參考文獻: | Andersen et al., 1993. Statistical models based on counting process. Nework: springer-Verlag.
Amy K. Dittmar, 2000. Why do firms repurchase stock? Journal of Business 73, 331-355.
Bagwell, Laurie S., and Shoven, John B., 1988. Share repurchases and acquisitions: An analysis of which firms participate. In Alan J. Auerbach (ed.) corporate Takeovers: Causes and Consequences. Chicago: University of Chicago Press.
Cox, D., 1972a. Regression models and life tables (with discussion), J. Roy. Statist. Soc.34. 187-220.
Doukas, J., Kim, C., Pantzalis, C., 2000. Security analysis, agency costs, and company characteristics. Financial Analysts Journal 56 (6), 54–63.
Edsel A. Peña et al., 2006. Semiparametric inference for a general class of models for recurrent events. Journal of Statistical planning and Inference 137, 1727-1747
Eddey, P.H., Lee, K.W., Taylor, S.L., 1996. What motivates going private? An analysis of Australian firms. Accounting and Finance 36 (1), 31–50.
Fama, Eugene F., and French, Kenneth R, 1992. The cross section of expected stock returns. Journal of Finance 47, 427-465.
Fama, E. F., and French K. R., 1995. Size and book-to-market factors in earnings and returns. The Journal of Finance 50, 131-155.
Henock Louis, Hal White, 2007. Do managers intentionally use repurchase tender offers to signal private information? Evidence from firm financial reporting behavior. Journal of Financial Economics 85, 205-223
Hovakimain. A., 2004. The role of target leverage in security issues and repurchases. Journal of Business 77, 1041-1071.
Haugen, Robert A., 1995 The new finance: The Case against Efficient Market. Englewood Cliffs, N. J.: Prentice Hall.
Hougaard, P., 2000. Analysis of multivariate survival data.
Hovakimain. A., Opler. T., Timan. S., 2001. The debt-equity choice. Journal of Financial and Quantitative Analysis 36, 1-24
Ikenberry, David, Lakonishok, Josef, and Vermaelen, Theo, 1995. Market underreaction to open-market share repurchase. Journal of Financial Economics 39, 181-208
Jason D. Mitchell, Grace V. Dharmawan, 2007. Incentives for on-market buy-back: Evidence from a transparent buy-back regime. Journal of Corporate Finance 13, 146-169.
Jensen, Michael C, 1986. Agency costs of free-cash-flow, corporate finance, and takeovers. American Economic Review 76, 323-329.
L.J. Wei, D. Y. Lin, 1989. Regression analysis of multivariate incomplete failure time data by modeling marginal distributions. Journal of American Statistic Association 84, 1065-1073
Lin, D. Y., and Wei, L. J., 1989. The robust inference for the Cox proportional hazards model. Journal of the American Statistical Association 84, 1074-1078
Lakonishkok, Josef, Sheleifer, Andrei, and Vishny Robert, 1994. Constrain investing, extrapolation and risk. Journal of Finance 49, 1541-78
Malcolm Baker and Jeffrey Wurgler, 2002. Market timing and capital structure. Journal of finance 57, 1-32.
Miller, Merton H., and Franco Modigliani, 1961, Dividend policy, growth and the valuation of shares, Journal of Business 34, 411–433
Miller, Merton H., and Kevin Rock, 1985, Dividend policy under asymmetric information, Journal of Finance 40, 1031–1051.
Nohel, Tom, and Vefa Tarhan, 1998. Share repurchases and firm performance: New evidence on the agency costs of free cash flow, Journal of Financial Economics 49, 187–222.
Opler, T., Titman, S., 1993. The determinants of LBO activity: free cash flow versus financial distress costs. Journal of Finance 48 (5), 1985–1999.
Opler, Tim and Titman, Sheridan, 1996. The debt-equity choice: An analysis of issuing firms. Working paper. Columbus: Ohio State University.
Persons, J.C., 1997. Heterogeneous shareholders and signaling with share repurchases. Journal of Corporate Finance 3 (3), 221–249.
Peña, E. A., Hollander, M., 2004. Models for recurrent events in reliability and survival analysis. Kluwer Academic Publishers, 105-123 (Chapter 6).
Rosenberg, B., Kenneth, R., and Ronald, L., 1985. Persuasive evidence of market inefficiency. Journal of Portfolio Management 11, 9-17.
Rondeau, V., Commenges, D., and Joly, P., 2003. Maximum penalized likelihood estimation in a gamma-frailty model. Lifetime Data Analysis 9, 139–153.
Therneau, T. M., and Hamilton, S. A., 1997. rhDNase as an example of recurrent event analysis. Statistics in Medicine 16, 2029-2047.
Therneau, T. M., and Grambsch, P. M., 2000. Modeling survival data: extending the Cox model.
Vermaelen, Theo,1981. Common stock repurchases and market signaling: An empirical study, Journal of Financial Economics 9, 139–183.
Vermaelen, Theo, 1984. Repurchase tender offers, signaling and managerial incentives, Journal of Financial and Quantitative Analysis 19, 163–181
Vermaelen, T., 1981. Common stock repurchases and market signaling: an empirical study. Journal of Financial Economics 9 (2), 139–183. |