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題名:臺灣與亞太各國股票市場收益率之序列相關與關聯性實證研究
書刊名:臺灣銀行季刊
作者:宋瑞蛟顏錫銘 引用關係
出版日期:1993
卷期:44:4
頁次:頁171-200
主題關鍵詞:收益率亞太各國股票市場臺灣
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(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:3
期刊論文
1.Ripley, D. M.(1973)。Systematic Elements in the Linkage of National Stock Market Indices。The Review of Economics and Statistics,55,356-361。  new window
2.Grubel, H. G.、Fadner, K.(1971)。The Interdependence of International Equity Markets。Journal of Finance,26(1),89-94。  new window
3.Granger, C. W. J.、Morgenstern, O.(1963)。Spectral analysis of New York stock market prices。Kyklos,16(1),1-27。  new window
4.林煜宗(1978)。市場因素對台灣證券市場股價變動之影響。證交資料,194,1-9。  延伸查詢new window
5.Fisher, L.(1966)。Some New Stock Market Indexes。The Journal of Business,39,191-225。  new window
6.顏錫銘(19910500)。亞太盆地股票市場價格行為之比較研究。管理科學學報,8(1),1-18。  延伸查詢new window
7.Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy,96(2),246-273。  new window
8.Robichek, A.、Cohn, R.、Pringle, J.(1972)。Returns on Alternative Investment Media and Implications for Portfolio Construction。Journal of Business,45(3),427-443。  new window
9.顏錫銘(1992)。國際投資組合的管理。快濟研究月刊,8(1),86。  延伸查詢new window
10.Atchison, M. D.、Bulter, K. C.、Simonds, R. R.(1987)。Non-synchronous Security Trading and Market Index Auto-correlation。Journal of Finance,111-118。  new window
11.Black, F.(1986)。Noise。Journal of Finance,529-543。  new window
12.Bailey, W.、Stulz, R. M.(1990)。Benefits of International Diversification: the case of Pacific Basin Stock Markets。Journal of Portfolio Management,57-61。  new window
13.Levy, H.、Sarant, M.(1970)。International Diversification of Investment Portfolios。American Economic Review,60,668-675。  new window
14.Lessard, D.(1970)。International Portfolio Diversification: A Multivariate Analysis for Group of Latin American Countries。Journal of Finance,28,619-633。  new window
15.Laurence, M. M.(1986)。Weak-Form Efficiency In The Kuala Lumpur and Singapore Stock Markets。Journal of Banking and Finance,10,431-445。  new window
16.Hong, H.(1978)。Predictability of Price Trends on Stock Exchange: A Study of Some Far Eastern Countries。Review of Economics,60,619-621。  new window
17.Shiller, R. J.(1981)。The Use of Volatility Measures in Assessing Market Efficiency。Journal of Finance,36(2),291-304。  new window
18.Perry, P. R.(1985)。Portfolio Serial Correlation and Non-synchronous Trading。Journal of Financial and Quantitative Analysis,20,517-523。  new window
19.Solink, B. H.(1973)。Note on the Validity of the Random Walk For European Stock Prices。Journal of Finance,28,1151-1159。  new window
20.de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy,98(4),703-738。  new window
21.Grubel, Herbert G.(1968)。Internationally Diversified Portfolios: Welfare Gains and Capital Flows。The American Economic Review,58(5),1299-1314。  new window
22.Fama, Eugene F.(1965)。The Behavior of Stock-Market Prices。Journal of Business,38(1),34-105。  new window
23.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
24.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
學位論文
1.徐世豪(1979)。台灣證券市場有效性之研究--過濾法則投資效益之評估(碩士論文)。國立政治大學。  延伸查詢new window
2.張金桂(1980)。台灣地區股票市場股價行為之實證研究(碩士論文)。大同工學院。  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.王志銘(1989)。國際股價變動對台灣股價影響之實證研究(碩士論文)。文化大學。  延伸查詢new window
5.丁瑞九(1987)。國際證券組合系統性風險之研究(碩士論文)。國立政治大學。  延伸查詢new window
6.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
圖書論文
1.Bailey, W.、Stuiz, R. M.、Yen, S.(1990)。Properities of Daily Stock Returns from the Pacific Basin Stock Market Markets: Evidence and Implications。Pacific-Basin Capital Markets Research。Amsterdam:Elsevie Science Publishers。  new window
 
 
 
 
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