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題名:盈餘與股價因果關係之實證研究
書刊名:當代會計
作者:葉金成李冠豪
作者(外文):Yeh, Chin-chenLee, Kuan-hoa
出版日期:2001
卷期:2:1
頁次:頁17-37
主題關鍵詞:資訊內涵盈餘股價葛蘭吉因果Information contentEarningsStock pricesGranger causality
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(5) 博士論文(2) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:5
  • 共同引用共同引用:1
  • 點閱點閱:145
期刊論文
1.Sims, C. A.(1972)。Money, income and causality。American Economic Review,62,540-552。  new window
2.Easton, Peter D.、Zmijewski, Mark E.(1989)。Cross-Sectional Variation in the Stock Market Response to Accounting Earnings Announcements。Journal of Accounting and Economics,11(2/3),117-141。  new window
3.Kormendi, Roger、Lipe, Robert(1987)。Earnings Innovations, Earnings Persistence, and Stock Returns。Journal of Business,60(3),323-345。  new window
4.Hsiao, Cheng(1979)。Causality Tests in Econometrics。Journal of Economic Dynamics and Control,1(4),321-346。  new window
5.Johansen, Søren、Juselius, Katarina(1990)。Maximum Likelihood Estimation and Inference on Cointegration: with Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
6.Beaver, William、Lambert, Richard、Morse, Dale(1980)。The information content of security prices。Journal of Accounting and Economics,2(1),3-28。  new window
7.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
8.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
9.Beaver, William H.、Clarke, Roger、Wright, William F.(1979)。The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors。Journal of Accounting Research,17(2),316-340。  new window
會議論文
1.Akaike, H.(1973)。Information Theory and an Extension of the Maximum Likelihood Principle。The Second International Symposium on Information Theory。Budapest:Akademiai Kiado。267-281。  new window
學位論文
1.余尚武(1986)。臺灣證券市場股票上市公司盈餘宣告所含資訊內容之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
2.李淑華(1993)。公司規模對異常報酬及盈餘反應係數之影響(碩士論文)。國立臺灣大學。  延伸查詢new window
3.王月玲(1994)。會計資訊內涵之研究:報酬預測模式與盈餘組成分子之關聯性(碩士論文)。國立臺灣大學。  延伸查詢new window
其他
1.王佑民(1995)。年度盈餘資訊內容之研究:以台灣股票上市公司為實證。  延伸查詢new window
2.吳麗紅(1993)。年度盈餘資訊效率性之探討。new window  延伸查詢new window
3.張鴻基(1983)。台灣證券市場股票上市公司每季盈餘時間序列特性及資訊之研究。  延伸查詢new window
4.郭娟華(1999)。盈餘特性對統計盈餘預測模式準確性之影響。  延伸查詢new window
5.陳韻如(1999)。盈餘與股價VAR模型之實證研究--台灣上市電子業。  延伸查詢new window
6.喬慧雯(1997)。上市公司季盈餘宣告資訊內涵之實證研究。  延伸查詢new window
7.黃敏助(1991)。財團法人中華民國證券發展基金會。  延伸查詢new window
8.楊陳松(1997)。盈餘與股價關係模式之比較研究。  延伸查詢new window
9.楊智堯(1998)。盈餘與股價之資訊內涵--聯立方程式法。  延伸查詢new window
10.鄒旭昇(1995)。股利、股價、盈餘因果關係之研究。  延伸查詢new window
11.Beaver, William H., Mary Lea Mcanally, and Christopher H.Stinson(1980)。The Information Context of Earnings and Prices A Simultaneous Equation Approach。  new window
12.Ball, R. and P. Brown(1968)。An empirical of accounting income numbers。  new window
13.Beaver, R. Lambert, and S. Ryan(1987)。The information content of security prices: Asecond look。  new window
14.Beaver, M. McAnally, and C. Stinion(1997)。The information content of earnings and prices: A simultaneous equation approach。  new window
15.Granger, C. W. J.(1969)。Investigating Causal Relation by Econometric Models and Cross-Spectral Methods。  new window
16.MacKinnon, J. G.(1990)。Critical Values for Cointegration Tests, Forthcoming in Modelling Long Run Economic Relationships。  new window
17.Pierce, David A., and Haugh, Lary D.(1977)。Causality in Temproal Systems--Characterizations and a Survey。  new window
 
 
 
 
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