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題名:臺灣地區股價泡沬現象之檢定
書刊名:臺灣銀行季刊
作者:謝淑惠
出版日期:1992
卷期:43:2
頁次:頁242-275
主題關鍵詞:股價臺灣
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(1) 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:1
  • 共同引用共同引用:0
  • 點閱點閱:5
期刊論文
1.West, Kenneth D.(1988)。Dividend innovations and stock price volatility。Econometrica,56,37-61。  new window
2.Campbell, John Y.、Shiller, Robert J.(1988)。Stock prices, earnings and expected dividends。Journal of Finance,43(3),661-676。  new window
3.Flavin, Marjorie(1983)。Excess Volatility in the Financial Market: A Reassessment of the Empirical Evidence。Journal of Political Economy,91,929-956。  new window
4.Flood, Robert、Garber, Peter(1980)。Market Fundamentals Versus Price Level Bubbles: The First Test。Journal of Political Economy,88,745-770。  new window
5.Azariadis, Costas(1981)。Self-Fulfilling Prophecies。Journal of Economic Theory,25(3),380-396。  new window
6.Kleidon, Allan W.(1986)。Variance bounds test and Stock Prices Valuation Models。Journal of Political Economy,94,953-1001。  new window
7.Diba, R. T.、Grossman, H. I.(1987)。On the Inception of Rational Bubbles。The Quarterly Journal of Economics,697-701。  new window
8.Hausman, Jerry A.(1978)。Specification Test in Econometric。Econometrica,46,1251-1271。  new window
9.Hamilton, J. D.(1966)。On the testing for Self-fulfilling Speculative Price bubbles。International Economic Review,37(3),545-552。  new window
10.Flood, R. P.、Garber, P. M.、Scott, L. O.(1984)。Multi-Country-Tests for Price Level Bubbles。Journal of Economic Dynamics and Control,8,329-324。  new window
11.Tirole, Jean(1985)。Asset Bubbles and Overlapping Generations。Econometrica,53(6),1499-1528。  new window
12.Hansen, Lars Peter、Singleton, Kenneth(1982)。Generalized Instrumental Variables Estimation of Nonlinear Rational Expectation Models。Econometrica,50,1269-1286。  new window
13.Hannan, E. J.、Quinn, B. G.(1979)。The Determination of the order of an Autoregression。Journal of the Royal Statistical Society Series B,41,190-195。  new window
14.Krasker, W. S.(1980)。The Peso Problem in Testing the Efficiency of Forward Exchange Market。Journal of Monetary Economics,6,269-276。  new window
15.LeRo, Stephen、Porter, Richard(1981)。The present Value Relation Tests Based on Variance Bounds。Econometrica,49(3),555-574。  new window
16.Shiller, Robert(1990)。Market Volatility and Investor Behavior。AEA PAPERS AND PROCEEDINGS,80,53-62。  new window
17.Obstfeld, M.、Rogoff, K.(1986)。Ruling Out Nonstationary Speculative Bubbles。Journal of Monetary Economics,17,349-362。  new window
18.Marsh, Terry、Merton, Robert(1986)。Dividend volatility and Variance Bounds Test for the Rationality of Stock Market Prices。American Economic Review,76(3),483-498。  new window
19.Summer, Lawrence(1981)。Po Market Prices Accurately Reflect Fundamental Values?。Journal of Finance,41(3),591-601。  new window
20.Shiller, Robert(1981)。Do Stock Prices Move Too Much to Bo Justified by Subsequent Changes in Dividends?。American Economic Review,71(3),421-436。  new window
21.Shiller, Robert(1986)。The Marsh-Merton Model of Manager's Smoothing of Dividends。American Economic Review,71(3),499。  new window
22.Hamiton, James D.、Whiteman, Charles H.(1985)。The Observable Implications of Self-fulfilling Expectations。Journal of Monetary Economics,16(3),353-373。  new window
23.Hansen, Lars Peter(1982)。Large Sample Properties of Generalized Method of Moments Estimators。Econometrica: Journal of the Econometric Society,50(4),1029-1054。  new window
24.Shiller, Robert J.(1984)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity,2,457-510。  new window
25.Diba, B. T.、Grossman, H. I.(1988)。Explosive Rational Bubbles in Stock Prices?。The American Economic Review,78(3),520-530。  new window
26.Lintner, John(1956)。Distribution of incomes of corporations among dividends, retained earnings, and taxes。American Economic Review,46(2),97-113。  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.Mankiw, N. Gregory、Romer, David、Shapiro, Matthew D.(1985)。An Unbiased Reexamination of Stock Market Volatility。Journal of Finance,40(3),677-687。  new window
29.Tirole, Jean(1982)。On the Possibility of Speculation under Rational Expectations。Econometrica,50(5),1163-1181。  new window
30.West, Kenneth D.(1987)。A Specification Test for Speculative Bubbles。The Quarterly Journal of Economics,102(3),553-580。  new window
學位論文
1.張麗蕙(1989)。台灣股價波動之研究(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.Blanchard、Fischer(1989)。Lectures on Macroeconomics。London。  new window
2.Foster, George(1978)。Financial Statement Analysis。Englewood Cliffs:Prentice-Hall。  new window
圖書論文
1.Blanchard, Olivier J.、Watson, Mark W.(1982)。Bubbles Rational Expectations and Financial Markets。Crises in the Economic and Financial Structure: Bubbles Bursts and Shocks。Lexington, Mass:Lexington。  new window
 
 
 
 
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