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題名:Industry Factors and Partial Capital Market Integration
書刊名:證券市場發展季刊
作者:龔尚智李宗培陳溢茂
作者(外文):Gong, Shang-chiLee, Tsung-peiChen, Yea-mow
出版日期:2000
卷期:12:2=46
頁次:頁55-76
主題關鍵詞:產業因素部份整合Industry factorPartial integration
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:23
期刊論文
1.Ripley, D. M.(1973)。Systematic Elements in the Linkage of National Stock Market Indices。The Review of Economics and Statistics,55,356-361。  new window
2.Dumas, B.、Solnik, B.(1995)。The world price of foreign exchange risk。Journal of Finance,50(2),445-479。  new window
3.Hamao, Y. R.、Masulis, R. W.、Ng, V. K.(1990)。Correlations in Price Changes and Volatility across International Stock Markets。The Review of Financial Studies,3(2),281-307。  new window
4.Harvey, C. R.(1991)。The World Price of Covariance Risk。The Journal of Finance,46,111-157。  new window
5.Maldonado, R.、Saunders, A.(1981)。International Portfolio Diversification and the Intertemporal Stability of International Stock Market Relationships。Financial Management,10,54-63。  new window
6.Chan, K. C.、Gup, B. E.、Pan, M. S.(1992)。An Empirical Analysis of Stock Prices in Major Asian Markets and the United States。The Financial Review,27(2),289-308。  new window
7.Errunza, Vihang R.、Losq, Etienne(1985)。International asset pricing under mild segmentation: Theory and test。Journal of Finance,40(1),105-124。  new window
8.Levy, H.、Sarnat, M.(1970)。International Diversification of Investment Portfolios。American Economic Review,60,668-675。  new window
9.Ferson, Wayne E.、Harvey, Campbell R.(1993)。The Risk and Predictability of International Equity Returns。Review of Financial Studies,6(3),527-566。  new window
10.Bekaert, G.、Harvey, C. R.(1995)。Time-Varying World Market Integration。The Journal of Finance,50(2),403-444。  new window
11.Campbell, John Y.、Hamao, Yasushi(1992)。Predictable Stock Returns in the United States and Japan: A Study of Long-Term Capital Market Integration。Journal of Finance,47(1),43-69。  new window
12.Hilliard, J. E.(1979)。The relationship between equity indices on world exchanges。Journal of Finance,34(1),103-114。  new window
13.Lessard, Donald R.(1976)。World, Country, and Industry Relationships in Equity Returns: Implications for Risk Reduction Through International Diversification。Financial Analysts Journal,32(1),32-38。  new window
14.Roll, Richard(1992)。Industrial structure and the comparative behavior of international stock market indices。Journal of Finance,47(1),3-42。  new window
15.Solnik, B. H.(1974)。The International Pricing: An Empirical Investigation of the World Capital Market Structure。Journal of Finance,29(2),365-378。  new window
16.Breeden, D.、Gibbons, M.、Litzenberger, R.(1989)。Empirical Tests of the Consumption-oriented CAPM。The Journal of Finance,44,231-262。  new window
17.Cho, D. C.、Eun, Cheol S.、Senbet, Lemma W.(1986)。International Arbitrage Pricing Theory: An Empirical Investigation。The Journal of Finance,41,313-330。  new window
18.Errunza, Vihang R.、Losq, Etienne、Padmanabhan, Prasad(1992)。Test of Integration, Mild Segmentation, and Segmentation Hypotheses。Journal of Banking & Finance,16,949-972。  new window
19.Ferson, Wayne、Harvey, Campbell(1994)。Sources of Risk and Expected Returns in Global Equity Markets。Journal of Banking & Finance,18,775-803。  new window
20.Grubel, H. G.、Fadner, K.(1971)。The Interdependence of International Equity Markets。The Journal of Finance,26,89-94。  new window
21.Hassan, M. K.、Naka, Atsuyuki(1996)。Short-run and Long-run Dynamic Linkages among International Stock Markets。International Review of Economics and Finance,5,387-405。  new window
22.Jorion, Phillippe、Schwartz, gEduardo(1986)。Integration vs. Segmentation in the Canadian Stock Market。The Journal of Finance,41,603-614。  new window
23.Meric, I.、Meric(1989)。Potential Gains from International Portfolio Diversification and Intertemporal Stability and Seasonality in International Stock Market Relationships。Journal of Banking & Finance,13,627-640。  new window
24.Philippatos, G. C.、Christofi, A.、Christofi, P.(1983)。The Intertemporal Stability of International Stock Market Relationships: Another View。Financial Management,12(4),63-69。  new window
25.Stehle, R.(1977)。An Empirical Test of the Alternative Hypothesis of National and International Pricing of Risky Assets。The Journal of Finance,32(May),493-502。  new window
26.Hodrick, R. J.、Bekaert, G.(1992)。Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets。The Journal of Finance,47(2),467-509。  new window
27.Harvey, Campbell R.(1989)。Time-varying Conditional Covariances in Tests of Asset Pricing Models。Journal of Financial Economics,24(2),289-317。  new window
其他
1.Alexander, Gordon,Eun, Cheol,Janakiramanan, S.(1986)。International Listings, Sock Return, and Capital Market Integration: Theory and Evidence,0。  new window
 
 
 
 
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