期刊論文1. | Strong, N.(1992)。Modelling Abnormal returns: A Review Article。Journal of Business Finance and Accountings,19(4),533-553。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Rendleman, R. J. Jr.、Jones, C. P.、Latané, H. A.(1982)。Empirical Anomalies Based on Unexpected Earnings and the Importance of Risk Adjustments。Journal of Financial Economics,10(3),269-287。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Watts, R.(1978)。Systematic 'Abnormal' Returns after Quarterly Earnings Announcements。Journal of Financial Economics,6(2/3),127-150。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Anderson, J. A.、Meyers, S. L.(1975)。Some Limitations of Efficient Markets Research for the Determination of Financial Reporting Standards。ABACUS,1975(Jun.),18-36。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Beaver, William H.、Lambert, Richard A.、Ryan, Stephen G.(1987)。The information content of security prices。Journal of Accounting and Economics,9(2),139-157。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Brown, Philip、Kennelly, John W.(1972)。The Informational Content of Quarterly Earning: An Extension and Some Further Evidence。Journal of Business,45(3),403-415。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Chang, C. C.、Chang, S. Y.(1992)。An Empirical Investigation of Information Cotent of Financial Ratios。The Chinese Accounting Review,26,93-112。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Collins D. W.、Kothari, S. P.、Rayburn, J. D.(1987)。Firm Size and the Information Cotent of Prices with Respect to Earning。Journal of Accounting and Economics,9,111-138。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Jones, Charles P.、Litzenberger, Robert H.(1970)。Quarterly Earning Reports and Intermediate Stock Price Trends。Journal of Finance,25(1),143-148。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Joy O. M.、Litzenberger, R.、McEnally, R.(1977)。The Adjustment of Stock Price to Announcements of Unanticipated Changes in: Quarterly Earnings。Journal of Accounting Research,1977(Autumn),207-225。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | May, Robert G.(1971)。The Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes。Journal of Accounting Research,9(3),119-163。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Sharpe, William F.(1964)。Capital Assets Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Foster, George、Olsen, Chris、Shevlin, Terry(1984)。Earnings Releases, Anomalies, and the Behavior of Security Returns。The Accounting Review,59(4),574-603。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Freeman, R. N.(1987)。The Association between Accounting Earnings and Security Returns for Large and Small Firms。Journal of Accounting and Economics,9(2),195-228。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Lintner, J.(1965)。The Valuation of Risky Assets and The Selection of Risky Investments in Stock portfolios and Capital budgets。Review of Economics and Statistics,47(1),13-37。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Bowman, Robert G.(1983)。Understanding and conducting event studies。Journal of Business Finance and Accounting,10(4),561-584。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Beaver, William H.(1968)。The Information Content of Annual Earnings Announcements。Journal of Accounting Research,6,67-92。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Beaver, William、Lambert, Richard、Morse, Dale(1980)。The information content of security prices。Journal of Accounting and Economics,2(1),3-28。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Foster, George(1977)。Quarterly Accounting Data: Time-Series Properties and Predictive Ability Results。The Accounting Review,52(1),1-21。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Beaver, William H.、Clarke, Roger、Wright, William F.(1979)。The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors。Journal of Accounting Research,17(2),316-340。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Mossin, Jan(1966)。Equilibrium in a Capital Asset Market。Econometrica,34(4),768-783。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Bernard, Victor L.、Thomas, Jacob K.(1989)。Posting-Earning-Announcement Drift: Delayed Price Response or Risk Premium?。Journal of Accounting Research,27,1-36。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
學位論文1. | 黃鉦堤(1988)。臺灣股票市場資訊差異對股價影響之研究(碩士論文)。國立中山大學。 延伸查詢![new window](/gs32/images/newin.png) |
2. | 林鎮邦(1979)。臺灣地區股票上市公司公佈之財務報表所含情報量之研究(碩士論文)。台灣大學。 延伸查詢![new window](/gs32/images/newin.png) |
3. | 陳志愷(1992)。盈餘反應係數探索性之研究--臺灣股票市場之實證分析(碩士論文)。國立政治大學。 延伸查詢![new window](/gs32/images/newin.png) |
4. | 余尚武(1986)。臺灣證券市場股票上市公司盈餘宣告所含資訊內容之研究(碩士論文)。國立臺灣大學。 延伸查詢![new window](/gs32/images/newin.png) |
5. | 曾祥琳(1989)。每季盈餘公告對股票成交量影響之研究(碩士論文)。國立成功大學。 延伸查詢![new window](/gs32/images/newin.png) |
6. | 李華玉(1992)。臺灣股票價格資訊內容之研究(碩士論文)。國立臺灣大學。 延伸查詢![new window](/gs32/images/newin.png) |
7. | 張鴻基(1983)。臺灣地區股票上市公司每季盈餘時間數列特性及資訊內容之研究(碩士論文)。臺灣大學。 延伸查詢![new window](/gs32/images/newin.png) |
8. | 林淑鈴(1991)。季盈餘資訊內容--機率優越模式與資本資產定價模式之比較(碩士論文)。國立政治大學。 延伸查詢![new window](/gs32/images/newin.png) |
9. | 簡明真(1990)。季盈餘宣告對進出喊價價差的影響(碩士論文)。國立政治大學。 延伸查詢![new window](/gs32/images/newin.png) |
10. | 徐春美(1979)。期中報表預測功能之研究(碩士論文)。國立政治大學。 延伸查詢![new window](/gs32/images/newin.png) |
11. | 賴冠仲(1986)。效率資本市場理論及其會計面之研究(碩士論文)。東吳大學。 延伸查詢![new window](/gs32/images/newin.png) |
12. | Atiase, R.(1980)。Predisclosure Information Asymmetries, Firm Capitalization, Earnings Reports and Security Price Behavior(博士論文)。University of California,Berkeley。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | 許秀賓(1991)。財務分析師盈餘預測相對準確性決定因素之實證研究(碩士論文)。國立政治大學。 延伸查詢![new window](/gs32/images/newin.png) |
14. | 游萬淵(1989)。會計盈餘預測之準確性研究(碩士論文)。國立政治大學。 延伸查詢![new window](/gs32/images/newin.png) |