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1Dissertation/ Thesis
المؤلفون: 趙于甄, CHAO, YU-CHEN
المساهمون: 徐政義
مصطلحات موضوعية: 外資持股比率效應, 獲利能力效應, 股利殖利率效應, 低波動效應, foreign ownership effect, profitability effect, dividend yield effect, low-volatility effect
وصف الملف: 9209743 bytes; application/pdf
Relation: 王芯儀、徐政義、陳姿伶、賴弘能（2023），因子訂價模型有效性之比較：臺灣股市實證，證券市場發展季刊 倪衍森、黃寶玉、古曜嘉（2011），台灣高額現金股利宣告效果之實證研究－以富時指數公司所編製的成分股為例，東吳經濟商學學報，(72)，81-107 黃琬娟(1996)，現金股利變動宣告和股價關聯之研究，中央大學企業管理研究所碩士論文 陳柔君, 劉晏睿, & 蕭朝興. (2022). 台灣股市的未預期月營收: 綜合分析. Journal of Management & Business Research (2521-4306), 39(4). Ang, A., & Bekaert, G. (2007). Stock return predictability: Is it there?. The Review of Financial Studies, 20(3), 651-707. Baker, M., Bradley, B., & Wurgler, J. (2011). Benchmarks as limits to arbitrage: Understanding the low-volatility anomaly. Financial Analysts Journal, 67(1), 40-54. Blitz, D. (2023). Macro Risk of Low-Volatility Portfolios. The Journal of Portfolio Management, 49(3), 25-35. Carhart, M. M. (1997). On persistence in mutual fund performance. The Journal of finance, 52(1), 57-82. Clemens, M. (2013). Dividend investing performance and explanations: A practitioner perspective. International Journal of Managerial Finance, 9(3), 185-197. Fama, E. F., & French, K. R. (1988). Dividend yields and expected stock returns. Journal of financial economics, 22(1), 3-25. Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of financial economics, 33(1), 3-56. Fama, E. F., & French, K. R. (2015). A five-factor asset pricing model. Journal of financial economics, 116(1), 1-22. Fama, E. F., & French, K. R. (2016). Dissecting anomalies with a five-factor model. The Review of Financial Studies, 29(1), 69-103. Huang, R. D., & Shiu, C. Y. (2009). Local effects of foreign ownership in an emerging financial market: Evidence from qualified foreign institutional investors in Taiwan. Financial management, 38(3), 567-602. Harvey, C. R., Liu, Y., & Zhu, H. (2016). … and the cross-section of expected returns. The Review of Financial Studies, 29(1), 5-68. Hou, K., Xue, C., & Zhang, L. (2015). Digesting anomalies: An investment approach. The Review of Financial Studies, 28(3), 650-705. Kubota, K., & Takehara, H. (2018). Does the Fama and French five‐factor model work well in Japan?. International Review of Finance, 18(1), 137-146. Liu, N., Bredin, D., & Cao, H. (2020). The investment behavior of qualified foreign institutional investors in China. Journal of Multinational Financial Management, 54, 100614. Novy-Marx, R. (2013). The other side of value: The gross profitability premium. Journal of financial economics, 108(1), 1-28. Titman, S., Wei, K. J., & Xie, F. (2004). Capital investments and stock returns. Journal of financial and Quantitative Analysis, 39(4), 677-700. Visscher, S., & Filbeck, G. (2003). Dividend-yield strategies in the Canadian stock market. Financial Analysts Journal, 59(1), 99-106. Wang, F., & Xu, Y. (2004). What determines Chinese stock returns?. Financial Analysts Journal, 60(6), 65-77. Yu, H. Y., Chen, L. W., & Chen, C. Y. (2022). The profitability effect: An evaluation of alternative explanations. Pacific-Basin Finance Journal, 72, 101711.; G0111351025; https://nccur.lib.nccu.edu.tw//handle/140.119/152082; https://nccur.lib.nccu.edu.tw/bitstream/140.119/152082/1/102501.pdf
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2Dissertation/ Thesis
المؤلفون: 阮氏竹英, ANH, NGUYEN THI TRUC
المساهمون: 企業管理學系管理科學碩博士班, 黃瓊玉, 袁淑芳, HUANG, CHIUNG-YU, YUAN, SHU-FANG
مصطلحات موضوعية: 公司業績, 外資持股, 外國直接投資, 碳排放, 投資效率, firm’s financial performance, foreign ownership, foreign direct investment, carbon emissions, investment efficiency
وصف الملف: 4284808 bytes; application/pdf
Relation: http://nhuir.nhu.edu.tw/handle/987654321/29730; http://nhuir.nhu.edu.tw/bitstream/987654321/29730/1/111NHU00457003-001.pdf; http://nhuir.nhu.edu.tw/bitstream/987654321/29730/-1/index.html
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3Dissertation/ Thesis
المؤلفون: 陳昱葶, Ting, Chen Yu
المساهمون: 會計系, 林鳳麗, Lin Feng-Li
مصطلحات موضوعية: 環境負荷指標, 公司治理, 股權結構, 家族持股, 外資持股, environmental load indicator, corporate governance, ownership structure, family ownership, foreign ownership
وصف الملف: 1023717 bytes; application/pdf
Relation: 111CYUT0385002; http://ir.lib.cyut.edu.tw:8080/handle/310901800/42506; http://ir.lib.cyut.edu.tw:8080/bitstream/310901800/42506/1/111CYUT0385002-002.pdf
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4Dissertation/ Thesis
المؤلفون: 王孮价, WANG, TSUNG-CHIEH
المساهمون: 財務金融學系財務管理碩士班, 白宗民, PAI, TZUNG-MIN
مصطلحات موضوعية: 填權息, logistic迴歸模型, 本益比, 董監事持股率, 外資持股率, 股東權益報酬率, ex-right and ex-dividend, logistic regression model, price-to-earnings ratio, shareholding ratio of directors and supervisors, shareholding ratio of foreign ownership, the return on shareholders' equity
وصف الملف: 2168521 bytes; application/pdf
Relation: http://nhuir.nhu.edu.tw/handle/987654321/29165; http://nhuir.nhu.edu.tw/bitstream/987654321/29165/1/110NHU00304002-001.pdf; http://nhuir.nhu.edu.tw/bitstream/987654321/29165/-1/index.html
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5Conference
المساهمون: 北京大学光华管理学院,北京市 100871, 清华大学经济管理学院,北京 100084
Relation: 第六届公司治理国际研讨会.大连,2011/8/20.; 1117563; http://hdl.handle.net/20.500.11897/77274
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6Academic Journal
المؤلفون: Lu, Chien-Ju, Chin, Chen-Lung, 呂倩如, 金成隆
المساهمون: 會計系
مصطلحات موضوعية: 分析師預測長期程度, 所有權結構, 外資持股, Analyst Forecast Horizon, Ownership Structure, Foreign Institutional investors
وصف الملف: 9350872 bytes; application/pdf
Relation: 管理學報, 27(4), 371-395; https://nccur.lib.nccu.edu.tw//handle/140.119/64498; https://nccur.lib.nccu.edu.tw/bitstream/140.119/64498/1/371395.pdf
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7Academic Journal
المؤلفون: 林美鳳, 梁嘉紋, 金成隆, Lin, Mei-Feng, Liang, Jia-Wen, Chin, Chen-Lung
المساهمون: 會計系
مصطلحات موضوعية: 控制股東, 外資持股, 股票質押, Ultimate controlling owners, foreign investment ownership, collateralized shares
وصف الملف: 1508964 bytes; application/pdf
Relation: 中山管理評論, 18(1), 101-142; https://nccur.lib.nccu.edu.tw//handle/140.119/64014; https://nccur.lib.nccu.edu.tw/bitstream/140.119/64014/1/101142.pdf
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8Dissertation/ Thesis
المؤلفون: 張書瑜, Zhang, Shu-Yu
المساهمون: 陳心蘋
وصف الملف: 4689273 bytes; application/pdf
Relation: 中文部分\n丁秀儀(2009)，「公司治理是否受到機構投資人的青睞」，《管理學報》，26(3)，233-253。\n丁秀儀、黃永達(2010)，「資訊揭露程度與內涵對機構投資人持股的影響」，《證券市場發展季刊》，22(3)，39-74。\n王嘉穎(2000)，「我國上市公司財務危機與監理因素之關聯性研究-實質所有權之探討」，國立臺灣大學會計學研究所碩士論文。\n吳孟潔(2005)，「集團企業公司治理機制與外資持股關聯性之研究」，國立臺灣大學會計學研究所碩士論文。\n吳當傑(2004)，「公司治理理論與實務」，臺北：財團法人孫運璿學術基金會。\n吳當傑(2007)，「公司治理理論與實務（二版）」，臺北：財團法人中華民國證卷暨期貨市場發展基金會。\n杜文嘉(2004)，「公司治理與外資持股關聯性之研究。國立臺灣大學會計學研究所碩士論文」。\n沈中華、張元(2008) ，「企業的社會責任為可以改善財務績效嗎？－以英國FTSE社會責任指數為例」，《經濟論文》，36(3)，339-385。\n沈育展(2002)，「外資偏好投資之台灣上市公司特性--摩根台指之實證研究。淡江大學財務金融學系碩士班碩士論文」。\n周建新、林宗得(2005)，「資訊透明度對企業價值增額解釋能力之研究」，《會計與公司治理》，2(2)，25-46。\n林泉源(2009)，「銀行業股權結構對經營績效、財務績效與股價之影響」，《輔仁管理評論》，16(2)，43-76。\n林美鳳、梁嘉紋、金成隆(2010)，「公司股權結構與外資持股關係之研究」，《中山管理評論》，18(1)，101-142。\n胥愛琦、李春安、賴秀燕(2015)，「好消息、壞消息與報酬動能效應-以台灣股市為例」，《應用經濟論叢》，98，113-148。\n徐宇聲(2015)，「外資持股比例與公司治理之關聯性。國立中央大學財務金融學系碩士論文」。\n高蘭芬、邱正仁（2002)，「董監事股權質押對會計盈餘與股票報酬相關性之影響」，《臺大管理論叢》，13(1)，127-162。\n康素文(2018)，「公司治理評鑑結果與經營績效及避稅行為之關聯性。輔仁大學會計學系碩士班碩士論文」。\n張裕任、王泰昌、吳琮璠(2009)，「公司治理機制與外資持股偏好關聯性之探討」，《管理與系統》，16(4)，505-532。\n張裕任、吳琮璠、王泰昌 (2012)，「影響外資持股偏好因素之探討：安全性及資訊不對稱」，《證券市場發展季刊》，24(1)，1-44。\n戚靜玟、詹秋碧、張瑞晃、李馨蘋(2017)，「家族持股與董事會結構對企業社會責任之影響」，《東吳經紀商學學報》，97，1-34。\n郭敏華、紀鈞中(2000)，「亞洲金融風暴前後外資投資行為暨報酬差異之探討」，《管理評論》，19(1)，113-118。\n陳弘昌(2013)，「資訊揭露評鑑等級與法人持股關聯性之探討」，東吳大學會計學系在職專班碩士論文。\n陳杏堯(2010)，「影響台灣半導體公司外資持股之因素探討」，淡江大學企業管理學系碩士班碩士論文。\n陳奕宏(2015)，「董事會特性對外資持股之影響」，大葉大學管理學院碩士班財務金融組碩士論文。\n陳虹夙(2017)，「英文議事手冊對外資持股之影響」，國立中正大學會計與法律數位學習碩士在職專班碩士論文。\n陳振遠、王健聰、洪世偉(2017)，「公司治理對於企業社會責任、公司價值之影響」，《中山管理評論》，25(1)，135-176。\n陳麗娟(2004)，「董事會組成、股權結構、關係人交易與企業績效關係之研究─以紡織業及電子業為實證」，國立成功大學高階管理碩士在職專班碩士論文。\n陳櫻建(2002)，「外資持股比例、公司特性與公司價值」，國立中正大學財務金融研究所碩士論文。\n陸芊瑩、陳莛之(2014)，「公司治理、資訊透明度與機構投資人持股之關聯性」，《華人前瞻研究》，10(2)，1-17。\n童傑煌(2010)，「股權結構對企業經營績效與負債水準之影響─區分市價淨值比高低」，國立中正大學會計與資訊科技研究所碩士論文。\n黃正銜(2017)，「公司治理評鑑結果與經營績效之關聯性研究」，國立中央大學會計研究所企業資源規劃會計碩士在職專班碩士論文。\n黃郁凱(2007)，「財務報表舞弊預警模型」，國立政治大學會計研究所碩士論文。\n黃資東(2009)，「董事會特性、股權結構與公司績效關係之研究─以台灣電子產業上市公司為利」，國立台北大學國際財務金融碩士在職專班碩士論文。\n黃碧伶(2016)，「企業社會責任對國際化速度與廣度之影響-以外資投資強度為中介變數」，國立東華大學國際企業學系碩士班碩士論文。\n葉銀華、李存修、柯承恩(2002)，「公司治理與評等系統」，臺北市：商智文化。\n趙慕芬、李雅婷、韓昀蓁(2012)，「影響半導體IC設計公司外資持股偏好之因素探討」，《管理研究學報 》，12 (1)，123 - 143。\n劉倩妏(2004)，「以投資人關係為目的之資訊揭露」，國立中正大學企業管理研究所碩士論文。\n鄭秀娟(2015)，「外資是否偏好公司治理較佳的公司?」，大葉大學管理學院碩士班碩士論文。\n賴為劭(2015)，「公司治理評鑑、企業績效與外資持股關聯研究」，國立臺灣大學會計學研究所碩士論文。\n蘇家貞(2019)，「員工流動率之影響因素：員工福利所扮演之角色」，國立政治大學行政管理碩士學程碩士論文。\n\n英文部分\nBerle, A., and G. Means (1932), The Modern Corporation and Private Property. New York：McMillan.\nBigelow, B. V. (2001), Gateway stock falls to lowest in 3 years; plunge follows PC maker’s restatement of 2000 earnings. The San Diego Union-Tribune (March 2): Business C-1.\nChiang, Y. C., and C. C. Kuo (2006), “Characteristics of Firms Owned by Foreigners on the Taiwanese Stock Market: An Analysis,” International Journal of Management,23(3),721-728.\nDemsetz, H., and K. Lehn (1985), “ The Structure of Corporate Ownership: Cause and Consequences,” Journal of Political Economy, 93(6), 1155-1177.\nDhaliwal, D. S., Li, O. Z., Tsang, A., and Y. G. Yang (2011), “Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting,” The Accounting Review, 86(1), 59-100.\nEpps, R. W., and S. J. Cereola (2008), “Do Institutional Shareholder Services (ISS) Corporate Governance Ratings Reflect a Company`s Operating Performance?” Critical Perspectives on Accounting, 19(8), 1135-1148.\nFama, E. F. (1980), “Agency Problems and the Theory of the Firm,” Journal of Political Economy ,88, 288-307.\nFirth, M. (1995), “The Impact of Institutional Stockholders and Managerial Interests on the Capital Structure of Firms,” Managerial and Decisions Economics, 16(2),167–175.\nGorton, G. and F. Schmid (2000), “Universal Banking and the Performance of German Firms,” Journal of Financial Economics , 58, 29-80.\nGoss, A., and G. S. Roberts (2011), “The Impact of Corporate Social Responsibility on the Cost of Bank Loans.” Journal of Banking & Finance ,35 (7),1794-1810.\nHealy, P. M., Hutton, A. P., and K. G. Palepu (1999),“Stock Performance and Intermediation Stock Performance and Intermediation Changes Surrounding Sustained, Contemporary,” Accounting Research,16(3), 485-520.\nJensen, M. C., and R. Ruback (1983), “The Market for Corporate Control: The Scientific Evidence,” Journal of Financial Economics, 11(1-4), 5-50.\nJensen, M. C., and W. H. Meckling (1976), “Theory of The Firm: Managerial Behavior, Agency Costs and Ownership Structure,” Journal of Financial Economics, 3(4), 305-360.\nJensen, M. C. (1993),“The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems,” Journal of Finance ,48(3), 831-881.\nKang, J. K., and R. M. Stulz (1997), “Why is There a Home Bias? An Analysis of Foreign Portfolio Equity Ownership in Japan,” Journal of Financial Economics ,46(1), 3-28.\nLang, M. H., and R. J. Lundholm (1996), “Corporate Disclosure Policy and Analyst Behavior,” Accounting Review ,71(4),467-492.\nLin, C. H., and C. Y. Shiu (2003), “Foreign Ownership in the Taiwan Stock Market: An Empirical Analysis,” Journal of Multinational Financial Management, 13(1), 19-41.\nMcKinsey & Company (2002), McKinsey Global Investor Opinion Survey on Corporate Governance.\nMorck, R., Shieifer, A., and R. W. Vishny (1988), “Management Ownership and Market Valuation：An Empirical Analysis,” Journal of Financial Economics , 20, 293-315.\nProwse, S. (1998), Corporate Governance: Emerging Issues and Lessons from East Asia, Responding to the Global Financial Crisis, World Bank.\nRechner, P. L.(1989), “Corporate Governance：Fact or Fiction,” Business Horizons ,4, 11-15.\nRichardson, S., Tuna, I., and M. Wu (2002), “Predicting Earnings Management: The Case of Earnings Restatements,” Working paper, University of Pennsylvania and University of Science and Technology.\nWork Bank (1999), Corporate Governance : A Framework for Implementation-Overview, The World Bank.\nXiang, B., and G. Zhang (1996), Large Shareholder Expropriation and Corporate Ownership Structure, APEA/PACAP Finance conference and CFA annual meetings, NY, U.S.A.\n\n網路部分\n金融監督管理委員會證券期貨局「公司治理專區」，瀏覽日期：2019年12月23日，取自：https://www.sfb.gov.tw/ch/home.jsp?id=655&parentpath=0,648\n臺灣證券交易所「公司治理中心」，瀏覽日期：2019年12月23日，\n取自：http://cgc.twse.com.tw/front/responsibility\n臺灣證券交易所「證交所新聞」，瀏覽日期：2020年1月28日，取自：https://www.twse.com.tw/zh/news/newsDetail/ff808081656b34620165850b92a6007d\n社團法人中華公司治理協會，瀏覽日期：2019年12月23日，取自：https://www.cga.org.tw/main/f_1_01_company_govern.aspx; G0107921004; https://nccur.lib.nccu.edu.tw//handle/140.119/134162; https://nccur.lib.nccu.edu.tw/bitstream/140.119/134162/1/100401.pdf
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9Dissertation/ Thesis
المؤلفون: 陳雅惠
المساهمون: 經營管理學系碩士在職專班
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10Dissertation/ Thesis
المؤلفون: 劉雅雯
المساهمون: 周冠男
مصطلحات موضوعية: 外資, 外資持股比例, 價格效率性, Foreign investors, Foreign ownership, Price efficiency, eco, manag
Relation: http://nccur.lib.nccu.edu.tw/bitstream/140.119/111314/1/702301.pdf; http://nccur.lib.nccu.edu.tw//handle/140.119/111314
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11Dissertation/ Thesis
المؤلفون: 賴為劭, Lai, Wei-Shao
المساهمون: 管理學院: 會計學研究所, 指導教授: 吳琮璠, 賴為劭, Lai, Wei-Shao
مصطلحات موضوعية: 公司治理, 公司治理評鑑, 資訊揭露評鑑, 外資持股, Corporate governance evaluation system, transparency, foreign ownership
Time: 77
وصف الملف: 8148507 bytes; application/pdf
Relation: http://ntur.lib.ntu.edu.tw/handle/246246/275136; http://ntur.lib.ntu.edu.tw/bitstream/246246/275136/1/ntu-104-R02722017-1.pdf
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12Dissertation/ Thesis
المؤلفون: 藍宇崙
المساهمون: 財務金融學系
وصف الملف: 121 bytes; text/html
Relation: http://asiair.asia.edu.tw/ir/handle/310904400/92061; http://asiair.asia.edu.tw/ir/bitstream/310904400/92061/2/index.html
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13Dissertation/ Thesis
المؤلفون: 許璋慶, Hsu, Nancy Chang Ching
المساهمون: 林基煌
Time: 97
وصف الملف: 5409627 bytes; application/pdf
Relation: 中文部份：(依姓氏比劃排列); 1.王建嘉（2008），「以MSCI成分股探討法人持股比率與股價之多重解析相互關係」，銘傳大學務金融系碩士論文。; 2.伍偉榮（2005），「摩根成分股調整對現股價量的影響」，國立中山大學財務管理學系碩士在職專班碩士論文。; 3.沈中華、李建然（2000），事件研究法，初版，台北：華泰書局。; 4.吳精展（2004），「外資持股比率與持股比率變動對股價之影響」，國立中正大學財務金融研究所碩士論文。; 5.周美華（2002），「MSCI調整台灣成份股期間個人投資者行為之研究」，輔仁大學管理學研究所碩士論文。; 6.林珈汶（1997），「外國法人持股比例變動對股票報酬率之影響」，國立中興大學企業管理研究所碩士論文。; 7.林淑娟（2002），「摩根台指成份股調整宣告對現貨市場之影響」，成功大學國際企業研究所碩博士班碩士論文。; 8.陳坤戊（2001），「外資持股比率對股價報酬率之影響」，國立台北大學企業管理學系碩士論文。; 9.陳彥豪（2002），「外資與投信法人持股比率變化對股價報酬率影響之研究-以上市電子股為例」，國立中山大學財務管理系研究所碩士論文。; 11.財政部證券暨期貨管理委員會每日訊息 91.04.12; 12.袁榮燦（2002），「摩根臺指變更成分股之股價效應研究」，貨幣觀測與信用評等，33，2002年1月，82-91頁; 13.張馨元（2000），「外資持股比例變動對摩根史坦利電子個股報酬率及波動性影響之研究」，東吳大學企業管理學系碩士論文。; 14.黃雨溱（2002），「MSCI指數台灣成分股變動之價量效果與流動性」，天主教輔仁大學管理學研究所碩士論文。; 15.黃執剛（2005），「外資證券投資與我國MSCI指數之關係-MSCI指數的高低是造成外資進出股市的原因嗎？」，國立中央大學產業經濟研究所碩士論文。; 16.黃富琇（1997），「台灣地區摩根指數選樣股異常報酬之研究」，淡江大學財務金融研究所未出版碩士論文。; 17.葉銀華（1999），「摩根史坦利事件對股票異常報酬影響之研究」，證券市場發展季刊十一卷二期，頁29-66。; 18.劉建中（2000），「摩根士丹利國際資本公司分三階段調整台股權值列計比重及倫敦金融時報指數公司將台股納入指數之經過與影響」，證券暨期貨管理，第18卷，第8期，頁20-27。; 英文部份：; 1.Dhillon, U., H. Johnson（1991）,“Changes in the Standard and Poor’s 500 list “, Journal of Business , Vol.64, pp.75-85.; 2.Fama, E. F., L. Fisher, M. Jensen and R. Roll（1969）, “The Adjustment of Stock Price to New Information”, International Economic Review, Vol.10, No.1, pp.1-21.; 3.Harris, Lawrence, and Eitan Gurel, 1986, “Price and volume effects of revisions to the S&P 500”, Financial Analyst Journal, Vol. 41 Issue 4, pp58-65.; 4.Harris, L., and Gruel, E(1986) “Price and Volume Effects Associated with Changes in the S&P list: New Evidence for the Existence of Price Pressures”, Journal of Finance, 41(4),815-829.; 5.Fama, E. F. (1970), “Efficient Capital Markets: A Review of Theory and Empirical Work” , Journal of Finance,Vol.25,pp. 383-417; 6.Fama, E. F.and J. D. MacBeth (1973), “Risk, Return and Equilibrium: Empirical Tests”, Journal of Political Economy, Vol.71, pp. 607-636.; 7.Jain, P. C.（1987）,“The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500”, Financial Analysis Journal, Vol.43, pp.58-65.; 8.Lamoureux, Christopher G.; Wansley, James W.（1987）, “Market Effects of Changes in the Standard & Poor’s 500 Index”, Financial Review, Vol.22, Iss.1, pp.53-69.; 9.Lynch, Anthony W., and Richard R. Mendenhall, 1997, “New evidence on stock price effects associated with changes in the S&P 500 index”. Journal of Business, Vol. 70 Issue 3, pp351-383.; 11.Scholes, M.S. (1972) “The Market for Securities: Substitution Versus Price-Pressure and the Effects of Information on Share Prices”, The Journal of Business,45(2), 179-211.; 12.Shleifer, Andrei（1986）, “Do Demand Curves for Stocks Slope Down?”, Journal of Finance, Vol.41, Issue 3, pp.579-590.; 13.Woolridge, J. Randall and Ghosh Chinmoy（1986）, “Institutional Trading and Security Prices: The Case of Changes in the Composition of the S&P 500 Index”, Journal of Financial Research, Vol.9, Iss.1, pp.13-24.; G0929327011; http://nccur.lib.nccu.edu.tw//handle/140.119/49638
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المؤلفون: 林鈺珊, Lin, Yu-Shan
المساهمون: 淡江大學財務金融學系碩士班, 邱建良, Chiu, Chien-Liang, 李彥賢, Lee, Yen-Hsien
مصطلحات موضوعية: 實質選擇權法, 外資持股, 波動度, 報酬, Real Options Hypothesis, Foreign Holding Shares, Volatility, Return
Relation: Albuquerque, Rui, (2012), “Skewness in stock returns: Reconciling the evidence on firm versus aggregate returns”, Review of Financial Studies 25, 1630-1673. Ang, A., Hodrick, J. R., Xing, Y., and Zhang, X., (2006), “The cross-section of volatility and expected returns”, Journal of Finance 61, 259-299. Ang, A., Hodrick, J. R., Xing, Y., and Zhang, X., (2009), “High idiosyncratic volatility and low returns: International and further U.S. evidence”, Journal of Financial Economics 91, 1-23. Anne C. J. and Jeanjean T., (2006), “The negative impact of R&D capitalization: A value relevance approach”, European Accounting Review 15, 37-61. Bernardo, A. E., and Chowdhry, B., (2002), “Resources, real options, and corporate strategy”, Journal of Financial Economics 63, 211-234. Bernardo, Antonio, and Bhagwan Chowdhry, (2002), “Resources, real options, and corporate strategy”, Journal of Financial Economics 63, 211-234. Black, F., (1976), “Studies of stock price volatility changes”, in proceedings of the Business and Economic Statistics Section, American Statistics Association. Black, F., and Scholes, M., (1973), “The pricing of options and corporate liabilities”, Journal of Political Economy 81(3), 637-654. Bollerslev, T., Hao, Zhou, (2005), “Volatility puzzles: a simple framework for gauging return-volatility regressions”, Journal of Econimetrics 131, 123-150. Brennan M. J. and Schwartz E. S., (1985), “Evaluating natural resource investments”, Journal of Business 58, 135-157. Brown, G., and Kapadia, N. (2007), “Firm-specific risk and equity market development”, Journal of Financial Economics 84, 358-388. Caballero, R., and Pindyck, R., (1992), “Uncertainty, investment, and industry evolution”,Working paper, MIT. Campbell, J. Y., and, Hentschel L., (1992), “No news is good news: An asymmetric model of changing volatility in stock returns”, Journal of Financial Economics 31, 281-318. Cheung, Y. and Ng, L., (1992), “Stock Price Dynamics and Firm Size: An Empirical Choe, H., Kho, B. C., and Stulz, R. M., (2001), “Do domestic investors have more valuable information about individual stocks than foreign investors?”, NBER working paper 8073. Christie, A., (1982), “The Stochastic Behavior of Common Stock Variance: Value, Leverage and Interest Rate Effects”, Journal of Financial Econometrics 10, 407-432. Cooper, M., Gulen, H., and Schill, M., (2008), “Asset growth and the cross-section of stock returns”, Journal of Finance 63, 1609-1652. Da, Z., Guo, R., and Jagannathan, R., (2012), “CAPM for estimating the cost of equity capital: Interpreting the empirical evidence”, Journal of Financial Economics 103, 204-220. Duffee, G. R., (1995), “Stock return and volatility A firm-level analysis”, Journal of Financial Economics 37, 399-420. Duffee, Gregory, (1995), “Stock return and volatility A firm-level analysis”, Journal of Financial Economics 37, 399-420. Duffee, Gregory, (2002), “Balance sheet explanations for asymmetric volatility”, Working paper, University of California. Fama, E. F., and French, K. R., (1993), “Common risk factors in the returns of stocks and bonds”, Journal of Financial Economics 33, 3-56. Fama, E. F., and MacBeth, J., (1973), “Risk, return, and equilibrium: Empirical tests”, Journal of Political Economy 81, 607-636. Ferreira M., and Matos P., (2008), “The Colors of Investors’ Money: The Role of Institutional Investors around the World?”, Journal of Financial Economic 88, 499-533. French, K. R., Schwert, G. W., and Stambaugh, R. F., (1987),” Expected stock returns and volatility”, Journal of Financial Economics 19, 3-29. Grinblatt, M., and Keloharju, M., (2000), “The investment behavior and performance of various investor types: A study of Finland’s unique data set”, Journal of Financial Economics 55, 43-67. Grullon, G., Lyandres, E., and Zhdanov, A., (2012), “Real Options, Volatility, and Stock Returns”, Journal of Finance 67(4), 1499-1537. Hau, H., (2001), “Location matters: An examination of trading profits”, Journal of Finance 56, 1951-1983. Huang, R. D., and Shiu, C. Y., (2009), “Local Effects of Foreign holding shares in an Emerging Financial Market: Evidence from Qualified Foreign Institutional Investors in Taiwan”, Financial Management 38(3), 567-602. Jegadeesh, N., and Titman, S., (1993), “Returns to buying winners and selling losers: Implications for stock market efficiency”, Journal of Finance 48, 65–91. Karpoff, J., (1987), “The relation between price changes and trading volume: A survey”, Journal of Financial and Quantitative Analysis 22, 109-126. Kester, W. Carl, (1984),”Today’s Option for Tomorrow’s Growth”, Harvard Business Review 84(2), 153-160. Lai, H. N., Chang, C. C., Hsieh, P. F., (2009), “Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange”, Journal of Banking and Finance 33, 757-764. Lemmon, M., and Zender, J., (2010), “Debt capacity and tests of capital structure theories”, Journal of Financial and Quantitative Analysis 45, 1161-1187. Ludvigson, S. C., and Ng, S., (2007), “The empirical risk-return relation: a factor analysis approach”, Journal of Financial Economics 83, 171-222. Majd, S., and Pindyck, R., (1987), “Time to build, option value, and investment decisions”, Journal of Financial Economics 18, 7-27. McDonald R., and Siegel D., (1986), “The value of waiting to invest”, Quarterly Journal of Economics 101, 707-727. Merton, R. C., (1973), “An intertemporal capital asset pricing model”, Econometrica: Journal of the Econometric Society 41, 867-887. Mills, D., (1984), “Demand fluctuations and endogenous firm flexibility”, Journal of Industrial Economics 33, 55-71. Myers, Stewart C., (1977),”Determinants of corporate borrowing”, Journal of Financial Economics 5(2), 147-175. Nam, K., and Krausz, J., (2008), “Unexpected volatility shock, volatility feedback effect, and intertemporal risk-return relation, working paper. Pagan, A. R., (1984), “Econometric issues in the analysis of regressions with generated Regressors”, International Economic Review 25, 221-247. Pagan, A. R., (1986), “Two stage and related estimators and their applications”, Review of Economic Studies 53, 517-538. Pindyck, R., (1988), “Irreversible investment, capacity choice, and the value of the firm”, American Economic Review 78, 969-985. Seasholes, M. S., (2000), Smart foreign traders in emerging markets, Working paper, University of California at Berkeley. 林炎會，(1994)，「外資對台灣證券市場股價之影響」，未出版碩士論文，中興大學企業管理研究所。 林珈汶，(1996)，「外國法人持股比例變動對股票報酬之影響」，未出版碩 士論文，中興大學企業管理研究所。 陳一如與謝秀津，(1999)，「台灣股票上市公司的外資持股比例對其股價之 影響」，《台灣經濟金融月刊》，第 35 卷第 11 期，85-96。 陳彥豪，(2002)，「外資與投信法人持股比率變化對股價報酬率影響之研 究－以上市電子股為例」，未出版碩士論文，中山大學財務管理研究所。 劉明佳，(1995)，「外資引進對我國股價、匯率影響之研究」，未出版碩士 論文，政治大學財務管理研究所。; U0002-2407201415202000; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/101931; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/101931/-1/index.html
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المؤلفون: 韓昀蓁, Han, Yun-Jhen
المساهمون: 淡江大學企業管理學系碩士在職專班, 趙慕芬, Chao, Mu-Fen
مصطلحات موضوعية: 半導體IC設計公司, 外資持股, 追踪資料, Foreign Share Holding, Fabless Semiconductor companies, Panel Data
Relation: 一、中文參考文獻 1.王健聰和許溪南(1999)，「台灣多國籍企業財務績效與財務特性之實證研究」，成功大學學報，第 34 卷(人文.社會篇)，頁143-165 2.史仁豪(2003)，「外資投資決策與企業研發活動之研究－以我國上市資訊電子業為例」，國立台灣大學會計研究所論文。 3.李志宏、周冠男、林秋發與謝育慈(2006)，「亞洲金融風暴前後外資交易行為與台灣股市互動關係之研究」，證券市場發展季刊，第八券，第三期，頁47-72。 4.李蘭甫(1994)，「國際企業論」，三民書局。 5.林立偉(2005)，「國際化對台灣IC產業多構面財務績效之衝擊效果評估」，東海大學管理在職專班碩士論文。 6.林彩梅(1981)，「興工業國家與多國籍企業之研究」，華泰書局。 7.烏瑤佩(2005)，「影響外資法人投資台灣股市因子之研究－以MSCI 100 檔成分股為研究核心」，國立政治大學經營管理研究所碩士論文。 8.許璋慶(2010)，「MSCI台灣指數成分股調整，對股票報酬率之影響」，國立政治大學商學院經營管理碩士學程財管組碩士論文。 9.高妮瑋(2000)，「機構投資人持股偏好與績效之研究」，國立中正大學會計研究所碩士論文。 10.高淑萍(2001)，「台灣上市公司國際化程度對經營績效暨風險影響之探討」，國立台灣科技大學財務金融研究所碩士論文。 11.張裕任、王泰昌、吳宗藩 (2009)。公司治理機制與外資持股偏好關聯性之探討。管理與系統，16 (4)，505-532。 12.莊為存(2007)，「台商大陸轉投資與外資持股關聯性之研究」，東吳大學會計學系碩士論文。 13.陳櫻建(2002)，「外資持股比率、公司特性與公司價值」，國立中正大學財務金融研究所碩士論文。 14.陳杏堯(2010)，「影響台灣半導體公司外資持股之因素探討」，淡江大學企業管理學系碩士論文。 15.喬友慶、于卓民與林月雲(2001)，「國際化程度與產品差異化能力對廠商績效之影響－台灣大型製造廠商之實證研究」，管理學報，第十九卷，第五期，頁881-842。 16.喬友慶(2003)，「國際化程度、產品差異化能力與績效之關聯性－台灣企業之實證研究」，國立政治大學企業管理研究所博士論文。 17.湯慧玲(2001)，「外國專業投資機構持股策略與投資標的財務屬性之研究」，國立政治大學會計研究所碩士論文。 18.黃俊凱(2009)，「台灣機構型投資人交易偏好之研究」，國立東華大學企業管理學系碩士論文。 19.黃富琇(1997)，「台灣地區摩根指數選樣股異常報酬之研究」，淡江大學財務金融研究所未出版碩士論文。 20.楊曙華(2011)，「國際化程度與外資持股之相關性＿以台灣電子業為例」，東海大學管理學院財務金融研究所。 21.葉銀華(1999)，「摩根史坦利事件對股票異常報酬之研究」，證券市場發展季刋十一卷二期，頁29-66。 22.經濟部統計處(2004)，「製造業對外投資實況調查報告」，台北93年10月。 23.廖芳群(1997)，「多國籍與單國籍企業在財務績效暨風險之探討」，國立成功大學會計研究所碩士論文。 24.蔡明勳(2010)，「公司專屬性資產對於國際化與公司績效之調節效果，以台灣半導體產業為例」，東華大學國際企業學系碩士論文。 25.鄭學淵(2000)，「我國上市公司-多國籍與單國籍企業在財務績效暨風險之探討」，國立成功大會計研究所碩士論文。 26.蘇佳玲(2010)，「股市與匯率間之長短期非線性因果關係研究＿以台灣韓國為例」，國立台北大學國際財務金融所碩士論文。 二、英文參考文獻 1.Ahmed Riahi-Belkaoui (1999), “The Degree of Internationalization and the Value of the Firm: Theory and Evidenceon,” Journal of International Accounting, Auditing&Taxtion, 8(1), pp. 189-196. 2.Annavarijula, Madan and Sam Beldona (2000), “Multinationality-Performance Relationship: A review and Reconceptualization,” The International Journal of Organizational Analysis, 8 (1), pp. 48-67. 3.Aulakh, Preet S., Masaaki Kotabe, and Hildy Teegen (2000), “Export Strategies and Performance of Firms From Emerging Economies: Evidence From Brazil, Chile, and Mexico,” Academy of Management Journal, 43 (3), pp. 342-361. 4.Barney, J. 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(2003), “A three-stage theory of international expansion: the link between multinationality and performance in the service sector”, Journal of International Business Studies, 34(1), pp. 5-18. 11.Daniels, J. D. and Bracker, J. (1989), “Profit performance: Do foreign operations make a difference?” Management International Review, 29(1), pp. 46. 12.Dahlquist, M., and G. Robertson (2001),“Direct Foreign Ownership, Institutional Investors, and Firm Characteristics.” Journal of Financial Economics, 59(3), 413-440. 13.Delios, A. and Beamish, P. W. (1999), “Geographic scope, product diversification, and the corporate performance of Japanese firms,” Strategic Management Journal, 20(8), pp.711-727. 14.Douglas E. T. and Eden, L. (2004),“What is the Shape of the Multinationality - Performance Relationship?” Multinational Business Review, 12(1), pp. 89-110. 15.Dunning, J. H. (1977), Trade, location of economic activity and the multinational enterprise: A search for an eclectic approach, In: B. Ohlin (Ed.)The International Allocation of Economic Activity. Macmillan, London. 16.Dunning, J. H. (1988), “The eclectic paradigm of international production – a restatement and some possible extensions,” Journal of International Business Studies, 19(1), pp.1-31. 17.Errunza, Vihang R. and Lemma W. Senbet (1984), “The Effects of International Operations on the Market Value of the Firm: Theory and Evidence,” The Journal of Finance, 36 (2), pp.401-417. 18.Fatemi, A.M. (1984), “Shareholder Benefits from Corporate International Diversification.” Journal of Finance, 39(5), 1325-1344. 19.Fayerweather, J. (1969), “Canadian foreign investment policy,” California Management Review, Berkeley: Spring 1975 17(3), pp. 74-83. 20.Fladmoe-Lindquist, Karin and Stephen Tallman (1994), “Resource-based Strategy and Competitive Advantage among Multinationals,” in P. Shrivastava, A. Huff, and J. Dutton (Eds.), Advances in Strategic Management, 10A, pp. 45-72. Greenwich, CT: JAI Press. 21.Geringer, J. 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Yoshihara, Hiro (1985), “Multinational Growth of Japanese Manufacturing Enterprises in the Postwar Period,” Proceedings of the Fuji International Conference on Business History, Tokyo: University of Tokyo Press.; U0002-2006201201043600; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/87567; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/87567/-1/index.html
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16Dissertation/ Thesis
المؤلفون: 江依恂, Chiang, Yi-Shiun
المساهمون: 會計學系碩博士班, 林松宏, Lin, Sung-Hung
مصطلحات موضوعية: 國際財務報導準則, 本地偏好, 外資持股比例, International Financial Reporting Standards (IFRS), Home bias, Foreign Ownership, eco, demo
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17Dissertation/ Thesis
المؤلفون: 蔡果蒼, Tsai, Kuo-Tsang
المساهمون: 臺灣大學: 經濟學研究所, 謝德宗
مصطلحات موضوعية: 台灣50指數, 月營收, 外資持股金額, 向量自我迴歸模型, Granger因果關係檢定, 衝擊反應分析, 共整合檢定, Unit Root, Vector Autoregression Model, Granger Causality Test, Impulse Response Analysis, and Cointegration Test, eco, stat
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18Dissertation/ Thesis
المؤلفون: 楊美娥, Yang, Mei-O
المساهمون: 臺灣大學: 經濟學研究所, 謝德宗
مصطلحات موضوعية: 外資持股, 董事持股, 持股質押, 質押比率, 金控公司, 公司治理, Foreign Shareholdings, Shares Ratio of Director, Pledged Shares Ratio, Pledged Ratio, Financial Holding Companies, Corporate Governance, manag, eco
Relation: http://ntur.lib.ntu.edu.tw/bitstream/246246/253056/1/ntu-101-P98323010-1.pdf; http://ntur.lib.ntu.edu.tw/handle/246246/253056
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19Dissertation/ Thesis
المؤلفون: 黃嘉怡
مصطلحات موضوعية: 投資人關係, 股東積極主義, 外資持股, 機構投資人持股, investor relations, shareholder activism, foreign holding, institutional holding
Relation: http://ir.lib.ntust.edu.tw/handle/987654321/32544; http://ir.lib.ntust.edu.tw/bitstream/987654321/32544/-1/index.html
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20Dissertation/ Thesis
المؤلفون: 賴昀萱, Lai, Yun-Hsuan, 朱博湧, Chu, Po-Young
المساهمون: 管理科學系所
مصطلحات موضوعية: 獨立董事異動, 經營績效, 經營風險, 外資持股偏好, 公司治理, Change of Independent Director, Corporate Governance, Firm Performance, Firm risk, Foreigner Ownership