| 參考文獻 | 一、中文部份
1.古茂新，國內可轉換公司債無風險套利交易模式之實證研究，大葉大學國際企業管理學系碩士班碩士論文，民國九十三年六月。
2.宋榮娥，可轉換公司債附轉換價格重2/設之公司特性探討，中國文化大學會計研究所碩士論文，民國89年。
3.陳宏銓，臺灣折價可轉換公司債的投資研究-以臺灣上市上櫃公司為例，國立台灣大學財務金融研究所碩士論文，民國九十三年六月。
4.黃超群，國內可轉換公司債操作策略及融券與轉換限制下的轉換套利研究，國立成功大學企業管理學系在職專班碩士論文，民國九十四年一月。
5.楊琅傑，重大事件發生對國內可轉換公司債套利之最適因應策略分析，國立雲林科技大學企業管理系碩士班碩士論文，民國九十三年六月。
6.蔡揚威，企業發行可轉換公司債對其股價的影響性-以台灣上市上櫃公司為例，國立台灣大學財務金融研究所碩士論文，民國九十三年六月。
7.謝宏裕，首次發行可轉換公司債折價發行現象之探討，國立中山大學企業管理學系研究所碩士論文，民國九十一年六月。
二、英文部份
1. Ammann, Manuel, Axel Kind and Christian Wilde. Are convertible bonds underpriced? An analysis of the French market. Journal of Banking & Finance, 27(4): 635-654, April 2003.
2. Ayache, E., P. A. Forsyth, K. R. Vetzal. Valuation of convertible bonds with credit risk. Journal of Derivatives, 11(1): 9-29, Fall 2003.
3.Barkley, Tom. Hedge Funds Drive Convertible-Bond Demand as Starwood Launches Its $500 Million Issue. Wall Street Journal, May 8, 2001.C 15.
4. Black, Fisher and Myron Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81: 6370-659, 1973.
5. Brennan, Michael J. and Eduardo S. Schwartz. Convertible bonds: Valuation and optimal strategies for call and conversion. Journal of Finance, 32(5): 1699-1715, Dec 1977.
6. Brennan, Michael J. and Eduardo S. Schwartz. Analyzing convertible bonds. Journal of Financial and Quantitative Analysis, 15(4): 907-927, Nov 1980.
7. Brennan, Michael J. and Eduardo S. Schwartz. The case for convertibles. Journal of Applied Corporate Finance, 1: 55-64, 1988.
8. Brigham, Eugene. An analysis of convertible debentures: Theory and some empirical evidence. Journal of Finance 21: 35-54, 1966.
9 . Campbell, John, Andrew W. Lo and A. Craig MacKinlay. The Econometrics of Financial Markets. Princeton University Press, New Jersey, 1997.
10. Carayannopoulos, Peter. Valuing convertible bonds under the assumption of stochastic interest rates: An empirical investigation. Quarterly Journal of Business and Economics, 35(3): 17-31, 1996.
11. Carayannopoulos, Peter and Madhu Kalimipalli. Convertible bond prices and inherent biases. Journal of Fixed Income, 13(4):64-73, December 2003.
12. Cornell, W. Bradford ,”Are deep discount convertibles underpriced?” Journal of Portfolio Management, 3(3):55-57, Spring 1977.
13. Cox, John C., Jonathan E. Ingersoll and Stephen A. Ross. A theory of the term structure of interest rates. Econometrica , 53(2): 385-407, March 1985.
14 .Green, Richard C. Investment incentives, debt and warrants. Journal of Financial Economics 13: 115-136, 1984.
15 .Hoffmeister, J. Ronald. Use of convertible debt in the early 1970s: A reevaluation of corporate motives. Quarterly Review of Economics and Business, 17:23-32, 1977.
16 .Hung, Mao-Wei and Jr-Yan Wang . Pricing convertible bonds subject to default risk. Journal of Derivatives, 10(2): 75-87, Winter 2002.
17. Ingersoll, Jonathan E. A contingent-claims valuation of convertible securities.Journal of Financial Economics, 2(2), May 1977a.
18. Ingersoll, Jonathan E. An examination of corporate call policies on convertible securities.Journal of Finance, 32(2): 463-478, May 1977b.
19. King, Raymond. Convertible bond valuation: An empirical test. Journal of Financial Research, 9(1): 53-69, Spring 1986.
20 .Kobayashi, Takao, Naruhisa Nakagawa, Akihiko Takahashi. Pricing convertible bonds with default risk. Journal of Fixed Income, 11(3): 20-29, Dec 2001.
21. Lewis, Craig M., Richard J. Rogalski and James K. Seward. Agency problems, information asymmetries and convertible debt security design. Journal of Financial Intermediation, 7: 32-59, 1998.
22. Lewis, Craig M., Richard J. Rogalski and James K. Seward. Industry conditions, growth opportunities and market reations to convertible debt financing decisions? Journal of Banking and Finance,28: 5-27,2003.
23. Lin and Rozeff(1995), “Price Adjustment Delays and Arbitrage
24. Merton, Robert C. On the pricing of corporate debt: The risk structure of interest rates. Journal of Finance, 29(2): 449-469, May 1974.
25. Stein, Jeremy C. Convertible bonds as backdoor equity financing. Journal of Financial Economics, 32: 3-21, 1992.
26. Stovall (1994),“Capturing High Yield via Convertible Arbitrage.”
Financial World, Vol. 163, September: p.72-74.
27. Stevenson, Richard A. Deep-discount convertible bonds: An analysis. Journal of Portfolio Management, 8(4):57-64, Summer 1982.
三、相關網站
1. 中華民國證券櫃檯買賣中心網站，http://www.otc.org.tw/
2. 台灣證券交易所網站，http://www.tse.com.tw/
3. 台灣經濟新報資料庫，http://www.tej.com.tw/
4. 公開資訊觀測站，http://newmops.tse.com.tw/
5. 日盛投信，http://www.jsfund.com.tw/
6. 鉅亨網，http://www.cnyes.com/
7. 證券期貨局，http://www.sfb.gov.tw/case/
|
|---|
