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題名:Empirical Evidence on the Relationship Among Dividends, Earnings, Investment and Debt-Asset Ratios for the Aggregate Stock Market
書刊名:會計評論
作者:李宏志 引用關係
出版日期:1995
卷期:29
頁次:頁175-193
主題關鍵詞:整體股票市場因果關係股利盈餘投資資產負債比率Aggregate stock marketCausal relationshipDividendsEarningsInvestmentDebt-asset ratio
原始連結:連回原系統網址new window
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  • 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:0
  • 點閱點閱:25
期刊論文
1.Baumol, J.、Heim, P.、Malkiel, C.、Quandt, R.(1970)。Earnings Retention, New Capital and the Growth of the Firm。Review of Economics and Statistics,52(4),345-355。  new window
2.Dhrymes, P.(1971)。Equivalence of iterative aitken and maximum likelihood estimators for a system of regression equations。Australian Economic Paper,10,20-24。  new window
3.Mcfetridge, D.(1978)。Efficiency implications of earnings relations。Review of Economics and Statistics,1978(May),218-224。  new window
4.Miller, M.、Modigliani, M.(1983)。Dividend policy, growth, and the valuation of shares。Journal of Business,1983(Oct.),1659-1667。  new window
5.Engle, R. F.、Yoo, B. S.(1987)。Forecasting and testing in cointegrated system。Journal of Econometrics,35(2),143-159。  new window
6.Akaile, H.(1969)。Fitting Autoregressions for Prediction。Annuals of the Institute of Statistical Mathematics,21,243-247。  new window
7.Kmenta, Jan、Gilbert, Roy F.(1968)。Small Sample Properties of Alternative Estimators of Seemingly Unrelated Regressions。Journal of the American Statistical Association,63(324),1180-1200。  new window
8.Akaike, H.(1969)。Statistical predictor identification。Annals of the Institute of Statistical Mathematics,22,203-217。  new window
9.Lee, B. S.(1992)。Causal relations among stock returns, interest rates, real activity and inflation。Journal of Finance,47(4),1591-1603。  new window
10.Marsh, Terry A.、Merton, Robert C.(1987)。Dividend Behavior for the Aggregate Stock Market。Journal of Business,60(1),1-40。  new window
11.Fama, E. F.、Babiak, H.(1968)。Dividend policy: an empirical analysis。Journal of American Statistical Association,63(324),1132-1161。  new window
12.Granger, C. W. J.(1980)。Testing for Causality: A Personal Viewpoint。Journal of Economic Dynamics and Control,2,329-352。  new window
13.Keating, John W.(1992)。Structural approaches to vector Autoregressions。Federal Reserve Bank of St. Louis,74,37-57。  new window
14.Zellner, A.(1962)。An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias。Journal of the American Statistical Association,57(298),348-368。  new window
15.Hsiao, Cheng(1979)。Autoregressive modeling of Canadian money and income data。Journal of the American Statistical Association,74(367),553-560。  new window
16.Hsiao, C.(1981)。Autoregressive Modeling and Money-Income Causality Detection。Journal of Monetary Economics,7(1),85-106。  new window
17.Higgins, R. C.(1972)。The corporate dividend-savings decision。Journal of Financial and Quantitative Analysis,7,1527-1541。  new window
18.Fama, E. F.(1974)。The Empirical Relationships Between the Dividend and Investment Decisions of Firms。American Economic Review,64(3),304-318。  new window
19.McCabe, George M.(1979)。The Empirical Relationship between Investment and Financing: A New Look。Journal of Financial and Quantitative Analysis,14(1),119-135。  new window
20.Pettit, Richardson R.(1972)。Dividend announcements, security performance, and capital market efficiency。Journal of Finance,27(5),993-1007。  new window
21.Watts, Ross(1973)。The Information Content of Dividends。The Journal of Business,46(2),191-211。  new window
22.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
23.Bar-Yosef, S.、Callen, L、Livnat, J.(1987)。Autoregressive modeling of earnings-investment causality。Journal of Finance,42(1),11-28。  new window
24.Smirlock, M.、Marshall, W.(1983)。An examination of the empirical relationship between the dividend and investment decisions: a note。Journal of Finance,38(5),1659-1667。  new window
圖書
1.Brigham, F.、Gapenski, L.(1987)。Intermediate Financial Management。Drydon Inc.。  new window
2.Brealey, R.、Myers, S.(1981)。Principles of Corporate Finance。New York:Mcgraw-Hill。  new window
3.Fama, E. F.、Miller, M. R.(1972)。The Theory of Finance。New York:Holt, Rinehart and Winston。  new window
圖書論文
1.Masani, P.(1966)。Recent trends in multivariate prediction theory。Multivariate Analysis。New York:Academic Press。  new window
 
 
 
 
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