76.  國內可轉換公司債訂價前後股價行為之研究

曾嬿諭; Zeng, Yan-Yu ,  2015
[Graduate Institute & Department of Banking and Finance] Thesis
;轉換價格訂定;股票報酬;事件研究法;Convertible Bonds;Pricing Conversion Price;stock return;Event Study 　　在資訊不對稱的狀況下，大股東及內部人藉由詢價圈購的特性，於轉換價格訂定期間操控股價，使得外部股東財富被移轉給大股東或特定人

77.  放寬漲跌幅對台股波動率之影響

葉瓊芬; Yeh, Chiung-Fen ,  2016
[Graduate Institute & Department of Banking and Finance] Thesis
跌幅限制;流動性;波動性;報酬波動性模型;ARMAX-GJR-GARCH模型;Price Limits;Liquidity;Volatility;Remuneration Volatility Models;ARMAX-GJR-GARCH Models 綜觀世界各國股巿大多無漲跌幅限制規定，而有限制

78.  低庫藏股執行比率公司之股價長短期績效評估

趙音茹; Jau, Yin-Ru ,  2016
[Graduate Institute & Department of Banking and Finance] Thesis
repurchases with low execution rate 庫藏股;事件研究;執行比率;宣告效果;買進持有報酬率;Stock Repurchase;Event Study;execution rate;announcement effect;buy-and-hold returns 近年來，庫藏股制度

79.  臺灣50指數與臺灣中型100指數成分股新增與剔除

股票報酬之研究

李智清; Lee, Chih-Ching ,  2016
[Graduate Institute & Department of Banking and Finance] Thesis
淡江大學財務金融學系碩士在職專班 顧廣平; Ku, Kuang- Ping 李智清 Lee, Chih-Ching 臺灣50指數與臺灣中型100指數成分股新增與剔除 股票報酬之研究 The effect on stock returns of inclusion in or exclusion

80.  台灣商業銀行作業風險與聲譽風險損失實證研究

楊雅惠; Yang, Ya-Huei ,  2016
[Graduate Institute & Department of Banking and Finance] Thesis
loss of Taiwan commercial banks 作業風險;聲譽風險;聲譽損失;事件研究;異常報酬;Operational risk;Reputational Risk;Reputational Loss;Event studay;abnormal return 作業風險事件的發生可能

81.  台灣上市櫃公司財務受限與持有現金對股票報酬之影響

鄭伊婷; Cheng, I-Ting ,  2017
[Graduate Institute & Department of Banking and Finance] Thesis
淡江大學財務金融學系碩士班 林允永; Lin, Yun-Yung 鄭伊婷 Cheng, I-Ting 台灣上市櫃公司財務受限與持有現金對股票報酬之影響 The effect of financial constraint and cash holding on stock returns

82.  資訊揭露評鑑與公司績效之關聯性

蕭馥萱; Hsiao, Fu-Hsuan ,  2017
[Graduate Institute & Department of Banking and Finance] Thesis
Characteristic-Adjusted Return;factor model;Information Disclosure and Transparency Evaluation System;Investment Performances;因子模式;投資績效;特性調整報酬;資訊揭露評鑑系統 本研究使用證

83.  信用評等變動對長期股票報酬之影響 : 以台灣上市櫃公司為例

鄧家任; Teng, Chia-Jen ,  2017
[Graduate Institute & Department of Banking and Finance] Thesis
淡江大學財務金融學系碩士班 邱忠榮; Chiou, Jong-Rong 鄧家任 Teng, Chia-Jen 信用評等變動對長期股票報酬之影響 : 以台灣上市櫃公司為例 The effects of credit rating changes on long-term stock returns

84.  Volatility forecasting and characteristics of equity reits

黃聖志; Huang, Sheng-shih ,  2009
[Graduate Institute & Department of Banking and Finance] Thesis
資信託;WCARR模型;ARJI模型;GJR-ARJI 模型;超額報酬;變幅;Volatility;Equity REITs;WCARR Model;ARJI Model;GJR-ARJI Model;Excess Return;Range 本論文著重於權益型不動產投資信託波動性預測與特性，共包含三

85.  以縱橫平滑移轉模型探討股價與股利非線性關係之研究

葉几豪; Yeh, Chi-hao ,  2009
[Graduate Institute & Department of Banking and Finance] Thesis
between stock prices and dividends by panel smooth transition model 現金股利;負債比率;總資產報酬率;速動比率;縱橫平滑移轉模型;非線性關係;dividends;Debt ratio;returns on asset;quick

86.  融資使用對股票報酬之影響研究─縱橫平滑移轉門檻模型之運用

王嘉祥; Wang, Chia-hsiang ,  2007
[Graduate Institute & Department of Banking and Finance] Thesis
淡江大學財務金融學系碩士在職專班 聶建中; Neih, Chien-chung 王嘉祥 Wang, Chia-hsiang 融資使用對股票報酬之影響研究─縱橫平滑移轉門檻模型之運用 The relationship between Taiwan stock return and margin

87.  國際油價波動對台灣石化工業股價報酬之非線性影響

巫亞璇; Wu, Ya-Hsuan ,  2015
[Graduate Institute & Department of Banking and Finance] Thesis
淡江大學財務金融學系碩士班 聶建中; 樓禎祺; Nieh, Chien-Chung; Lou, Chen-Chi 巫亞璇 Wu, Ya-Hsuan 國際油價波動對台灣石化工業股價報酬之非線性影響 Nonlinear effect of the international oil price

88.  發行可轉換公司債公司的資產規模對ROE之研究

黃盟凱; Huang, Meng-Kai ,  2015
[Graduate Institute & Department of Banking and Finance] Thesis
淡江大學財務金融學系碩士在職專班 謝劍平; 聶建中 黃盟凱 Huang, Meng-Kai 發行可轉換公司債公司的資產規模對ROE之研究 A study of issuing the convertible bond to the ROE 可轉換公司債;股東權益報酬率;負債比率;縱橫門檻平滑移轉

89.  發行次順位金融債對銀行體質之影響

黃品勻; Huang, Pin-Yun ,  2016
[Graduate Institute & Department of Banking and Finance] Thesis
bank capital structure in Taiwan 銀行次順位金融債;發行;事件研究;新巴賽爾協定;三因子;累積平均異常報酬;Debt;Issue;Insider;Event Study;Abnormal Returns;Basel Ⅱ;three factor model

90.  The empirical study of asymmetric relationships in the commodity and financial markets

卓訓方; Cho, Hsun-Fang ,  2016
[Graduate Institute & Department of Banking and Finance] Thesis
and financial markets 商品與金融市場非對稱關聯性之實證研究 不對稱門檻共整合模型;縱橫平滑移轉模型;蔓延效果;油價;糧食價格;匯率;股票報酬;財務比率;安倍經濟學;Asymmetric Threshold Co-integration Model;panel smooth transition