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題名:以條件資產定價模型探討資產報酬的決定--臺灣股票市場1991年~1998年實證分析
書刊名:交大管理學報
作者:陶宏麟 引用關係李家宜
作者(外文):Tao, Hung-linLee, Chia-i
出版日期:2001
卷期:21:2
頁次:頁173-198
主題關鍵詞:靜態CAPM條件的CAPM人力資本風險貼水Static CAPMConditional CAPMHuman capitalRisk premium
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(0) 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:0
  • 共同引用共同引用:0
  • 點閱點閱:13
期刊論文
1.Jagannathan, Ravi、Wang, Zhenyu。The Conditional CAPM and the Cross-section of Expected Returns。The Journal of Finance,51(1),3-53。  new window
2.Chan, K. C.、Chen, N. F.(1988)。An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk。The Journal of Finance,43(2),309-325。  new window
3.Connor, G.、Korajczyk, R. A.(1988)。Risk and Return in an Equilibrium APT: Application of a New Test Methodology。Journal of Financial Economics,21(2),255-289。  new window
4.Lehmann, B. N.、Modest, D. M.(1988)。The Empirical Foundations of the Arbitrage Pricing Theory。Journal of Financial Economics,21(2),213-254。  new window
5.Russell-Bennett, Rebekah、McColl-Kennedy, Janet R.、Coote, Leonard V.(2007)。Involvement, satisfaction, and brand loyalty in a small business services setting。Journal of Business Research,60(12),1253-1260。  new window
6.Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business,59(3),383-403。  new window
7.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。  new window
8.Lintner, John(1965)。The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets。Review of Economics and Statistics,47(1),13-37。  new window
9.Roll, Richard(1977)。A Critique of the Asset pricing Theory's Tests, Part I: On Past and Potential Testability of the Theory。Journal of Financial Economics,4(2),129-176。  new window
10.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
11.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
12.Kim, M. K.、Wu, C.(1987)。Macroeconomic factors and stock returns。The Journal of Financial Research,10,87-98。  new window
13.Hansen, L. P.、Jagannathan, R.(1991)。Implications of Security Market Data for Model of Dynamic Economies。Journal of Political Economy,99(2),225-262。  new window
14.Jegadeesh, N.(1992)。Does market risk really explain the size effects?。Journal of Financial and Quantitative Analysis,27,337-351。  new window
15.Schwert, G. W.、Fama, E. F.(1977)。Human capital and capital market equilibrium。Journal of Financial Economics,4,95-125。  new window
學位論文
1.高蘭芬(1990)。資本資產定價模式於臺灣股票市場之實證研究--概度比檢定之應用(碩士論文)。國立台灣大學商學研究所。  延伸查詢new window
2.杜金龍(1981)。資本資產定價模式於證券投資之應用,0。  延伸查詢new window
3.林秋蓮(1986)。CAPM、APT應用於臺灣上市股票報酬率之比較性研究,0。  延伸查詢new window
4.楊明栽(1997)。資本資產定價理論在臺灣股票市場之實證研究,0。  延伸查詢new window
圖書論文
1.Mayers, D.(1972)。Nonmarketable assets and capital market equilibrium under uncertainty。Studies in the Theory of Capital Markets。New York, NY:Praeger。  new window
 
 
 
 
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