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題名:營收創新高動能策略
書刊名:證券市場發展季刊
作者:顧廣平
作者(外文):Ku, Kuang-ping
出版日期:2022
卷期:34:2=134
頁次:頁145-178
主題關鍵詞:營收創新高動能過度反應反應不足The highest monthly salesMomentumOverreactionUnderreaction
原始連結:連回原系統網址new window
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  • 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:44
  • 點閱點閱:3
期刊論文
1.Peng, Lin(2005)。Learning with Information Capacity Constraints。Journal of Financial and Quantitative Analysis,40(2),307-329。  new window
2.Hirshleifer, David、Lim, Sonya S.、Teoh, Siew Hong(2011)。Limited investor attention and stock market misreactions to accounting information。The Review of Asset Pricing Studies,1(1),35-73。  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.Chan, W. S.、Frankel, R.、Kothari, S. P.(2004)。Testing Behavioral Finance Theories Using Trends and Consistency in Financial Performance。Journal of Accounting and Economics,38(1),3-50。  new window
5.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on bonds and stocks。Journal of Financial Economics,33(1),3-56。  new window
6.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
7.Peng, L.、Xiong, W.(2006)。Investor Attention, Overconfidence and Category Learning。Journal of Financial Economics,80(3),563-602。  new window
8.顧廣平(20160600)。營收動能生命週期。商管科技季刊,17(2),207-239。new window  延伸查詢new window
9.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
10.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
11.Chordia, T.、Shivakumar, L.(2002)。Momentum, business cycle and time-varying expected return。Journal of Finance,57(2),985-1019。  new window
12.顧廣平(20161200)。投資者關注與動能效應。企業管理學報,111,67-97。new window  延伸查詢new window
13.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
14.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
15.Jegadeesh, Narasimhan、Livnat, Joshua(2006)。Revenue Surprises and Stock Returns。Journal of Accounting and Economics,41(1/2),147-171。  new window
16.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
17.George, Thomas J.、Hwang, Chuan-Yang(2004)。The 52-week High and Momentum Investing。Journal of Finance,59(5),2145-2176。  new window
18.Jegadeesh, Narasimhan、Titman, Sheridan(2001)。Profitability of momentum strategies: An evaluation of alternative explanations。The Journal of Finance,56(2),699-720。  new window
19.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
20.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
21.Cooper, Michael J.、Gutierrez, Roberto C. Jr.、Hameed, Allaudeen(2004)。Market States and Momentum。Journal of Finance,59(3),1345-1365。  new window
22.Griffin, John M.、Ji, Xiuqing、Martin, J. Spencer(2003)。Momentum investing and business cycle risk: Evidence from pole to pole。Journal of Finance,58(6),2515-2547。  new window
23.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
24.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
25.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
26.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
27.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.Hou, K.、Peng, L.、Xiong, W.(2009)。A tale of two anomalies: The implications of investor attention for price and earnings momentum。Ohio State 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
 
 
 
 
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