期刊論文1. | Richards, A. J.(1997)。Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?。Journal of Finance,52(5),2129-2144。 |
2. | Chi, J.、Gupta, M.(2009)。Overvaluation and earnings management。Journal of Banking and Finance,33(9),1652-1663。 |
3. | Chan, L. K. C.、Lakonishok, J.(2004)。Value and growth investing: a review and update。Financial Analysts Journal,60(1),71-86。 |
4. | Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。 |
5. | Capaul, Carlo、Rowley, Ian、Sharpe, William F.(1993)。International Value and Growth Stock Returns。Financial Analysts Journal,49(1),27-36。 |
6. | Basu, S.(1977)。Investment Performance of Common Stocks in Relation to Their Price-earnings Ratios: A Test of the Efficient Market Hypothesis。Journal of Finance,32(3),663-682。 |
7. | 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。 |
8. | Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。 |
9. | Rhodes-Kropf, Matthew、Robinson, David T.、Viswanathan, S.(2005)。Valuation waves and merger activity: The empirical evidence。Journal of Financial Economics,77(3),561-603。 |
10. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。 |
11. | 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。 |
12. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。 |
13. | Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。 |
14. | Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。 |
15. | Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。 |
16. | Bauman, W. S.、Conover, C. M.、Miller, R. E.(1998)。Growth versus Value and Large-Cap versus Small-Cap Stocks in International Marketss。Financial Analysis Journal,54,75-89。 |
17. | Brown, S.、Rhee, S. G.、Zhang, L.(2008)。The Return to Value in Asian Stock Markets。Emerging Markets Review,9,194-205。 |
18. | Chen, L.、Petkova, R.、Zhang, L.(2008)。The Expected Value Premium。Journal of Financial Economics,87,269-280。 |
19. | Xing, Y.(2008)。Interpreting the value effect through the Q-theory: An empirical investigation。Review of Financial Studies,21,1767-1795。 |
20. | Fama, E. F.、French, K. R.(2007)。“The Anatomy of Value and Growth Stock Returns, ”。Financial Analysts Journal,63,44-54。 |
21. | Liu, W.(2006)。A Liquidity-Augmented Capital Pricing Model。Journal of Financial Economics,82,631-671。 |