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題名:價值股與成長股之美國實證再檢視:市場錯價與長期成長機會
書刊名:證券市場發展季刊
作者:吳瑞萱林岳祥徐福慶
作者(外文):Wu, Ruei-shianLin, Yueh-hsiangHsu, Fu-ching
出版日期:2011
卷期:22:4=88
頁次:頁79-122
主題關鍵詞:價值股成長股市場錯價公司特性錯價產業錯價Value stockGrowth stockMarket mispricingFirm-specific errorSector error
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(3) 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:3
  • 共同引用共同引用:0
  • 點閱點閱:16
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。  new window
2.Chi, J.、Gupta, M.(2009)。Overvaluation and earnings management。Journal of Banking and Finance,33(9),1652-1663。  new window
3.Chan, L. K. C.、Lakonishok, J.(2004)。Value and growth investing: a review and update。Financial Analysts Journal,60(1),71-86。  new window
4.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
5.Capaul, Carlo、Rowley, Ian、Sharpe, William F.(1993)。International Value and Growth Stock Returns。Financial Analysts Journal,49(1),27-36。  new window
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。  new window
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。  new window
8.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
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。  new window
10.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
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。  new window
12.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
13.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
14.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。  new window
15.Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica,55(3),703-708。  new window
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。  new window
17.Brown, S.、Rhee, S. G.、Zhang, L.(2008)。The Return to Value in Asian Stock Markets。Emerging Markets Review,9,194-205。  new window
18.Chen, L.、Petkova, R.、Zhang, L.(2008)。The Expected Value Premium。Journal of Financial Economics,87,269-280。  new window
19.Xing, Y.(2008)。Interpreting the value effect through the Q-theory: An empirical investigation。Review of Financial Studies,21,1767-1795。  new window
20.Fama, E. F.、French, K. R.(2007)。“The Anatomy of Value and Growth Stock Returns, ”。Financial Analysts Journal,63,44-54。  new window
21.Liu, W.(2006)。A Liquidity-Augmented Capital Pricing Model。Journal of Financial Economics,82,631-671。  new window
研究報告
1.Chen, L.、Novy-Marx, R.、Zhang, L.(2010)。An Alternative Three-Factor Model。  new window
 
 
 
 
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