一、中文部分
王蕙菱 (2004)。以SARS疾病災難事件,探討對股票市場之影響以台灣生技醫療產業類股為例。未出版碩士論文,國立陽明醫務管理研究所。
沈中華與李建然 (2001)。事件研究法:財務與會計實證研究必備。台北:華泰文化事業公司。
何如茵 (2002)。台灣金融控股公司申設宣告效果之研究。未出版碩士論文,銘傳大學金融研究所。余慧玲 (1998)。經濟事件與非經濟事件對於股市的影響。未出版碩士論文,國立成功大學會計研究所。周賓凰與蔡坤芳 (1997)。台灣股市日資料特性與事件研究法。證券市場發展季刊。13,1-27。
林章德 (2000)。上市公司重大投資宣告對股價影響之研究。未出版碩士論文,東海大學管理研究所。林栗羽 (2001)。土地增值稅減半徵收之市場反應研究。未出版碩士論文,國立台灣大學會計學研究所。林麗姬 (2000)。探討美、日、星、台的重大災難與股市關係之實證研究。未出版碩士論文,中原大學企業管理研究所。吳奉遠 (2002)。巨災事件對產險業股價影響之研究。未出版碩士論文,中正大學財務金融研究所。黃泰銘 (2001)。上市公司股票買回宣告期間買賣價差行為之實證研究。未出版碩士論文,淡江大學財務金融研究所。陳柔汶 (2003)。第二次波斯灣戰爭事件對股票異常報酬影響之研究。未出版碩士論文,高雄第一科技大學金融營運研究所。曾昱達 (2002)。大眾媒體推薦資訊對台灣股票市場之影響。未出版碩士論文,朝陽科技大學財務金融所。葉淑玲 (2003)。台灣重大災難事件對產險業股價報酬之影響。未出版碩士論文,高雄第一科技大學金融營運研究所。劉瑞宗 (1995)。股利宣告與股價關係之研究-兼論Native Model之適當性。未出版碩士論文,國立政治大學會計研究所。
劉思綺 (2001)。財務預測對股價影響之研究。未出版碩士論文,朝陽科技大學財務金融所。蔡佳燕 (2003)。重大災難事件貴股票市場之影響-以台灣921集集大地震對電子業、銀行業、營建業為例。未出版碩士論文,高雄第一科技大學金融研究所。鐘雨潼 (2003)。台灣2002年公開資訊觀測站重大訊息之資訊內涵分析。未出版碩士論文,淡江大學管理科學研究所。
二、英文部分
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Bowman, R. G. (1983). Understanding and conducting event studies. Journal of Business Finance of Accounting. 6, 84-561.
Boehmer, E., J. Musumeci, A. B. Poulsen (1991). Event-study methodology under conditions of event- induced variance. Journal of Financial Economics. 30, 72-253.
Bosch, J.C., Eckard, W. and Singal, V. (1989). The competitive impact of air crasher: Stock market evidence. Journal of Law and Economics. 41, 503-520
Bradford, B. M. and H. D. Robison (1997).Abnormal Returns, Risk, and Financial Statement Data: The case of the Iraqi Invasion of Kuwait. Journal of Economics and Business, 49, 193-204.
Brown, S. J. and J. B. Warner (1980). Measuring security price performance. Journal of Financial Economics, 8, 58-205.
Brown, S. J. and J. B. Warner (1985).Using daily stock returns: the case of event study. Journal of Financial Economics, 14, 86-170.
Brealey, R. A. and Myers, S. C. (1984). Principles of Corporate Finance. McGraw-Hill, London, Second Edition.
Dietrich, J. R., Kachelmeier S. J., Kleinmuntz D. N., and Linsmeier T. J.,(2001). Market Efficiency, Bounded Rationality, and Supplemental Business Reporting Disclosures. Journal of Accounting Research, 39, 243-268.
Dyckman, T., D. Philbrick and J. Stephan (1984). A comparison of event study methodologies using daily stock returns: A simulation approach. Journal of Accounting Research, 22, 1-33.
Fama, E. F., Fisher L., Jensen M. C. and Roll R. (1969). The Adjustment of Stock Price to New information. International Economic Review, 10, 1-21.
Fama, Eugene F. (1970). Efficiency Captial Market: A Review of Theory and Empirical Work. Journal of Finance, 25, 383-417.
Fama, E. F.(1991). Efficient Capital Market: II. Journal of Finance, 46, 1575-1617.
Grant, E. B. (1980). Market implication of differential anounts of interim information. Journal of Accounting Research, 18, 68-255.
Kalay, A. and U. (1985). Predictable events and excess returns. Journal of Financial Economics, 14, 50-423.
Kalra, R., G. V. Henderson, Jr., and G. A. Raines, Spring (1993). Effects of the Chernobyl Nuclear Accident on Utility Share Prices. Quarterly Journal of Business and Economics, 32, 52-77.
Lamb, R. P, (1995). An Exposure-Based Analysis of Property-Liability Insurer Stock Values Around Hurricane Andrew. Journal of Risk and Insurance, 62, 111-123.
McNicholls, M., and J. G. Manegold (1983). The effect of the information environment on the relation ship between financial disclosure and security price variability. Journal of Accounting and Economics, 5, 49-74.
Nobuyoshi Yamori and Takeshi Kobayashi, September (1999). Is It True that Insurers Benefit From A Catastrophi Event: Market Reactions to the 1995 Hanshin-awaji Earthquake. Pacific Basin Working Paper Series, 1-18.
Ohlson, J. A. (1980). Financial Rations and the Probalistic Prediction of Bankruptcy. Journal of Accounting Research, 18, 109-191.
Pattel, J. M. and M. A. Wolfson (1979). Anticipated information releases reflected in call option prices. Journal of Accounting and Economics, 1, 40-117.
Patten, D., Nance, J. (1998). Regulatory Cost Effect in A Good News Environment : The Intra- Industry Reaction to The Alaskan Oil Spill. Journal of Accounting and Public Policy, 17, 409-429.
Peterson, P. P. (1989). Event study: A review of issues and methodology. Quarter Journal of Business and Economics, 28, 36-66.
Schadewitz, H. J., Kanto A. J., Kahra H. and Blevins D. R. (2002). An Analysis of the Impact of Varying Levels of Interim Disclosure on Finnish Share Prices With in Five Days of the Announcement. American Business Review, 20, 33-46.
Shelor, R.M., Anderson, D.C., and Cross,M.L. (1991). The Impact of The California Earthquake on Real Estate Firm’s Stock Value. Journal of Real Estate Research, 5, 335-364.
Shelor, R.M., Anderson, D.C., and Cross,M.L. (1992). Gaining from Loss Property-Liability Insurer Stock Value in the Aftermath of the 1989 California Earthquake. Journal of Risk and Insurance, 55, 476-487.
Tumarkin, R., and Whitelaw R.F. (2001). News or Noise? Internaet Postings and Stock Prices. Financial Analysts Journal, 57, 41-45.