demand for investment banking advising and distribution,” Journal of Financial Economics 37: 955-976.
Beatty, R.P. and Ritter, J.R., 1986, “Investment banking, reputation, and the underpricing of IPOs,” Journal of Financial Economics 15, 213-232.
Block, S. and M. Stanley, 1980, “The financial characteristics and price movement patterns of companies approaching the unseasoned securities market in the late 1970s,” Financial Management 9: 30-60.
Carey, P. and Steen, A., 2006, “Changing condition in the Hong Kong new issues market,” Pacific-Basin Finance Journal, 14, 484-500.
Carter, R. and Manaster, S., 1990, “ IPOs and underwriter reputation,” The Journal of Finance 45, 1045-1067.
Carter, R., Dark, F. and Singh, A., 1998, “Underwriter reputation initial returns, and the long run performance of IPO stocks,” Journal of Finance 53 (1), 285-311.
Cheng, T.Y., 1998, “The underpricing of IPOs in Hong Kong,” The Tenth Annual Conference of Accounting Academics, Hong Kong.
Chong, T.T-L, S. Yuan and I.K-M. Yan. 2006, “An examination of the underpricing of H-share IPOs in Hong Kong,” working paper.
Derrien, F. and Womack, K.L., 2003, “Auctions vs. bookbuilding and the control of underpricing in hot IPO markets,” Review of Financial Studies 16 (1), 31-61.
Ejara, D. D., Ghosh, C., 2004, “Underpricing and aftermarket performance of American depositary receipts (ADR) IPOs,” Journal of Banking & Finance 28 3151-3186.
Fama, E. F. and K. R. French, 1995, “Size and book-to-market factors in earnings and returns,” Journal of Finance 131-115.
Grinblatt, M. and C. Hwang, 1989, “Signaling and the pricing of new issues,” Journal of Finance 44, 393-420.
Helwege, J. and Liang, N., 2004, “Initial public offerings in hot and cold markets,” Journal of Financial and QuantitativeAnalysis 39, 541-569.
How, J., Izan, H.Y. and Monroe, G.S., 1995, “Differential information and the underpricing of initial public offerings: Australia evidence,” Accounting and Finance 5 (1), 87-105.
Ibbotson, R.G., Sindelar, J.L. and Ritter, J.R., 1994, “Initial public offerings,” Journal of Applied Corporate Finance 1, 37-45.
Jaggi, B., 1997, “Accuracy of forecast information disclosed in the IPO prospectuses of Hong Kong firms,” International Journal of Accounting 32 (3), 301-319.
Lerner, J., 1994, “Venture capitalists and the decision to go public,” Journal of Financial Economics 35, 293-316.
Logue, D., 1973, “On the pricing of unseasoned equity issues,” Journal of financial and quantitative analysis 8: 91-103
Loughran, T. and Ritter, J.R., 1995, “The new issues puzzle,” Journal of Finance 50 (1), 23-51.
Loughran, T., Ritter, J.R. and Rydqvisy, K., 1994, “Initial public offerings: international insights,” Pacific basin Finance Journal 2, 165-199.
McGuinness, P., 1992, “An examination of the underpricing of IPOs in Hong Kong 1980-90,” Journal of Business Finance and Accounting 19, 165-186.
Meurer, C. and Ho, W.Y., 2006, “IPO underpricing in Hong Kong: A sectoral perspective,” working paper.
Ritter, J.R., 1984, “The “Hot Issue” market of 1980,” Journal of Business 57, 215-240.
Ritter, J.R., 1991, “The Long-Run Performance of Initial Public Offerings,” Journal of Finance 42, 365-394
Ritter, J.R., 1998, “Initial public offerings,” Contemporary Finance Digest 2, 5-30.
Ritter, J.R., and Welch, I., 2002, “A review of IPO activity, pricing, and allocation,” Journal of Finance 57, 1795-1828.
Rock, K.R., 1986, “Why issues are underpriced,” Journal of Financial Economics 15, 187-212.
Schiak, R. and Ruiter, H., 1996, “Underpricing on the stock exchange of Hong Kong: a cross sectional analysis,” Free university Amsterdam, Serie Research Memoranda 0043.
Titman, S. and B. Trueman, 1986, “Information quality and the valuation of new issues,” Journal of aqccounting and economics 8: 159-172
Welch, I., 1989, “Seasoned offerings, imitation costs, and the underpricing of initial public offerings,” Journal of Finance 44, 421-449.
Wilhelm, W., Benveniste, L. and Busaba, W., 2002, “Information externalities and the role of underwriters in primary equity,” Journal of Financial Intermediation 11 (1), 61-86. |
