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。 |
2. | Nijman, T.、Swinkel, L.、Verbeek, M.(2004)。Do Countries or Industries Explain Momentum in Europe。Journal of Empirical Finance,11(4),461-481。 |
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。 |
4. | Lo, A. W.、MacKinlay, A. C.(1990)。When are Contrarian Profits Due to Overreation?。The Review of Financial Studies,3(1),175-205。 |
5. | Barberis, N.、Shleifer, A.(2003)。Style investing。Journal of Financial Economics,68(2),161-199。 |
6. | Rouwenhorst, G. K.(1999)。Local Return Factors and Turnover in Emerging Markets。Journal of Finance,54(4),1439-1464。 |
7. | McQueen, G、Roley, V.(1993)。Stock Prices, News and Business Conditions。Review of Financial Studies,6(3),683-707。 |
8. | Giliberto, S. M.(1990)。Equity real estate investment trusts and real estate returns。Journal of Real Estate Research,5(2),259-263。 |
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。 |
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。 |
11. | Conrad, Jennifer、Kaul, Gautam(1998)。An Anatomy of Trading Strategies。The Review of Financial Studies,11(3),489-519。 |
12. | Schiereck, Dirk、De Bondt, Werner、Weber, Martin(1999)。Contrarian and momentum strategies in Germany。Financial Analysts Journal,55(6),104-116。 |
13. | Chordia, Tarun、Shivakumar, Lakshmanan(2002)。Momentum, Business Cycle, and Time-varying Expected Returns。Journal of Finance,57(2),985-1019。 |
14. | Moskowitz, Tobias J.、Grinblatt, Mark(1999)。Do Industries Explain Momentum?。The Journal of Finance,54(4),1249-1290。 |
15. | Baker, Malcolm、Stein, Jeremy C.(2004)。Market liquidity as a sentiment indicator。Journal of Financial Markets,7(3),271-299。 |
16. | Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。 |
17. | Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。 |
18. | Rouwenhorst, K. Geert(1998)。International Momentum Strategies。The Journal of Finance,53(1),267-284。 |
19. | Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。 |
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。 延伸查詢 |
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。 |
22. | Hoag, J. W.(1980)。Towards Indices of Real Estate Value and Return。Journal of Finance,35(2),569-580。 |
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。 |
24. | Cooper, Michael J.、Gutierrez, Roberto C. Jr.、Hameed, Allaudeen(2004)。Market States and Momentum。Journal of Finance,59(3),1345-1365。 |
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。 |
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。 |
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。 延伸查詢 |
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。 延伸查詢 |
29. | Ong, S. E.(1995)。Singapore Real Eestate and Property Stocks: A Co-intergration Test。Journal of Property Research,12(1),29-39。 |
30. | Miles, M.、McCue, T.(1984)。Commercial Real Estate Returns。AREUEA Journal,12(3),355-377。 |
31. | Sirmans, G. S.、Sirmans, C. F.(1987)。The Historical Perspective of Real Estate Returns。The Journal of Portfolio Management,13(1),22-31。 |
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。 |
33. | Swinkels, L.(2002)。International Industry Momentum。Journal of Asset Management,3(2),124-141。 |
34. | Park, S.(1997)。Rationality of Negative Stock-price Responses to Strong Economic Activity。Financial Analysts Journal,53(5),52-56。 |
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。 |