期刊論文1. | Chu, P. Y.、Wu, S.、Liu, M. Y.(1990)。Impact of price limits on Taiwan security prices。Asia-Pacific Journal of Management,7,141-152。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Lakonishok, J.、Shapiro, A. C.(1986)。Systematic Risk, Total Risk and Size as Determinants of Stock Market Returns。Journal of Banking and Finance,10,115-132。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | 李又剛(19890100)。股價漲跌限幅措施下的我國股市與美、日、港三國股市之比較。臺北市銀月刊,20(1)=232,14-26。 延伸查詢![new window](/gs32/images/newin.png) |
4. | 吳壽山、許和鈞、顧廣平(19950100)。臺灣股市漲跌幅及規模效果交互作用的解析。Proceedings of the National Science Council. Part C, Humanities and Social Sciences,5(1),73-82。 延伸查詢![new window](/gs32/images/newin.png) |
5. | 林純瓊(1992)。漲跌停板和股價波動:有母數分析、無母數分析與譜系分析下之實證結果。管理評論,1992(11月號),49-58。 延伸查詢![new window](/gs32/images/newin.png) |
6. | Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Merton, Robert C.(1973)。An Intertemporal Capital Asset Pricing Model。Econometrica,41(5),867-887。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Reinganum, Marc R.(1981)。Misspecification of capital asset pricing: empirical anomalies based on earnings yields and market values。Journal of Financial Economics,9(1),19-46。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Ross, Stephen A.(1976)。The Arbitrage Theory of Capital Asset Pricing。Journal of Economic Theory,13(3),341-360。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |