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23. | 周賓凰、劉怡芬(20000400)。臺灣股市橫斷面報酬解釋因子:特徵、單因子、或多因子?。證券市場發展季刊,12(1)=45,1-32。 延伸查詢![new window](/gs32/images/newin.png) |
24. | 楊踐為、陳玲慧。臺灣股票之系統風險與無風險利率於不同景氣市場時之穩定性探討。企銀季刊,21(3),57-72。 延伸查詢![new window](/gs32/images/newin.png) |
25. | Akdeniz, Levent、Salih, Aslihan Altay、Caner, Mehmet。Time-varying Betas Help in Asset Pricing: The Threshold CAPM。Studies in Nonlinear Dynamics and Econometrics,6(4),1-16。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Bartholdy, Jan、Riding, Allan(1994)。Thin Trading and the Estimation of Betas: The Efficacy of Alternative Techniques。Journal of Financial Research,17(2),241-254。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Black, Fischer。Beta and Return: Announcements of the 'Death' of Beta Seem Premature。The Journal of Portfolio Management,20(1),8-18。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
28. | Blume, Marshall E.。On the Assessment of Risk。The Journal of Finance,26(1),1-10。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
29. | Chang, Yuan-Chen。The Pricing of Foreign Exchange Risk around the Asian Financial Crisis: Evidence from Taiwan's Stock Market。Journal of Multinational Financial Management,12(3),223-238。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
30. | Chen, Son-Nan。Beta Nonstationarity, Portfolio Residual Risk and Diversification。Journal of Financial and Quantitative Analysis,16(1),95-111。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
31. | Clare, Andrew、O'Brien, Raymond、Thomas, Stephen、Wickens, Michael。Macroeconomic Shocks and the CAPM: Evidence from the UK Stockmarket。International Journal of Finance and Economics,3(2),111-126。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
32. | Clare, A.、Thomas, S. H.。Macroeconomic Factors, the APT and the UK Stocmarket。Journal of Business Finance and Accounting,21(3),309-330。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
33. | Dybving, Philip H.、Ross, Stephen A.。Differential Information and Performance Measurement Using a Security Market Line。The Journal of Finance,40(2),383-400。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
34. | Fabozzi, Frank J.、Francis, Jack Clark。Beta as a Random Coefficient。Journal of Financial and Quantitative Analysis,13(1),101-116。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
35. | Ferson, Wayne E.、Foerster, Stephen R.。Finite Sample Properties of the Generalized Method of Moments in Tests of Conditional Asset Pricing Models。Journal of Financial Economics,36(1),29-55。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
36. | Ferson, Wayne E.、Harvey, Campbell R.。The Risk and Predictability of International Equity Returns。The Review of Financial Studies,6(3),527-566。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
37. | Ferson, Wayne E.、Harvey, Campbell R.。Conditioning Variables and the Conditioning Variables and the。The Journal of Finance,54(4),1325-1360。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
38. | Ferson, Wayne E.、Korajczyk, Robert A.。Do Arbitrage Pricing Models Explain the Predictability of Stock Returns?。Journal of Business,68(3),309-349。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
39. | Fletcher, J.、Kihanda, J.。An Examination of Alternative CAPM-based Models in U.K. Stock Returns。Journal of Banking & Finance,29(12),2995-3014。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
40. | Fowler, David J.、Rorke, C. Harvey、Jog, Vijay M.(1989)。A Bias-correcting Procedure for Beta Estimation in the Presence of Thin Trading。Journal of Financial Research,12(1),23-32。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
41. | Ghysels, Eric。On Stable Factor Structures in the Pricing of Risk: Do Time Varying Betas Help or Hurt?。The Journal of Finance,53(2),549-573。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
42. | Hansen, Lars Peter、Richard, Scott F.。The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models。Econometrica,55(3),587-613。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
43. | Huang, R. H. C.。Tests of Regime-switching CAPM。Applied Financial Economics,10(5),573-578。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
44. | Huang, River Ho-Chuan。Tests of CAPM with Nonstationary Beta。International Journal of Finance and Economics,6(3),255-268。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
45. | Huang, River Ho-Chuan。Tests of Regime-switching CAPM under Price Limits。International Review of Economics & Finance,12(3),305-326。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
46. | Klock, M.、Mansi, S.。Evidence of Intertemporal Systematic Risks in Daily Stock Prices Revisited。Quarterly Journal of Business and Economics,34,65-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
47. | Levy, Robert A.。On the Short-term Stationarity of Beta Coefficients。Financial Analysts Journal,27(6),55-62。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
48. | Maffezzoli, Marco(2001)。Non-walrasian Labor Markets and Real Business Cycles。Review of Economic Dynamics,4(4),860-892。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |