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題名:公司報酬演化階段與市價淨值比溢酬現象之探討
書刊名:證券市場發展季刊
作者:王麗惠 引用關係郭憲章吳壽山 引用關係
作者(外文):Wang, Lie-hueyKuo, Hsien-changWu, Soushan
出版日期:2009
卷期:21:3=83
頁次:頁1-24
主題關鍵詞:報酬演化階段市價淨值比公司規模產業別追蹤資料Return-stagesPrice-to-book ratioPB ratioFirm sizeIndustryPanel data
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(7) 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:6
  • 共同引用共同引用:0
  • 點閱點閱:43
期刊論文
1.Davis, James L.、Fama, Eugene F.、French, Kenneth R.(2000)。Characteristics, Covariances, and Average Returns: 1929 to 1997。The Journal of Finance,55(1),389-406。  new window
2.Daniel, K.、Titman, S.(1997)。Evidence on the Characteristics of Cross Sectional Variation in Stock Return。The Journal of Finance,52(1),1-33。  new window
3.Ali, Ashiq、Hwang, L. S.、Trombley, M. A.(2003)。Arbitrage risk and the book-to-market anomaly。Journal of Financial Economics,69(2),355-373。  new window
4.Fairfield, P. M.(1994)。P/E, P/B and the present value of future dividends。Financial Analysts Journal,50(4),23-31。  new window
5.Vuolteenaho, T.(2002)。What drives firm-level stock returns。Journal of Finance,57,233-264。  new window
6.Beaver, W. H.、Ryan, S. G.(2000)。Biases and lags in book value and their effects on the ability of the book-to-market ratio to predicted book return on equity。Journal of Accounting Research,38(1),127-148。  new window
7.Penman, S. H.(1996)。The Articulation of Price-earnings Ratios and Market-to-book Ratio and the Evaluation of Growth。Journal of Accounting Research,34(2),235-259。  new window
8.Ryan, S. G.(1995)。A Model of Accrual Measurement with Implications for the Evolution of the Book-to Market Ratio。Journal of Accounting Research,33(1),95-112。  new window
9.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
10.Fama, Eugene F.、French, Kenneth R.(1995)。Size and Book-to-Market Factors in Earnings and Returns。The Journal of Finance,50(1),131-155。  new window
11.Daniel, Kent、Titman, Sheridan(1998)。Characteristics or Covariances?。Journal of Portfolio Management,24(4),24-33。  new window
12.Keim, Donald B.(1983)。Size-Related Anomalies and Stock Return Seasonality: Further Empirical Evidence。Journal of Financial Economics,12(1),13-32。  new window
13.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
14.Myers, Stewart C.(1977)。Determinants of Corporate Borrowing。Journal of Financial Economics,5(2),147-175。  new window
15.Fama, Eugene F.、French, Kenneth R.(1997)。Industry Costs of Equity。Journal of Financial Economics,43(2),153-193。  new window
16.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
17.Hausman, Jerry、Wise, David(1978)。A Conditional Probit Model for Qualitative Choice Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences。Econometrica,46(2),403-426。  new window
18.Bhandari, Laxmi Chand(1988)。Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence。Journal of Finance,43(2),507-528。  new window
19.Black, Fischer(1972)。Capital Market Equilibrium with Restricted Borrowing。Journal of Business,45(3),444-455。  new window
20.Chan, Ka Keung Ceajer、Chen, Nai Fu(1991)。Structural and Return Characteristics of Small and Large Firms。Journal of Finance,46(4),1467-1484。  new window
21.Chan, Louis K. C.、Lakonishok, Josef、Hamao, Yasushi(1991)。Fundamentals and Stock Returns in Japan。The Journal of Finance,46(5),1739-1789。  new window
22.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
23.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
24.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
25.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
26.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。  new window
27.Fama, Eugene F.、French, Kenneth R.(1998)。Value Versus Growth: The International Evidence。The Journal of Finance,53(6),1975-1999。  new window
28.Block, F. E.(1995)。“A Study of the Price to Book Relationship,”。Financial Analysts Journal,vol. 51,no.1,63-73。  new window
29.Danielson, M. G. and T. D. Dowdell(2001)。“The Return-Stages Valuation Model and the Expectations within a Firm’s P/B and P/E Ratios,”。Financial Management,vol. 30,no.2,93-124。  new window
30.Davis, J. L.(1994)。“The Cross-Section of Realized Stock Returns: The Pre-COMPUSTATE Evidence,”。Journal of Finance,vol. 49,no.5,1579-1593。  new window
31.Garza-Gomez, X.(2001)。“The Information Content of the Book-to-Market Ratio,”。Financial Analysts Journal,vol. 57,no.6,78-95。  new window
32.Harris, R. S. and F. C. Marston(1994)。“Value versus Growth Stock: Book-to-Market, Growth and Beta,”。Financial Analysts Journal,vol. 50,no.5,18-24。  new window
33.Jacobs, B. I. and K. N. Levy(1988)。“Disentangling Equity Return Regularities: New Insights and Investment Opportunities,”。Financial Analysts Journal,vol. 44,no.3,18-43。  new window
34.Jiang, X. and B. S. Lee(2007)。“Stock Returns, Dividend Yield, and Book-to-Market Ratio,”。Journal of Banking & Finance,vol. 31,no.2,455-475。  new window
35.Kothari, S. P., J. Shanken and R. G. Sloan(1995)。“Another Look at the Cross-section of Expected Stock Returns,”。Journal of Finance,vol. 50,no.1,185-224。  new window
36.Lee, B. S.(1996)。“Comovements of Earnings, Dividends, and Stock Prices,”。Journal of Empirical Finance,vol. 3,no.4,327-346。  new window
37.Lee, B. S.(1998)。“Permanent, Temporary, and Nonfundamental Components of Stock Prices,”。Journal of Financial and Quantitative Analysis,vol. 33,no.1,1-32。  new window
38.Leibowitz, M. A.(1999)。“Market-to-Book Ratios and Positive and Negative Returns on Equity,”。Journal of Financial Statement Analysis,vol. 4,no.2,21-30。  new window
39.Loughran, T.(1997)。“Book-to-Market across Firm Size, Exchange, and Seasonality: Is There an Effect?”。Journal of Financial and Quantitative Analysis,vol. 32,no.3,249-268。  new window
40.Low, P. Y. and K. H. Chen(2004)。“Diversification and Capital Structure: Some International Evidence,”。Review of Quantitative Finance and Accounting,vol. 23,no.1,55-71。  new window
41.Morellec, E.(2004)。“Can Managerial Discretion Explain Observed Leverage Ratios?”。The Review of Financial Studies,vol. 17,no.1,257-294。  new window
42.Penman, S. H.(1992)。“Return to Fundamentals,”。Journal of Accounting, Auditing, and Finance,vol. 7,no.4,465-483。  new window
43.Reinganum, M. R.(1988)。“The Anatomy of a Stock Market Winner,”。Financial Analysts Journal,vol. 44,no.2,16-27。  new window
44.Yook K. C. and G. M. McCabe(2001)。“MVA and the Cross-Section of Expected Stock Returns,”。Journal of Portfolio Management,vol. 28,no.1,75-87。  new window
圖書
1.Hsiao, Cheng(2003)。Analysis of Panel Data。Cambridge University Press。  new window
 
 
 
 
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