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題名:規模、淨值市價投資策略與投資組合之績效評估--共同基金之研究
書刊名:管理研究學報
作者:陳安琳 引用關係張舜蘇錦俊 引用關係
作者(外文):Chen, AnlinChang, ShunSu, Chin-chun
出版日期:2002
卷期:2:1
頁次:頁1-19
主題關鍵詞:規模淨值市價比投資策略共同基金投資組合績效SizeBook-to-marketInvestment strategyMutual fundsPortfolio performance
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:7
  • 點閱點閱:21
期刊論文
1.Chan, L. K. C.、Chen, N. F.(1991)。Structure and Return Characteristics of Small and Large Firms。Journal of Finance,46,1467-1484。  new window
2.顧廣平、吳壽山、許和鈞(19950400)。漲跌幅與公司規模對股票報酬之影響--臺灣股票市場之實證研究。證券市場發展,7(2)=26,1-28。new window  延伸查詢new window
3.Chan, L. K. C.、Hamao, Y.、Lakonishok, J.(1991)。Fundamentals and Stock Returns on Japan。Journal of Finance,46,1739-1764。  new window
4.Grinblatt, M.、Titman, S.(1989)。Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings。Journal of Business,62,393-416。  new window
5.Ippolito, R. A.(1989)。Efficiency with Costly Information: A Study of Mutual Fund Performance, 1965-1984。Quarterly Journal of Economics,104(1),1-24。  new window
6.Kim, T.(1978)。An Assessment of the Performance of Mutual Fund Management: 1969-1975。Journal of Financial and Quantitative Analysis,13,385-406。  new window
7.Malkiel, Burton G.(1995)。Returns from Investing in Equity Mutual Funds 1971 to 1991。Journal of Finance,50(2),549-572。  new window
8.Roll, R.(1981)。A Possible Explanation of Small Firm Effect。Journal of Finance,36,879-888。  new window
9.Brav, A.、Geczy, C.、Gompers, P. A.(2000)。Is the Abnormal Return Following Equity Issuances Anomalous?。Journal of Financial Economics,56,209-249。  new window
10.Reinganum, M. R.(1981)。The Arbitrage Pricing Theory: Some Empirical Evidence。Journal of Finance,36,313-322。  new window
11.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
12.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。  new window
13.Treynor, Jack L.(1965)。How to rate management of investment funds?。Harvard Business Review,43(1),63-75。  new window
14.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
15.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
16.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
17.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。  new window
18.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
19.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
20.Malkiel, Burton G.、Xu, Yexiao(1997)。Risk and return revisited。The Journal of Portfolio Management,23(3),9-14。  new window
21.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
22.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
23.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
24.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
25.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。  new window
會議論文
1.陳安琳(1999)。The Stable Factors for the Stock Returns in Taiwan: Cross-Validation, Factor Analysis and Simulation。第八屆證券暨金融市場理論與實務研討會。  延伸查詢new window
研究報告
1.林煜宗(1994)。市場型態、股價淨值比、本益比及公司規模對股票報酬率之影響。  延伸查詢new window
學位論文
1.阮俊嘉(1997)。台灣地區共同基金型態之績效評估研究(碩士論文)。朝陽技術學院。  延伸查詢new window
2.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
3.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
4.陳建良(1994)。我國股票市場異常現象之實證研究(碩士論文)。國立交通大學。  延伸查詢new window
5.黃昭祥(1992)。臺灣股市公司規模、本益比、殖利率與價格效應交互作用之實證研究(碩士論文)。國立中正大學。  延伸查詢new window
6.楊晉昌(1995)。共同基金型態與操作績效之研究(碩士論文)。國立政治大學。  延伸查詢new window
7.謝富全(1995)。我國共同基金績效及其績效持續性之研究(碩士論文)。國立臺灣科技大學。  延伸查詢new window
8.蘇新業(1989)。評估國內共同基金投資績效之實證研究(碩士論文)。國立成功大學。  延伸查詢new window
9.顧廣平(1994)。漲跌幅與公司規模對股票報酬之影響--台灣股票市場之實證研究(碩士論文)。國立交通大學。  延伸查詢new window
10.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
 
 
 
 
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