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題名:分析師的推薦股票可以實際獲利嗎?
書刊名:財金論文叢刊
作者:黃旭輝許惠婷
作者(外文):Huang, Hsu-hueiHsu, Hui-ting
出版日期:2004
卷期:1
頁次:頁101-127
主題關鍵詞:分析師資訊不對稱規模週轉率
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(0) 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:33
  • 點閱點閱:30
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.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
3.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
4.Beneish, M. D.(1991)。Stock Price and the Dissemination of Analysts' Recommendations。Journal of Business,64(3),393-416。  new window
5.Peterson, David R.(1995)。The Informative Role of the Value Line Investment Survey: Evidence from 'Stock Highlights'。Journal of Financial and Quantitative Analysis,30(4),607-618。  new window
6.Holloway, C.(1981)。A Note on Testing in Aggressive Investment Strategy Using Value Line Ranks。Journal of Finance,36(3),711-719。  new window
7.Kim, S. T.、Lin, J. C.、Slovin, M. B.(1997)。Market structure, informed trading, and analysis's recommendation。Journal of Financial and Quantitative Analyst,32(4),507-524。  new window
8.Brad, B.、Lehavy, R.、McNichols, M.、Trueman, B.(2001)。Can Investors Profit from the Prophets? Security Analyst Recommendations and Returns。The Journal of Finance,56(2),531-563。  new window
9.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
10.Sant, R.、Zaman, M. A.(1996)。Market reaction to business week 'Inside Wall Street' column: a self-fulfilling prophecy。Journal of Banking & Finance,20(4),617-643。  new window
11.Greene, J.、Smart, S.(1999)。Liquidity Provision and Noise Trading: Evidence from the 'Investment Dartboard' Column。Journal of Finance,54(5),1855-1899。  new window
12.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
13.Bjerring, J. H.、Lakonishok, J.、Vermaelen, T.(1983)。Stock Price and Financial Analysts' Recommendations。Journal of Finance,38(1),187-204。  new window
14.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
15.Albert, R. L., Jr.、Smaby, T. R.(1996)。Market response to analyst recommendations in the 'Dartboard' column: The information and price-pressure effects。Review of Financial Economics,5(1),59-74。  new window
16.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
17.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
18.Liu, Pu、Smith, Stanley D.、Syed, Azmat A.(1990)。Stock Price Reactions to The Wall Street Journal's Securities Recommendations。The Journal of Financial and Quantitative Analysis,25(3),399-410。  new window
19.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
20.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
21.Jaffe, Jeffrey F.(1974)。Special information and insider trading。Journal of Business,47(3),410-428。  new window
22.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
23.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
24.Lloyd-Davies, Peter、Canes, Michael(1978)。Stock Prices and the Publication of Second-Hand Information。Journal of Business,51(1),43-57。  new window
25.Womack, Kent L.(1996)。Do Brokerage Analysts' Recommendations Have Investment Value?。The Journal of Finance,51(1),137-167。  new window
26.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
27.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
28.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。Chicago University。  new window
學位論文
1.陳建成(1999)。股票公開推薦價值與影響因素之研究(碩士論文)。國立中正大學。  延伸查詢new window
2.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
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(NaiveStrategies)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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