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題名:現金流量、帳面價值、市場價值、帳面價值對市場價值比率與股票報酬之關係--臺灣股票市場規模效果之研究
書刊名:輔仁管理評論
作者:蔡文賢 引用關係林建煌 引用關係蔡佳靜 引用關係
作者(外文):Tsai, Wen-hsienLin, Chien-huangTsai, Chia-ching
出版日期:2001
卷期:8:2
頁次:頁141-163
主題關鍵詞:現金流量帳面價值市場價值帳面價值對市場價值比率股票報酬規模效果Cash flowBook valueMarket valueBook-to-market ratioStock returnSize effect
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(1) 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:6
  • 點閱點閱:72
期刊論文
1.Berk, Jonathan B.(1995)。A critique of size-related anomalies。Review of Financial Studies,8(2),275-286。  new window
2.Zarowin, P.(1990)。Size, seasonality and stock market overreaction。Journal of Financial and Quantitative Analysis,25(1),113-125。  new window
3.許和鈞、巫永森、王琮瑜(19970400)。共同基金的類型、規模與其操作績效關係之研究。交大管理學報,17(1),91-112。new window  延伸查詢new window
4.楊朝成、林容如(19931100)。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
5.Blume, M. E.、Stambaugh, R. F.(1983)。Biases in Computed Retums-An Application to the Size Effect。Journal of Financial Economics,12,387-404。  new window
6.Berk, J. B.(1997)。Does Size Really Matter。Financial Analysts Journal,53,12-18。  new window
7.Reinganum, M. R.(1983)。The Anomalous Stock Market Behavior of Small Firms in January: Empirical tests for Tax-loss Selling Effects。Journal of Financial Economics,12,89-104。  new window
8.Richardson, T.、Peterson, D. R.(1999)。The Cross-autocorrelation of Sized-based Portfolio Returns is not an artifact of portfolio autocorrelation。Journal of Financial Research,22,1-13。  new window
9.Fama, Eugene F.、French, K. R.(1998)。Market Efficiency, Long-Term Returns, and Behavioral Finance。Journal of Financial Economics,49(3),283-306。  new window
10.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
11.Keim, Donald B.(1983)。Size-Related Anomalies and Stock Return Seasonality: Further Empirical Evidence。Journal of Financial Economics,12(1),13-32。  new window
12.Chan, Ka Keung Ceajer、Chen, Nai Fu(1991)。Structural and Return Characteristics of Small and Large Firms。Journal of Finance,46(4),1467-1484。  new window
13.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。  new window
14.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
圖書
1.Cuthbertson, K.(1996)。Quantitative Financial Economics-Stocks, Bonds and Foreign Exchange。John Wiley & Sons。  new window
2.Keane, S. M.(1983)。Stock Market Efficiency: Theory, Evidence and Implication。Oxford:Philip Allan。  new window
 
 
 
 
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