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題名:營收動能生命週期
書刊名:商管科技季刊
作者:顧廣平
作者(外文):Ku, Kuang-ping
出版日期:2016
卷期:17:2
頁次:頁207-239
主題關鍵詞:營收動能營收市價比反應不足過度反應動能生命週期Sales momentumSales-to-priceUnderreactionOverreactionMomentum life cycle
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(2) 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:56
  • 點閱點閱:21
期刊論文
1.Brunnermeier, M. K.、Nagel, S.(2004)。Hedge Funds and The Technology Bubble。Journal of Finance,59(5),2013-2040。  new window
2.Hameed, A.、Kusnadi, Y.(2002)。Momentum Strategies: Evidence from the Pacific Basin Stock Markets。Journal of Financial Research,25(3),383-397。  new window
3.顧廣平(20100600)。營收動能策略。管理學報,27(3),267-289。new window  延伸查詢new window
4.Barbee, William C.、Mukherji, Sandip Jr.、Raines, Gary A.(1996)。Does sales-price and debt-equity explain stock returns better than book-market and firm size?。Financial Analysts Journal,52(2),56-60。  new window
5.顧廣平(20020900)。臺灣上市(櫃)公司股東期望報酬橫斷面差異解釋因子之探討。亞太社會科技學報,2(1),139-164。  延伸查詢new window
6.張眾卓、王祝三(20130100)。臺灣時間序列與橫斷面股票報酬之研究:不同模型設定、投資組合建構以及樣本選擇下之再檢測。經濟研究. 臺北大學經濟學系,49(1),31-88。new window  延伸查詢new window
7.Chudek, M.、Truong, C.、Veeraraghavan, M.(2011)。Is trading on earnings surprises a profitable strategy? Canadian evidence。Journal of International Financial Markets, Institutions & Money,21(5),832-850。  new window
8.Truong, C.(2010)。Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand。Pacific-Basin Finance Journal,18(2),139-157。  new window
9.Sheu, H. J.、Wu, S.、Ku, K. P.(1998)。Cross-sectional relationships between stock returns and market betas, trading volume, and sales-to-price in Taiwan。International Review of Financial Analysis,7(1),1-18。  new window
10.Hsieh, J.、Walkling, R. A.(2006)。The history and performance of concept stocks。Journal of Banking & Finance,30(9),2433-2469。  new window
11.Ding, D. K.、McInish, T. H.、Wongchoti, U.(2008)。Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets。Pacific-Basin Finance Journal,16(3),183-203。  new window
12.顧廣平(20111200)。盈餘與營收動能。管理學報,28(6),521-544。new window  延伸查詢new window
13.Pettengill, Glenn N.、Sundaram, Sridhar、Mathur, Ike(1995)。The conditional relation between beta and returns。Journal of Financial and Quantitative Analysis,30(1),101-116。  new window
14.McInish, T. H.、Ding, D. K.、Pyun, C. S.、Wongchoti, U.(2008)。Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis。International Review of Financial Analysis,17(2),312-329。  new window
15.Haugen, R. A.、Baker, N. L.(1996)。Commonality in the Determinants of Expected Stock Returns。Journal of Financial Economics,41(3),401-439。  new window
16.Dass, N.、Massa, M.、Patgiri, R.(2008)。Mutual funds and bubbles: The surprising role of contractual incentives。Review of Financial Studies,21(1),51-99。  new window
17.Daniel, K.、Titman, S.(2006)。Market Reactions to Tangible and Intangible Information。Journal of Finance,61(4),1605-1643。  new window
18.蕭朝興、尤靜華、簡靖萱(20080600)。臺灣股市的動能效應與投資人的下單策略。交大管理學報,28(1),131-168。new window  延伸查詢new window
19.Foster, George、Olsen, Chris、Shevlin, Terry(1984)。Earnings Releases, Anomalies, and the Behavior of Security Returns。The Accounting Review,59(4),574-603。  new window
20.Barber, Brad M.、Lyon, John D.(1997)。Detecting Long-Run Abnormal Stock Returns: The Empirical Power and Specification of Test Statistics。Journal of Financial Economics,43(3),341-372。  new window
21.Lee, Charles M. C.、Swaminathan, Bhaskaran(2000)。Price Momentum and Trading Volume。The Journal of Finance,55(5),2017-2069。  new window
22.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
23.Ertimur, Yonca、Livnat, Joshua、Martikainen, Minna(2003)。Differential market reactions to revenue and expense surprises。Review of Accounting Studies,8(2/3),185-212。  new window
24.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
25.Jegadeesh, Narasimhan、Livnat, Joshua(2006)。Revenue Surprises and Stock Returns。Journal of Accounting and Economics,41(1/2),147-171。  new window
26.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
27.Foster, George(1977)。Quarterly Accounting Data: Time-Series Properties and Predictive Ability Results。The Accounting Review,52(1),1-21。  new window
28.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。  new window
29.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
30.劉毅馨、蔡彥卿(20060100)。月營收宣告期間私有資訊交易之探究。管理與系統,13(1),47-76。new window  延伸查詢new window
31.Bernard, Victor L.、Thomas, Jacob K.(1989)。Posting-Earning-Announcement Drift: Delayed Price Response or Risk Premium?。Journal of Accounting Research,27,1-36。  new window
32.Chen, H.-Y.、Chen, S.-S.、Hsin, C.-W.、Lee, C.-F.(2014)。Does revenue momentum drive or ride earnings or price momentum?。Journal of Banking & Finance,38(1),166-185。  new window
33.Cooper, Michael J.、Gutierrez, Roberto C. Jr.、Hameed, Allaudeen(2004)。Market States and Momentum。Journal of Finance,59(3),1345-1365。  new window
34.Kama, I.(2009)。On the market reaction to revenue and earnings surprises。Journal of Business, Finance and Accounting,36(1/2),31-50。  new window
35.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
36.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
37.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
38.Bernard, Victor L.、Thomas, Jacob K.(1990)。Evidence that stock prices do not fully reflect the implications of current earnings for future earnings。Journal of Accounting and Economics,13(4),305-340。  new window
39.李春安(19990400)。後見之明心理與股市反應不足、過度反應理論。中國財務學刊,7(1),17-58。new window  延伸查詢new window
40.顧廣平(20050700)。單因子、三因子或四因子模式?。證券市場發展季刊,17(2)=66,101-146。new window  延伸查詢new window
41.Hong, Harrison、Stein, Jeremy C.(1999)。A Unified Theory of Underreaction, Momentum Trading, and Overreacton in Asset Markets。Journal of Finance,54(6),2143-2184。  new window
研究報告
1.Swaminathan, B.、Lee, C. M. C.(2000)。Do Stock Prices Overreact to Earnings News?。Johnson Graduate School of Management, Cornell University。  new window
學位論文
1.簡雪芳(1998)。月營收公告資訊內涵之相關研究(博士論文)。國立臺灣大學。new window  延伸查詢new window
圖書
1.Fisher, K. L.(1984)。Super Stocks。Homeworrd, Illionis:Dow Jones-Irwin。  new window
 
 
 
 
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