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題名:通貨膨脹與臺灣不動產相關類股動能現象之探討
書刊名:住宅學報
作者:傅英芬 引用關係康信鴻 引用關係
作者(外文):Fu, Ying-fenKang, Hsin-hong
出版日期:2008
卷期:17:2
頁次:頁35-62
主題關鍵詞:通貨膨脹不動產動能策略系統風險InflationReal estateMomentum strategySystematic risk
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(0) 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:18
  • 點閱點閱:38
期刊論文
1.Bond, M. T.、Seiler, M. J.(1998)。Real Estate Returns and Inflation: An Added Variable Approach。Journal of Real Estate Research,15(3),327-338。  new window
2.Nijman, T.、Swinkel, L.、Verbeek, M.(2004)。Do Countries or Industries Explain Momentum in Europe。Journal of Empirical Finance,11(4),461-481。  new window
3.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Return to buying winners and selling losers: Implications for stock market efficiency。The Journal of Finance,48(1),65-91。  new window
4.Lo, A. W.、MacKinlay, A. C.(1990)。When are Contrarian Profits Due to Overreation?。The Review of Financial Studies,3(1),175-205。  new window
5.Barberis, N.、Shleifer, A.(2003)。Style investing。Journal of Financial Economics,68(2),161-199。  new window
6.Rouwenhorst, G. K.(1999)。Local Return Factors and Turnover in Emerging Markets。Journal of Finance,54(4),1439-1464。  new window
7.McQueen, G、Roley, V.(1993)。Stock Prices, News and Business Conditions。Review of Financial Studies,6(3),683-707。  new window
8.Giliberto, S. M.(1990)。Equity real estate investment trusts and real estate returns。Journal of Real Estate Research,5(2),259-263。  new window
9.Gyourko, J.、Linneman, P.(1988)。Owner-occupied homes, income-producing properties and REITs as inflation hedge: empirical finding。Journal of Real Estate Finance and Economics,1(4),347-372。  new window
10.McCue, Thomas E.、Kling, John L.(1994)。Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data, 1972-1991。Journal of Real Estate Research,9(3),277-287。  new window
11.Conrad, Jennifer、Kaul, Gautam(1998)。An Anatomy of Trading Strategies。The Review of Financial Studies,11(3),489-519。  new window
12.Schiereck, Dirk、De Bondt, Werner、Weber, Martin(1999)。Contrarian and momentum strategies in Germany。Financial Analysts Journal,55(6),104-116。  new window
13.Chordia, Tarun、Shivakumar, Lakshmanan(2002)。Momentum, Business Cycle, and Time-varying Expected Returns。Journal of Finance,57(2),985-1019。  new window
14.Moskowitz, Tobias J.、Grinblatt, Mark(1999)。Do Industries Explain Momentum?。The Journal of Finance,54(4),1249-1290。  new window
15.Baker, Malcolm、Stein, Jeremy C.(2004)。Market liquidity as a sentiment indicator。Journal of Financial Markets,7(3),271-299。  new window
16.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
17.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
18.Rouwenhorst, K. Geert(1998)。International Momentum Strategies。The Journal of Finance,53(1),267-284。  new window
19.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
20.陳明吉、郭照榮(20040700)。臺灣營建類股投資績效之長期檢視--直接與間接不動產投資比較分析。管理研究學報,4(2),144-168。new window  延伸查詢new window
21.Hartzell, David J.、Hekman, John S.、Miles, Mike E.(1987)。Real Estate Returns and Inflation。The Journal of the American Real Estate and Urban Economics Association,15(1),617-637。  new window
22.Hoag, J. W.(1980)。Towards Indices of Real Estate Value and Return。Journal of Finance,35(2),569-580。  new window
23.Sagi, Jacob S.、Seasholes, Mark S.(2007)。Firm-Specific Attributes and the Cross-Section of Momentum。Journal of Financial Economics,84(2),389-434。  new window
24.Cooper, Michael J.、Gutierrez, Roberto C. Jr.、Hameed, Allaudeen(2004)。Market States and Momentum。Journal of Finance,59(3),1345-1365。  new window
25.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
26.Hong, Harrison、Stein, Jeremy C.(1999)。A Unified Theory of Underreaction, Momentum Trading, and Overreacton in Asset Markets。Journal of Finance,54(6),2143-2184。  new window
27.鄭美幸、康信鴻(20020800)。臺商赴大陸投資與重大非經濟事件對我國房地產景氣的影響。住宅學報,11(2),101-119。new window  延伸查詢new window
28.叢文豪、廖咸興(1995)。影響不動產報酬率之風險因素及其敏感度之研究。住宅學報,3,21-44。new window  延伸查詢new window
29.Ong, S. E.(1995)。Singapore Real Eestate and Property Stocks: A Co-intergration Test。Journal of Property Research,12(1),29-39。  new window
30.Miles, M.、McCue, T.(1984)。Commercial Real Estate Returns。AREUEA Journal,12(3),355-377。  new window
31.Sirmans, G. S.、Sirmans, C. F.(1987)。The Historical Perspective of Real Estate Returns。The Journal of Portfolio Management,13(1),22-31。  new window
32.Glascock, J. L.、Lu, C.、So, R. W.(2002)。REIT Returns and Inflation: Perverse or Reverse Causality Effects?。Journal of Real Estate Finance and Economics,24(3),301-317。  new window
33.Swinkels, L.(2002)。International Industry Momentum。Journal of Asset Management,3(2),124-141。  new window
34.Park, S.(1997)。Rationality of Negative Stock-price Responses to Strong Economic Activity。Financial Analysts Journal,53(5),52-56。  new window
35.Adams, G.、McQueen, G.、Wood, R.(2004)。The Effects of Inflation News on High Frequency Stock Returns。Journal of Business,77(3),547-574。  new window
會議論文
1.朱榕屏、王明昌、謝企榮、郭照榮、莊建富(2003)。臺灣股市動能與反向策略。0。  延伸查詢new window
研究報告
1.Chui, A. C. W.、Titman, S.、Wei, K. C. J.(2000)。Momentum, legal systems and ownership structure: an analysis of Asian Stock markets。Hong Kong University of Science and Technology。  new window
2.Kaniel, R.、Saar, G.、Titman, S.(2004)。Individual Investor Sentiment and Stock Returns。0:Duke University。  new window
3.Bacmann, J. F.、Dubois, M.、Isakov, D.(2001)。Industries, Business Cycle and Profitability of Momentum Strategies: An International Perspective。0。  new window
學位論文
1.陳正佑(2002)。台股動量策略與反向策略投資績效之研究(博士論文)。國立中山大學。new window  延伸查詢new window
圖書
1.沈中華(2006)。貨幣銀行學-全球的觀點。臺北市:新陸書局。  延伸查詢new window
2.林左裕(2007)。不動產投資管理。臺北:智勝文化圖書有限公司。  延伸查詢new window
 
 
 
 
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