| dc.contributor.advisor | 呂桔誠<br>江永裕 | zh_TW |
| dc.contributor.author (作者) | 曾啟汶 | zh_TW |
| dc.creator (作者) | 曾啟汶 | zh_TW |
| dc.date (日期) | 2011 | en_US |
| dc.date.accessioned | 12-四月-2012 14:00:06 (UTC+8) | - |
| dc.date.available | 12-四月-2012 14:00:06 (UTC+8) | - |
| dc.date.issued (上傳時間) | 12-四月-2012 14:00:06 (UTC+8) | - |
| dc.identifier (其他 識別碼) | G0096932205 | en_US |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/52545 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 經營管理碩士學程(EMBA) | zh_TW |
| dc.description (描述) | 96932205 | zh_TW |
| dc.description (描述) | 100 | zh_TW |
| dc.description.abstract (摘要) | 本研究實證結果發現:(1)興櫃股票提出上市(櫃)申請及證交所(或櫃買中心)上市(櫃)審核通過，對平均每日異常報酬無顯著影響，但對平均每日週轉率有顯著影響。(2)承銷價訂價有明顯低估，持有初上市(櫃)股票二年後累積異常報酬，仍然存在。(3)承銷價折價率高的股票，在興櫃市場有較顯著的異常報酬及週轉率。 | zh_TW |
| dc.description.abstract (摘要) | "第壹章 緒論 1 第一節 研究背景 1 第二節 研究動機與目的 3 第三節 研究流程與架構 4 第貳章 文獻探討 5 第一節 興櫃市場現況 5 第二節 承銷價訂價變革 10 第三節IPO異常報酬文獻探討 13 參章 研究方法 19 第一節 資料來源及樣本收集 19 第二節 研究議題 21 第三節 實證模型與變數定義研究方法 23 第肆章 實證結果 30 議題一特定事件對興櫃市場的影響 32 議題二初次上市(櫃)股票承銷價是否低估 36 議題三承銷價折價率與異常報酬及週轉率的相關性 38 第伍章 結論 45 參考文獻 47 附錄一 樣本公司 50 | - |
| dc.description.tableofcontents | 第壹章 緒論 1 第一節 研究背景 1 第二節 研究動機與目的 3 第三節 研究流程與架構 4 第貳章 文獻探討 5 第一節 興櫃市場現況 5 第二節 承銷價訂價變革 10 第三節IPO異常報酬文獻探討 13 參章 研究方法 19 第一節 資料來源及樣本收集 19 第二節 研究議題 21 第三節 實證模型與變數定義研究方法 23 第肆章 實證結果 30 議題一特定事件對興櫃市場的影響 32 議題二初次上市(櫃)股票承銷價是否低估 36 議題三承銷價折價率與異常報酬及週轉率的相關性 38 第伍章 結論 45 參考文獻 47 附錄一 樣本公司 50 | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0096932205 | en_US |
| dc.subject (關鍵詞) | 異常報酬 | zh_TW |
| dc.subject (關鍵詞) | 興櫃市場 | zh_TW |
| dc.title (題名) | 興櫃市場與初次上市(櫃)股票異常報酬關聯性研究 | zh_TW |
| dc.type (資料類型) | thesis | en |
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