期刊論文1. | Stattman, D.(1980)。Book value and stock returns。The Chicago MBA: A journal of selected papers,4,25-45。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Reinganum, Marc R.(198306)。The Anomalous Stock Market Behavior of Small Firms in January: Empirical Tests for Tax-Loss Effects。Journal of Financial Economics,12(1),281-295。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Fama, Eugene F.(19911200)。Efficient Capital Markets。Journal of Finance,46(5),1575-1617。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Loughran, T.(1997)。Book to market across firm size, exchange and seasonality: Is there an effect?。Journal of Financial and Quantitative Analysis,32(3),249-268。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Basu, S.(1977)。Investment Performance of Common Stocks in Relation to Their Price-earnings Ratios: A Test of the Efficient Market Hypothesis。Journal of Finance,32(3),663-682。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | De Bondt, Werner F. M.、Thaler, Richard H.(1990)。Do Security Analysts Overreact?。The American Economic Review,80(2),52-57。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Fant, L. Franklin、Peterson, David R.(1995)。The Effect of Size, Book-to-market Equity, Prior Returns, and Beta on Stock Returns: January Versus the Remainder of the Year。Journal of Financial Research,18(2),129-142。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Fama, Eugene F.、French, Kenneth R.(1995)。Size and Book-to-Market Factors in Earnings and Returns。The Journal of Finance,50(1),131-155。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Keim, Donald B.(1983)。Size-Related Anomalies and Stock Return Seasonality: Further Empirical Evidence。Journal of Financial Economics,12(1),13-32。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance,42(3),557-581。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Myers, Stewart C.、Majluf, Nicholas S.(1984)。Corporate Financing and Investment Decisions When Firms Have Information That Investor Do Not Have。Journal of Financial Economics,13(2),187-221。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Bhandari, Laxmi Chand(1988)。Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence。Journal of Finance,43(2),507-528。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Chan, Louis K. C.、Lakonishok, Josef、Hamao, Yasushi(1991)。Fundamentals and Stock Returns in Japan。The Journal of Finance,46(5),1739-1789。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Reinganum, Marc R.(1981)。Misspecification of capital asset pricing: empirical anomalies based on earnings yields and market values。Journal of Financial Economics,9(1),19-46。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Basu, Sanjoy(1983)。The Relationship between Earnings' Yield, Market Value and Return for NYSE Common Stocks: Further Evidence。Journal of Finance Economics,12(1),129-156。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | 方智強、姚明慶(19980900)。臺灣上市公司的淨值市價比現象。管理學報,15(3),367-391。 延伸查詢![new window](/gs32/images/newin.png) |
24. | 楊朝成、林容如(1993)。規模效果、本益比效果與一月效應:臺灣股市之實證研究。社會科學論叢,41,161-184。 延伸查詢![new window](/gs32/images/newin.png) |
25. | Ball, R.(1978)。Anomalies in Relationships between Securities' Yields and Yield-surrogates。Journal of Financial Economics,6,103-126。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Dimson, E.、Marsh, P.(1986)。Event Study Methodologies and the Size Effect: the Case of UK Press Recommendations。Journal of Financial Economics,17,113-142。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Mcwilliams, J. D.(1966)。Prices, Earnings and P/E ratio。Financial Analysts Journal,137-142。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
學位論文1. | 許維真(1996)。何種益本比資料有助於選股?--臺灣股市橫斷面報酬率影響因素之研究(碩士論文)。國立台灣大學。 延伸查詢![new window](/gs32/images/newin.png) |
2. | 張憶萍(1994)。財務比率、公司規模與股票超常報酬關係之實證研究(碩士論文)。國立中央大學。 延伸查詢![new window](/gs32/images/newin.png) |
3. | 施純玉(1997)。淨值市價比效果之探討(碩士論文)。國立臺灣大學。 延伸查詢![new window](/gs32/images/newin.png) |
4. | 金傑敏(1996)。公司規模、權益帳面價值對市值比、前期報酬及系統性風險對股票報酬之影響(碩士論文)。淡江大學。 延伸查詢![new window](/gs32/images/newin.png) |
5. | 胡玉雪(1994)。益本比、淨值/市價比及公司規模對股票報酬之影響:相似無關迴歸法之應用(碩士論文)。國立臺灣大學。 延伸查詢![new window](/gs32/images/newin.png) |
6. | 郭逢春(1993)。臺灣上市公司在不同投資區間下的淨值/市價比效果(碩士論文)。國立臺灣大學。 延伸查詢![new window](/gs32/images/newin.png) |
7. | 余招賢(1997)。臺灣股票市場風險、規模、淨值╱市價比、成交量週轉率與報酬之關係(碩士論文)。國立交通大學。 延伸查詢![new window](/gs32/images/newin.png) |
8. | 李俊龍(1990)。公司規模、負債權益比與股票報酬關係之實證研究,0。 延伸查詢![new window](/gs32/images/newin.png) |
9. | 姚明慶(1996)。普通股淨值市價比與預測報酬,0。 延伸查詢![new window](/gs32/images/newin.png) |
10. | 李銘仁(1997)。多空時期下公司本益比、淨值市價比與股票報酬率間關係之研究,0。 延伸查詢![new window](/gs32/images/newin.png) |
11. | 許宏彬(1994)。臺灣股票市場規模效應與元月效應之實證研究,0。 延伸查詢![new window](/gs32/images/newin.png) |
12. | 鄭文昇(1997)。臺灣股市益本比效應之實證研究,0。 延伸查詢![new window](/gs32/images/newin.png) |