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題名:券商的推薦股票可以實際獲利嗎?
書刊名:證券市場發展季刊
作者:黃旭輝 引用關係許惠婷
作者(外文):Huang, Hsu-hueiHsu, Hui-ting
出版日期:2006
卷期:18:2=70
頁次:頁79-115
主題關鍵詞:效率市場券商資訊不對稱規模週轉率Efficient marketBrokerage firmInformation asymmetrySizeTurnover rate
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(2) 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:2
  • 共同引用共同引用:33
  • 點閱點閱:104
期刊論文
1.Affleck-Graves, J.、Mendenhall, R. R.(1992)。The Relation between the Value Line Enigma and Post-Earnings-Announcement Drift。Journal of Financial Economics,31(1),75-96。  new window
2.Albert, R. L.、Smaby, T. R.(1996)。Market Response to Analyst Recommendations in the ‘Dartboard’ Column : The Information and Price-Pressure Effects。Review of Financial Economics,5,59-74。  new window
3.Barber, B.、Lehavy, R.、McNichols, M.、Trueman, B.(2001)。Can Investors Profit from the Prophets? Security Analyst Recommondations and Returns。Journal of Finance,56,531-563。  new window
4.Chandy, P. R.、Peavy, J. W.、Reichenstein, W.(1993)。A Note on the Value Line Stock Highlights。The Journal of Financial Research,16(2),171-179。  new window
5.Greene, J.、Smart, S.(1999)。Liquidity Provision and Noise Trading : Evidence from the Investment '€˜Dartboard'€™ Column。Journal of Finance,54,1885-1899。  new window
6.Kim, S. T.、Lin, J. C.、Slovin, M. B.(1997)。Market Structure, Informed Trading, and Analysts'€™s Recommendation。Journal of Financial and Quantitative Analyst,32,507-524。  new window
7.Lee, C. M. C.(2001)。Market Efficiency and Accounting Research: a Discussion of Capital Market Research in Accounting by S. R Kothari。Journal of Accounting and Economics,31,233-253。  new window
8.Nunn, J. R.、Keneth, P. M.、Gerald, P.、Gombola, M. J.(1983)。Are Some Insiders More Insider than Others?。Journal of Portfolio Management,9(3),65-71。  new window
9.Peterson, D. R.(1995)。The Informative Role of the Value Line Investment Survey: Evidence from 'Stock Highlights'。Journal of Financial and Quantitative Analysis,30,607-618。  new window
10.Sant, R.、Zaman, M. A.(1996)。Market Reaction to Business Week '€˜Inside Wall Street' Column : A Self-Fulfillling Prophecy。Journal of Banking & Finance,20,617-643。  new window
11.Beneish, M. D.(1991)。Stock Price and the Dissemination of Analysts' Recommendations。Journal of Business,64(3),393-416。  new window
12.Holloway, C.(1981)。A Note on Testing in Aggressive Investment Strategy Using Value Line Ranks。Journal of Finance,36(3),711-719。  new window
13.Pruitt, S.、Van Ness, B. F.、Van Ness, R. A.(2000)。Clientele Trading in Response to Published Information: Evidence from the Dartboard column。The Journal of Financial Research,23(1),1-13。  new window
14.Datta, S.、Datta, M. I.、Patel, A.(2000)。Some evidence on the uniqueness of initial public debt offerings。Journal of Finance,55(2),715-743。  new window
15.Bjerring, J. H.、Lakonishok, J.、Vermaelen, T.(1983)。Stock Price and Financial Analysts' Recommendations。Journal of Finance,38(1),187-204。  new window
16.Bauman, W. S.、Datta, S.、Iskandar-Datt, M. E.(1995)。Investment analyst Recommendations: A Test of the Announcement Effect and the Valuable Information Effect。Journal of Business Finance and Accounting,22(5),659-670。  new window
17.Huth, W. L.、Maris, B. A.(1992)。Large and small firm stock price response to 'heard on the street' recommendations。Journal of Accounting, Auditing and Finance,7(1),27-44。  new window
18.Palmon, O.、Sun, H. L.、Tang, A. P.(1994)。The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume。The Financial Review,29(3),395-417。  new window
19.Liu, P.、Smith, S. D.、Syed, A. A.(1990)。Stock Price Reactions to The Wall Street Journal's Securities Recommendations。Journal of Financial and Quantitative Analysis,25(3),399-410。  new window
20.Copeland, Thomas E.、Mayers, David(1982)。The Value Line Enigma (1965-1978): A Case Study of Performance Evaluation Issues。Journal of Financial Economics,10(3),289-321。  new window
21.陳家彬(19990600)。臺灣地區股票報酬之橫斷面分析:三因子模式之實證。國立中興大學人文社會學報,8,213-236。  延伸查詢new window
22.Jaffe, Jeffrey F.(1974)。Special information and insider trading。Journal of Business,47(3),410-428。  new window
23.Barber, M. Brad、Loeffler, Douglas(1993)。The 'Dartboard' Column: Second-Hand Information and Price Pressure。Journal of Financial and Quantitative Analysis,28(2),273-284。  new window
24.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
25.Lloyd-Davies, Peter、Canes, Michael(1978)。Stock Prices and the Publication of Second-Hand Information。Journal of Business,51(1),43-57。  new window
26.Womack, Kent L.(1996)。Do Brokerage Analysts' Recommendations Have Investment Value?。The Journal of Finance,51(1),137-167。  new window
27.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
28.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
29.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
30.方智強、姚明慶(19980900)。臺灣上市公司的淨值市價比現象。管理學報,15(3),367-391。new window  延伸查詢new window
研究報告
1.Hu, S. Y.(1997)。Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange。National Taiwan University。  new window
學位論文
1.劉士豪(2001)。報紙推薦資訊對股價行為影響之研究(碩士論文)。國立台灣科技大學。  延伸查詢new window
2.陳建成(1999)。股票公開推薦價値與影響因素之研究(碩士論文)。國立中正大學。  延伸查詢new window
3.宋怡靜(2002)。分析師推薦持股之群集行為研究(碩士論文)。逢甲大學。  延伸查詢new window
4.邱淑珍(1997)。股票公開推薦資訊有效性之實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
5.盧志昌(1999)。證券投顧公司投資組合競賽傳達訊息之研究(碩士論文)。國立中正大學。  延伸查詢new window
6.盧美君(2000)。由單純策略(Naive Strategies) 檢測專家推薦個股之投資績效(碩士論文)。國立中正大學。  延伸查詢new window
 
 
 
 
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