本課程與系所培養學生核心能力關聯度 | 高度關聯 | 中高關聯 | 中度關聯 | 中低關聯 | 低度關聯 |
財金理論與實務專業之能力。 |
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研究分析與規劃執行之能力。 |
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✔
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倫理道德與社會責任之能力。 |
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✔
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國際視野與外國語言之能力。 |
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✔
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本課程培養學生下列知識: |
從公司理財的角度探討企業的投資與籌資決策,並以追求股東權益極大為目標。其次,瞭解企業如何運用金融市場各種工具籌措資金。第三、從財務理論的角度,分析各種金融資產之價值如何決定。最後,針對近來各國資本市場發生的弊端,重新思考財務管理的目標與責任。1.資本重整與資本結構理論2.公司信用評等3.傳統財務危機模型4.莫頓選擇權信用違約模型5.公司治理Finance consists of three interrelated areas:(1) money and capital markets, which deals with securities markets and financial institutions;(2)investments, which focuses on the decisions made by both individual and institutional investors as they choosese;(3)corporate finance, which foucuses on capital budgeting, capital structure, ect.
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每週授課主題 |
第01週:Preliminary Arrangement and briefly introduction第02週:Return predictability – momentum第03週:Return predictability – momentum第04週:Behavior finance第05週:Behavior finance第06週:Behavior finance第07週:Raising capital第08週:Repurchase第09週:Proposal第10週:Corporate capital structure and debt structure第11週:Corporate capital structure and debt structure第12週:Insider trading第13週:Others第14週:Others第15週:Santa-Clara, P. and R. Valkanov, 2003, “The Presid第16週:Final Term--Presentation第17週:Final Term--Presentation第18週:Final Term--Presentation
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成績及評量方式 |
期中考:30%口頭報告:50%平時作業及出席:20%
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證照、國家考試及競賽關係 |
本課程無證照、國家考試及競賽資料。
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主要教材 |
2.Journal papers: such as JF, JFE, JFQA, RFS,...,etc.(教科書)
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參考資料 |
書名:Returns to buying winners and selling losers: Implication for stock market efficiency 作者:Jegadeesh, Narasimhan, and Sheridan Titman 出版年(西元):1993 出版社:書名:Profitability of momentum strategies: An evaluation of alternative explanations 作者:Jegadeesh, Narasimhan, and Sheridan Titman 出版年(西元):2001 出版社:書名:Does the stock market overreact? 作者:De Bondt, Werner, and Richard Thaler 出版年(西元):1985 出版社:書名:Market underreaction to open market repurchases, 作者:Ikenberry, David, Josef Lakonishok, and Theo Vermaelen 出版年(西元):1995 出版社:書名:Are investors reluctant to realize their losses? 作者:Terrance Odean 出版年(西元):1998 出版社:書名:The new issues puzzle, 作者:Loughran, Tim, and Jay R. Ritter, 出版年(西元):1995 出版社:書名:Mimicking Repurchases 作者:Massa, Massimo, Rehman, Zahid, and Theo Vermaelen 出版年(西元):2007 出版社:書名:Testing Static Tradeoff against Pecking Order Models of Capital Structure 作者:Shyam-Sunder, L. and S. Myers 出版年(西元):1999 出版社:書名:Market time and Capital Structure 作者:Baker, Malcolm and Jeffrey Wurgler, 出版年(西元):2002 出版社:書名:Testing the Pecking Order Theory of Capital Structure 作者:Frank, M. and V. Goyal 出版年(西元):2003 出版社:書名:The Dog That Did Not Bark: Insider Trading and Crashes 作者:Marin, Jose M. and Jacques P. Olivier, 出版年(西元):2008 出版社:書名:Good Day sunshine: Stock Returns and the Weather 作者:Hirshleifer, D. and T. Shumway 出版年(西元):2003 出版社:書名:The Presidential Puzzle: Political Cycles and the Stock Market 作者:Santa-Clara, P. and R. Valkanov 出版年(西元):2003 出版社:
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教師資料 |
教師網頁:http://www.cyut.edu.tw/~vcchang/
E-Mail: vcchang@cyut.edu.tw
Office Hour:
星期一,第5~6節,地點:R-228; 星期二,第5節,地點:R-228; 星期二,第6節,地點:T2-703.4; 分機:7824
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