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  • 學位論文

投資人情緒與初次上市櫃公司內含價值及長短期績效之關連性

The Relationship Among Investor Sentiment, Initial Return, and Long-Run Performance of IPOs intrinsic value.

指導教授 : 陳薇如
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參考文獻


陳安琳,2001,各種衡量模型下新上市公司股票的長期報酬,中國財務學刊,第九卷,第三期:1-20。
Aggarwal, R. and P. Rivoli. 1990. Fads in the initial public offering market. Financial Management 19(4): 45-57.
Allen, F., and G. R. Faulhaber. 1989. Signaling by underpricing in the IPO market. Journal of Financial Economics, 23(2): 303-323
Baker, M., and J. C. Stein. 2004. Market liquidity as a sentiment indicator. Journal of Financial Economics 7(3): 271-299.
Baker, M., and J. Wurgler. 2007. Investor sentiment in the stock market. Journal of Economic Perspectives 21(2): 129-151.

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