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http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/22395完整後設資料紀錄
| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 吳儀玲(Yi-Lin Wu) | |
| dc.contributor.author | Che-Chun Chou | en |
| dc.contributor.author | 周哲均 | zh_TW |
| dc.date.accessioned | 2021-06-08T04:16:53Z | - |
| dc.date.copyright | 2010-08-04 | |
| dc.date.issued | 2010 | |
| dc.date.submitted | 2010-07-29 | |
| dc.identifier.citation | Akerlof, G.A., 1970. The market for ‘‘lemons’’: quality uncertainty and the market and mechanism. The Quarterly Journal of Economics 84, 488–500.
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/22395 | - |
| dc.description.abstract | 現存的文獻中指出，進行私募的股票，其私募後之股價報酬率的長期表現常有不如未進行私募之股票的現象。本文章以1980~2006年間在美國交易所掛牌交易的公司所發行私募的資料，探討其在發行私募前後流動性風險的變化，並檢定私募前後，納入模擬流動性因子LIQ的二因子資產訂價模型是否有顯著變化。 | zh_TW |
| dc.description.abstract | Previous literature indicates that after the placement the long-term stock return performance of private equities was usually worse than the equities which did not issue the private placement. In the thesis we use the data of private equities which had listed on the stock exchange of United States between 1980~2006 to analyze the pattern of liquidity risk, and we also test whether the two-factor capital asset pricing model that incorporate mimicking liquidity factor (LIQ) had significant structural change before and after private placement. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-08T04:16:53Z (GMT). No. of bitstreams: 1 ntu-99-R97323024-1.pdf: 2168631 bytes, checksum: cc7a5ca3cdea241c96a3f1add1bc121e (MD5) Previous issue date: 2010 | en |
| dc.description.tableofcontents | 目錄
前言…………………………………………………………………P.01 資料描述……………………………………………………………P.08 流動性風險與二因子資產訂價模型………………………………P.12 結論…………………………………………………………………P.34 參考文獻……………………………………………………………P.36 | |
| dc.language.iso | zh-TW | |
| dc.subject | 資產訂價模型 | zh_TW |
| dc.subject | 私募 | zh_TW |
| dc.subject | 長期股價報酬率 | zh_TW |
| dc.subject | 流動性風險 | zh_TW |
| dc.subject | 流動性指標 | zh_TW |
| dc.subject | Capital asset pricing model | en |
| dc.subject | Private placement | en |
| dc.subject | Long-term stock return | en |
| dc.subject | Liquidity risk | en |
| dc.subject | Liquidity measure | en |
| dc.title | 私募股票的流動性風險與股價報酬率 | zh_TW |
| dc.title | The relationship between liquidity risk and expected stock returns for private equity firms | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 98-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 蔡錦堂,詹場 | |
| dc.subject.keyword | 私募,長期股價報酬率,流動性風險,流動性指標,資產訂價模型, | zh_TW |
| dc.subject.keyword | Private placement,Long-term stock return,Liquidity risk,Liquidity measure,Capital asset pricing model, | en |
| dc.relation.page | 38 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2010-07-30 | |
| dc.contributor.author-college | 社會科學院 | zh_TW |
| dc.contributor.author-dept | 經濟學研究所 | zh_TW |
| 顯示於系所單位： | 經濟學系 | |
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|---|---|---|---|
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