臺大管理論叢第31卷第3期

142 The Study of Gambling Preference, Trading Pattern and Excess Comovement in Lottery-Like Stock Returns References 王朝仕,2014,以樂透觀點檢視現金增資股票申購需求,臺大管理論叢,24 卷 2 期:53-82。(Wang, Chao-Shi. 2014. Using the lottery view to analyze the subscription fads of SEOs. NTU Management Review, 24 (2): 53-82.) 王銘駿、陳宜伶、吳昭億與林韋伶,2014,誰在交易樂透性質的選擇權,應用經 濟論叢,96 期:191-228。(Wang, Ming-Chun, Chen, Yi-Ling, Wu, Chao-Yi, and Lin, Wei-Ling. 2014. Who gambles in the option market?. Taiwan Journal of Applied Economics, 96: 191-228.) 林宗輝、周玉娟與戚務君,2012,財務報表重編與資金成本,中山管理評論,20 卷 2期:533-567。(Lin, Tzong-Huei, Chou, Yu-Chuan, and Chi, Wu-Chun. 2012. Accounting restatements and cost of equity capital. Sun Yat-sen Management Review, 20 (2): 533-567.) 紀信義、翁慈青與黃馨儀,2016,董事會政治關連與財務報表重編之關係,中山管 理評論,24 卷3 期:409-445。(Chi, Hsin-Yi, Weng, Tzu-Ching, and Huang, Hsin-Yi. 2016. The relation between politically connected board and accounting restatements. Sun Yat-sen Management Review, 24 (3): 409-445.) 許菁旂、黃文聰與黃振聰,2015,投資人情緒對低波動異常現象的預測力:市場 狀態的影響,管理學報,32 卷 4 期:399-424。(Hsu, Chi-Ching, Huang, Wen-Tsung, and Huang, Jen-Jsung. 2015. Predictability of investor sentiment of “low-volatility anomaly” in distinct market states. Journal of Management and Business Research, 32 (4): 399-424.) 蔡佩蓉、王元章與張眾卓,2009,投資人情緒、公司特徵與台灣股票報酬之研究, 經濟研究期刊,45卷2期:273-322。(Tsai, Pei-Jung, Wang, Yung-Jang, and Chang, Chong-Chuo. 2009. Investor sentiment, firm characteristics, and stock returns in Taiwan. Taipei Economic Inquiry, 45 (2): 273-322.) Adhikari, B. K., and Agrawal, A. 2016. Religion, gambling attitudes and corporate innovation. Journal of Corporate Finance, 37: 229-248. Agarwal, V., Jiang, L., and Wen, Q. 2020. Why do mutual funds hold lottery stocks?. (Georgetown McDonough School of Business Research Paper No. 3164692), Journal of Financial and Quantitative Analysis, doi:http://dx.doi.org/10.2139/ ssrn.3164692 Akbas, F., Armstrong, W. J., Sorescu, S., and Subrahmanyam, A. 2015. Smart money, dumb money, and capital market anomalies. Journal of Financial Economics, 118 (2): 355-382.

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