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題名:運用隨機優勢模式再探討臺灣股市本益比效應
書刊名:會計評論
作者:劉維琪 引用關係李佳玲
出版日期:1993
卷期:27
頁次:頁1-24
主題關鍵詞:股市本益比臺灣模式隨機優勢
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(1) 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:9
  • 點閱點閱:32
期刊論文
1.Whitmore, G. A.(1970)。Third Degree Stochastic Dominance。American Economic Review,60(3),457-459。  new window
2.Levy, H.、Kroll, Y.(1979)。Efficiency analysis with borrowing and lending: Criteria and their effectiveness。Review of Economics and Statistics,61(1),125-130。  new window
3.Hadar, J.、Russell, William R.(1969)。Rules for ordering uncertain prospects。American Economic Review,59(1),25-34。  new window
4.Ou, J. A.、Penman, S. H.(1989)。Accounting Measurement, Price-Earnings Ratio, and the Information Content of Security Prices。Journal of Accounting Research,27(3),111-144。  new window
5.Basu, S.(1977)。Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis。The Journal of Finance,32(3),663-682。  new window
6.Jahnke, G.、Klaffke, S. J.、Oppenheimer, H. R.(1987)。Price-earnings Ratios and Security performance。Journal of Portfolio Management,14(1),39-46。  new window
7.Keim, D. B.(1990)。A New Look at the Effects of Firm Size and E/P Ratio on Stock Returns。Financial Analysts Journal,46(2),56-67。  new window
8.Peters, D. J.(1991)。Valuing a Growth Stock。Journal of Portfolio Management,17(3),49-51。  new window
9.劉玉珍、劉維琪、謝政能(19930500)。臺灣股市過度反應之實證研究。臺大管理論叢,4(1),105-146。new window  延伸查詢new window
10.Beaver, W. H.、Morse, D.(1978)。What Determines Price-Earnings Ratios。Financial Analysts Journal,34(4),65-76。  new window
11.Reinganum, M. R.(1982)。A Direct Test of Roll's Conjecture on the Firm Size Effect。Journal of Finance,37(1),27-35。  new window
12.Levy, H.、Lerman, Z.(1985)。Testing P/E ratios filters with stochastic dominance。Journal of Portfolio Management,11(2),31-40。  new window
13.朱富春(19750100)。股票本益比理論及其應用。臺灣經濟金融月刊,11(1),40-45。  延伸查詢new window
14.劉玉珍、劉維琪、林淑鈴(19930500)。隨機優勢模式與資本資產定價模式之比較--以季盈餘宣告為例。管理科學學報,10(1),23-46。  延伸查詢new window
15.Carter, E. E.(1975)。A Performance Appraisal of Price-Earning Filter Rules on Dow Jones Industrial Average Securities。Sloan Management Review,75-85。  new window
16.Fischmarpers, D.(1991)。Portfolio Analysis of Stocks, Bond, and Managed Futures Using Compromise Stochastic Dominance。The Journal of Futures Markets,11(3),259-270。  new window
17.French, R. K.、Poterba, J.(1991)。Were Japanese Stock Prices P/E Too High?。Journal of Financial Economics,19,337-363。  new window
18.Kleim, A.、Rosenfeld, J.(1991)。Pe Ratios, Earnings Expectations, And Abnormal Returns。The Journal of Financial Research,14(1),51-63。  new window
19.Kroll, Y.、Levy, H.(1982)。Stochastic Dominance: A Note。The Journal of Finance,37(3),871-875。  new window
20.Porter, R. B.、Wart, J. R.、Ferguson, D. L.(1973)。Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios。Journal of Financial and Quantitative Analysis,8(1),71-80。  new window
21.Reinganum, Marc R.(1981)。Abnormal Returns in Small Firm Portfolios。Financial Analyst Journal,37(2),52-56。  new window
22.Jean, William H.(1992)。Stochastic Dominance Optimum and the Capital Asset Pricing Model。Journal of Business Finance & Accounting,19(1),103-112。  new window
23.Black, Fisher(1986)。Noise。Journal of Finance,41(3),529-543。  new window
24.Shleifer, Andrei、Summers, Lawrence H.(1990)。The Noise Trader Approach to Finance。Journal of Economic Perspectives,4(2),19-33。  new window
25.Roll, Richard(1977)。A Critique of the Asset pricing Theory's Tests, Part I: On Past and Potential Testability of the Theory。Journal of Financial Economics,4(2),129-176。  new window
26.Basu, Sanjoy(1983)。The Relationship between Earnings' Yield, Market Value and Return for NYSE Common Stocks: Further Evidence。Journal of Finance Economics,12(1),129-156。  new window
學位論文
1.劉美蘭(1991)。台灣股票本益比與報酬率關係之研究(碩士論文)。國立中興大學。  延伸查詢new window
2.林伶如(1990)。股票本益比與公司規模對股票報酬之影響--以台灣股市為例(碩士論文)。國立中興大學。  延伸查詢new window
3.王明仁(1989)。股票益本比與公司年度盈餘對投資組合投資績效影響之研究(碩士論文)。東海大學。  延伸查詢new window
4.孟憲模(1989)。運用套利定價模式探討台灣地區上市股票超額報酬(碩士論文)。國立中山大學。  延伸查詢new window
5.劉家弼(1987)。證券投資策略之績效評估(碩士論文)。東海大學。  延伸查詢new window
6.蕭翠玥(1988)。台灣地區上市公司股票報酬規模效應之實證研究(碩士論文)。國立中山大學。  延伸查詢new window
圖書
1.Dym, S.(1988)。Stated VS. Equilibrium Price-Earning Ratios: Note。Salomon Brothers Center for the Study of Financial Institutions. New York University。  new window
2.林煜宗(1988)。現代投資學--制度、理論與實證。臺北:三民書局。  延伸查詢new window
 
 
 
 
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