:::

詳目顯示

回上一頁
題名:臺灣股價指數報酬率分配及其對財務相關理論之意涵
書刊名:臺灣銀行季刊
作者:許溪南李佳容
出版日期:2014
卷期:65:2
頁次:頁1-21
主題關鍵詞:股價指數報酬率財務理論
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(0) 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:0
  • 共同引用共同引用:5
  • 點閱點閱:5
期刊論文
1.Jensen, M. C.(1978)。Some Anomalous Evidence Regarding Market Efficiency。Journal of Financial Economics,6(2/3),95-110。  new window
2.Aparicio, F. M.、Estrada, J.(2001)。Empirical Distributions of Stock Returns: European Securities Markets: 1990-95。European Journal of Finance,7(1),1-21。  new window
3.Chaudhuri, K.、Wu, Y.(2003)。Random walk versus breaking trend in stock prices: evidence from emerging markets。Journal of Banking and Finance,27(4),575-592。  new window
4.Clark, Peter K.(1973)。A subordinated stochastic process model with finite variance for speculative prices。Econometrica,41(1),135-155。  new window
5.Kon, S. J.(1984)。Models of Stock Returns--A Comparison。Journal of Finance,39(1),147-165。  new window
6.Rubinstein, M.(1994)。Implied Binomial Trees。Journal of Finance,49(3),771-818。  new window
7.Bookstaber, Richard、Clarke, Roger(1985)。Problems in Evaluating the Performance of Portfolios with Options。Financial Analysts Journal,41(1),48-62。  new window
8.Press, S. James(1967)。A Compound Events Model for Security Prices。The Journal of Business,40(3),317-335。  new window
9.Osborne, M. F. M.(1959)。Brownian Motion in the Stock Market。Operations Research,7,145-173。  new window
10.Fama, E.(1965)。The behavior of stock market priced。Journal of Business,38(1),34-105。  new window
11.Fielitz, B. D.、Rozelle, J. P.(1983)。Stable distributions and the mixtures of distributions hypotheses for common stock returns。Journal of the American Statistical Association,78(381),28-36。  new window
12.Fisher, R. A.(1912)。On an absolute criterion for fitting frequency curves。Messenger of Mathematics,41,155-160。  new window
13.Gray, B.、French, D.(1990)。Empirical comparisons of distributional models for stock index returns。Journal of Business, Finance & Accounting,17(3),451-459。  new window
14.Hsu, D.(1982)。A Bayesian robust detection of shift in the risk structure of stock market returns。Journal of the American Statistical Association,77(377),29-39。  new window
15.Kendall, M. G.、Hill, A. B.(1953)。The analysis of economic time series part I: prices。Journal of the Royal Statistical Society,116(1),11-34。  new window
16.Merton, R. C.(1976)。Option pricing when underlying stocks are discontinuous。Journal of Financial Economics,3(1/2),125-144。  new window
17.Peiro, A.(1994)。The distribution of stock returns: international evidence。Applied Financial Economics,4(6),431-439。  new window
18.Peiro, A.(1999)。Skewness in financial return。Journal of Banking & Finance,23(6),847-862。  new window
19.Peiro, A.(2002)。Skewness in individual stocks at different investment horizons。Quantitative Finance,2(2),139-146。  new window
20.Plerou, V.、Stanley, H. E.(2008)。Stock return distributions: Tests of scaling and universality from three distinct stock markets。Physical Review E,77(3),0371011-4。  new window
21.Rachev, S. T.、Stoyanov, S. V.、Biglova, A.、Fabozzi, F.(2005)。An Empirical Examination of Daily Stock Return Distributions for U.S. Stocks。Data Analysis and Decision Support,269-281。  new window
22.Kraus, Alan、Litzenberger, Robert H.(1976)。Skewness preference and the valuation of risk assets。Journal of Finance,31(4),1085-1100。  new window
23.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
24.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
25.Blattberg, Robert C.、Gonedes, Nicholas J.(1974)。A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices。Journal of Business,47(2),244-280。  new window
26.Praetz, P. D.(1972)。The Distribution of Share Price Changes。The Journal of Business,45(1),49-55。  new window
27.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
28.Lo, Andrew W.、MacKinlay, A. Craig(1988)。Stock market prices do not follow random walks: Evidence from a simple specification test。Review of Financial Studies,1(1),41-66。  new window
29.Mandelbrot, Benoit B.(1963)。The Variation of Certain Speculative Prices。The Journal of Business,36(4),394-419。  new window
學位論文
1.謝育萍(1994)。臺灣股票報酬率分配之實證研究(碩士論文)。國立政治大學。  延伸查詢new window
2.簡仁德(1981)。台灣證券市場價格變動習性為隨機漫步假定之實證分析(博士論文)。淡江大學。new window  延伸查詢new window
3.伍忠謙(1987)。台灣股票市場價格變動習性為隨機漫步假定之再驗證(碩士論文)。淡江大學。  延伸查詢new window
4.洪芷婷(2007)。台灣上市櫃金融業公司股票報酬率偏態之影響因素(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
5.陳志隆(2008)。國際主要股價指數連動性研究(碩士論文)。東吳大學。  延伸查詢new window
6.黃俊諺(2009)。台灣股價指數報酬高階動差之實證分析-SU-Normal分配之應用(碩士論文)。國立中正大學。  延伸查詢new window
7.黎玉豪(2006)。台灣及香港股價報酬高階動差之實證分析--考量偏態及型態參數隨時間變化下的GARCH模型(碩士論文)。國立中正大學。  延伸查詢new window
8.劉文貴(1999)。台灣股票集中市場加權股價指數、類股指數與電子類個股股價隨機漫步行為之研究(碩士論文)。逢甲大學。  延伸查詢new window
9.劉映興(1995)。臺灣股票市場符合隨機漫步假說?:以多重技術分析及統計檢定驗証(碩士論文)。大葉大學。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE