-
1Dissertation/ Thesis
المؤلفون: 陳雨竹, Chen, Yu-Zhu
المساهمون: 盧敬植, Lu, Ching-Chih
مصطلحات موضوعية: 市場擇時理論, 現金流訊息, 折現率訊息, 變異數分解, 現金增資宣告, Market timing theory, Cash flow news, Discount rate news, Variance decomposition, SEO announcement
Relation: Baker, M., & Wurgler, J. (2002). Market timing and capital structure. The Journal of Finance, 57(1), 1-32.\r\nBanz, R. W. (1981). The relationship between return and market value of common stocks. Journal of Financial Economics, 9(1), 3-18.\r\nBayless, M., & Chaplinsky, S. (1996). Is there a window of opportunity for seasoned equity issuance? The Journal of Finance, 51(1), 253-278.\r\nButler, A. W., & Wan, H. (2010). Stock market liquidity and the long-run stock performance of debt issuers. The Review of Financial Studies, 23(11), 3966-3995.\r\nCampbell, J. Y. (1991). A variance decomposition for stock returns. The Economic Journal, 101(405), 157-179.\r\nCampbell, J. Y., & Shiller, R. J. (1988). The dividend-price ratio and expectations of future dividends and discount factors. The Review of Financial Studies, 1(3), 195-228.\r\nChen, L., & Zhao, X. (2006). On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. Finance Research Letters, 3(4), 253-266.\r\nCho, H., & Choi, S. (2015). what drives credit rating changes? A return decomposition approach. Asia‐Pacific Journal of Financial Studies, 44(6), 899-931.\r\nDeAngelo, H., DeAngelo, L., & Stulz, R. M. (2010). Seasoned equity offerings, market timing, and the corporate lifecycle. Journal of Financial Economics, 95(3), 275-295.\r\nFama, E. F. (1990). Stock returns, expected returns, and real activity. The Journal of Finance, 45(4), 1089-1108.\r\nFama, E. F., & French, K. R. (1992). The cross‐section of expected stock returns. The Journal of Finance, 47(2), 427-465.\r\nFama, E. F., & MacBeth, J. D. (1973). Risk, return, and equilibrium: Empirical tests. Journal of Political Economy, 81(3), 607-636.\r\nHovakimian, A. (2006). Are observed capital structures determined by equity market timing? Journal of Financial and Quantitative Analysis, 41(1), 221-243.\r\nJensen, M. C., Black, F., & Scholes, M. S. (1972). The capital asset pricing model: Some empirical tests.\r\nJo, H., & Kim, Y. (2007). Disclosure frequency and earnings management. Journal of Financial Economics, 84(2), 561-590.\r\nKeim, D. B. (1983). Size-related anomalies and stock return seasonality: Further empirical evidence. Journal of Financial Economics, 12(1), 13-32.\r\nLin, J.-C., & Wu, Y. (2013). SEO timing and liquidity risk. Journal of Corporate Finance, 19, 95-118.\r\nLintner, J. (1965). Security prices, risk, and maximal gains from diversification. The Journal of Finance, 20(4), 587-615.\r\nLoughran, T., & Ritter, J. R. (1995). The new issues puzzle. The Journal of Finance, 50(1), 23-51.\r\nLoughran, T., & Ritter, J. R. (1997). The operating performance of firms conducting seasoned equity offerings. The Journal of Finance, 52(5), 1823-1850.\r\nMyers, S. C. (1984). Capital structure puzzle. In: National Bureau of economic research Cambridge, Mass., USA.\r\nRangan, S. (1998). Earnings management and the performance of seasoned equity offerings. Journal of Financial Economics, 50(1), 101-122.\r\nShao, J., & Rao, J. (1993). Jackknife inference for heteroscedastic linear regression models. Canadian Journal of Statistics, 21(4), 377-395.\r\nSharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance, 19(3), 425-442.\r\nStattman, D. (1980). Book values and stock returns. The Chicago MBA: A Journal of Selected Papers, 4(1), 25-45.\r\nStein, J. C. (1996). Rational capital budgeting in an irrational world. In: National bureau of economic research Cambridge, Mass., USA.\r\nVuolteenaho, T. (2002). What drives firm-level stock returns? Journal of Finance, 57(1), 233-264.\r\nZaremba, A. (2020). Small-minus-big predicts betting-against-beta: Implications for international equity allocation and market timing. Investment Analysts Journal, 49(4), 322-341.; G0110357039; https://nccur.lib.nccu.edu.tw//handle/140.119/145927; https://nccur.lib.nccu.edu.tw/bitstream/140.119/145927/1/index.html
-
2Dissertation/ Thesis
المؤلفون: 吳倩宜, Wu, Chien-Yi
المساهمون: 國際企業研究所碩博士班, 張紹基, Chang, Shao-Chi
مصطلحات موضوعية: Sunshine Effect, Seasoned Equity Offerings Announcements, 現金增資宣告, 陽光效用, psy, hisphilso