期刊論文1. | 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 |
2. | Homa, K. E.、Jaffee, D. M.(1971)。The Supply of Money and Common Stock Prices。The Journal of Finance,26(5),1045-1066。 |
3. | Kraft, J.、Kraft, A.(197709)。Determinants of common stock prices: a time series analysys。Journal of Finance,32(2),417-425。 |
4. | Jeng, Y.、Kim, C. W.、Wan-Sulaiman, W. M. H.(1992)。International transmission of stock market movements and Korea and Taiwan fund prices。Pacific-Basin Capital Markets Research,3,205-223。 |
5. | LeSage, James P.(1990)。A comparison of the forecasting ability of ECM and VAR model。The Review of Economics and Statistics,72(4),664-671。 |
6. | Hsiao, C.(1981)。Autoregressive modelling and money-income causality detection。Journal of Monetary Economics,7,85-106。 |
7. | 許振明、蔡佳珍(19930500)。股價與經濟因素之關聯性分析與預測:MTV及主成份迴歸分析。臺大管理論叢,4(1),79-104。 延伸查詢 |
8. | 梁發進(19891200)。臺灣之貨幣供給、股票價格與通貨膨脹。臺灣銀行季刊,40(4),1-27。 延伸查詢 |
9. | Black, F.(1972)。Capital Market Equilibrium with Resticted Borrowing。Journal of Business,5(3),444-455。 |
10. | Chan, K. C.、Chen, N. F.、Hsieh, D. A.(1985)。An Exploratory Investigation of the Firm Size Effecy。Journal of Financial Economics,451-471。 |
11. | Gargett, D. R.(1978)。The Link Between Stock Prices and Liquidity。Financial Analyst Journal,50-54。 |
12. | Keran, M. W.(1971)。Expectations, Money, and Stock Market。Federal Reserve Bank of St. Louis Review,16-31。 |
13. | Markowitz, H. M.(1952)。Portfolios Selection。Journal of Finance,7(1),77-91。 |
14. | Markowitz, H. M.(1959)。Markowitz Revisited。Financial Analysts Journal,32(5),47-52。 |
15. | Robichek, A. A.、Cohn, R. A.(1974)。The Economic Determinants of Systematic Risk。The Journal of Finance,29(2),439-447。 |
16. | King, Benjamin F.(1966)。Market and Industry Factors in Stock Price Behavior。Journal of Business,39(1),139-190。 |
17. | Eun, Cheol S.、Shim, Sangdal(1989)。International Transmission of Stock Market Movements。Journal of Financial and Quantitative Analysis,24(2),241-256。 |
18. | Dickey, David A.、Fuller, Wayne A.(1981)。Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root。Econometrica: journal of the Econometric Society,49(4),1057-1072。 |
19. | Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。 |
20. | Lintner, John(1965)。The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets。Review of Economics and Statistics,47(1),13-37。 |
21. | Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。 |
22. | Caines, P. E.、Keng, C. W.、Sethi, S. P.(1981)。Causality analysis and multivariate autoregressive modelling with an application to supermarket sales analysis。Journal of Economic Dynamics & Control,3,267-298。 |