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題名:ROE的三個驅動因子對航運公司股票報酬之門檻衝擊--動態PSTR模型的應用
書刊名:臺灣銀行季刊
作者:吳博欽劉曉燕羅吉宏
出版日期:2020
卷期:71:4
頁次:頁53-73
主題關鍵詞:動態縱橫平滑轉換迴歸模型波羅的海綜合指數財務槓桿資產週轉率持續性Dynamic panel smooth transition regressionDPSTRBDI
原始連結:連回原系統網址new window
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期刊論文
1.Brav, Omer(2009)。Access to Capital, Capital Structure, and the Funding of the Firm。The Journal of Finance,64(1),263-308。  new window
2.Fouquau, J.、Hurlin, C.、Rabaud, I.(2008)。The Feldstein-Horioka Puzzle: A Panel Smooth Transition Regression Approach。Economic Modelling,25(2),284-299。  new window
3.Fairfield, P. M.、Yohn, T. L.(2001)。Using asset turnover and profit margin to forecast changes in profitability。Review of Accounting Studies,6(4),371-385。  new window
4.George, T. J.、Hwang, C. Y.(2010)。A Resolution of the Distress Risk and Leverage Puzzles in the Cross Section of Stock Returns。Journal of Financial Economics,96(1),56-79。  new window
5.Li, M.-Y. L.、Yang, T.-H.、Yu, S.-E.(2015)。CEO stock-based incentive compensation and firm performance: A quantile regression approach。Journal of International Financial Management and Accounting,26(1),39-71。  new window
6.Hansen, B. E.(1999)。Threshold Effects in Non-Dynamic Panels: Estimation, Testing, and Inference。Journal of Econometrics,93(2),345-368。  new window
7.Wu, Po-Chin、Pan, Sheng-Chieh、Tai, Xue-Ling(2015)。Non-linearity, persistence and spillover effects in stock returns: the role of the volatility index。Empirica,42(3),597-613。  new window
8.Strobl, G.(2013)。Earnings manipulation and the cost of capital。Journal of Accounting Research,51(2),449-473。  new window
9.Blundell, Richard W.、Bond, Stephen R.(1998)。Initial Conditions and Moment Restrictions in Dynamic Panel Data Models。Journal of Econometrics,87(1),115-143。  new window
10.Ahsan, A. M.(2012)。Can return on equity be used to predict portfolio performance?。Economics, Management, and Financial Markets,7(2),132-148。  new window
11.Allozi, N. M.、Obeidat, G. S.(2016)。The relationship between the stock return and financial indicators: An empirical study on manufacturing companies listed in Amman Stock Exchange。Journal of Social Sciences,5(3),408-424。  new window
12.Chadha, S.、Sharma, A. K.(2015)。Capital structure and firm performance: Empirical evidence from India。Vision: The Journal of Business Perspective,19(4),295-302。  new window
13.Darmika, R.(2008)。DuPont analysis of an information technology enables competitive advantage。Journal compilation Blackwell,15(2),239-250。  new window
14.Emirmahmutoglu, F.、Omay, T.(2014)。Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test。Economic Modellings,40,184-190。  new window
15.Gloy, B. A.、Hyde, J.、LaDue, E. L.(2002)。Dairy Farm Management and Long-Term Farm Financial Performance。Agricultural and Resource Economics Review,31(2),233-247。  new window
16.Ibendahl, G.、Langemeier, M. R.(2014)。Characteristics that help a farm achieve long-term viability。Journal of the ASFMRA,2014,240-250。  new window
17.Lenka, S.(2017)。The relationship between company returns and leverage depending on the business sector: Empirical evidence from the Czech Republic。Journal of Competitiveness,9(3),98-110。  new window
18.Korkmaz, Ö.(2016)。The effects of profitability ratios on debt ratio: The sample of the BIST manufacturing industry。Financial Studies,20(2),35-54。  new window
19.Kayo, K. E.、Kimura, H.(2011)。Hierarchical determinants of capital structure。Journal of Banking & Finance,35(2),358-371。  new window
20.Juselius, K.、Assenmacher, K.(2014)。Real exchange rate persistence: The case of the Swiss Franc-US dollar rate。SSRN Electronic Journal,2014。  new window
21.Liesz, T. J.(2004)。Really moaitied DuPont analysis: Five ways to improve return on equity。The Economics review,81(3),231-243。  new window
22.Mirsha, A. K.、Hams, J. M.、Erickson, K.、Hallahan, C.(2012)。Drivers of agricultural profitability in the USA: An application of the Du Pont expansion method。Agricultural Finance Review,72(3),325-340。  new window
23.Muradoglu, Y. G.、Sivaprasad, S.(2011)。Using Firm Level Leverage as an Investment Strategy。Journal of Forecasting,31(3),260-279。  new window
24.Şahin, B.、Gürgen, S.、Ünver, B.、İsmail, Altin(2018)。Forecasting the Baltic Dry Index by using an artificial neural network approach。Turkish Journal of Electrical Engineering & Computer Sciences,26(3),1673-1684。  new window
25.Saragih, J. L.(2018)。The effects of return on assets (ROA), return on equity (ROE), and debt to equity ratio (DER) on stock returns in wholesale and retail trade companies listed in Indonesia Stock Exchange。International Journal of Science and Research Methodology,8(3),348-367。  new window
26.Sheela, G.、Karthikeyan, K.(2012)。Financial Performance of Pharmaceutical Industry in India using DuPont Analysis。European Journal of Business and Management,4(14),84-91。  new window
27.Wang, Y.、Liu, Q.(2006)。Comparison of Akaike information criterion (AIC) and Bayesian information criterion (BIC) in selection of stock-recruitment relationship。Fisheries Research,77(2),220-225。  new window
28.Wu, Po-Chin、Liu, Shiao-Yen、Chen, Che-Ying(2016)。Re-examining risk premiums in the Fama-French model: the role of investor sentiment。North American Journal of Economics and Finance,36,154-171。  new window
29.Bhandari, Laxmi Chand(1988)。Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence。Journal of Finance,43(2),507-528。  new window
會議論文
1.Ibendahl, G.(2014)。Characteristics that make a farm consistently profitable。Southern Agricultural Economics Association Annual Meeting,(會議日期: 2014/02/02-04)。Dallas, TX。  new window
研究報告
1.Roodman, D.(2006)。How To Do xtabond2: An Introduction to Difference and System GMM in Stata。  new window
2.Pesaran, M. H.(2004)。General diagnostic tests for cross section dependence in panels。Faculty of Economics, University of Cambridge。  new window
3.González, A.、Teräsvirta, T.、van Dijk, D.(2005)。Panel Smooth Transition Regression Models。Sydney:Quantitative Finance Research Centre, University of Technology。  new window
4.Tomy, R. E.(2012)。Earnings persistence over the business cycle。Stanford University。  new window
學位論文
1.孔令如(2018)。杜邦分析三因子與股票報酬之關聯性及公司治理對其之影響(碩士論文)。國立臺灣師範大學。  延伸查詢new window
2.李宗鶯(2013)。利用杜邦分析檢驗盈餘管理--以台灣資料為例(碩士論文)。國立臺灣大學。  延伸查詢new window
3.林佳玟(2015)。盈餘管理、財務績效與企業生命週期關聯性之研究--以杜邦分析探討(碩士論文)。國立臺中科技大學。  延伸查詢new window
4.黃盟凱(2015)。發行可轉換公司債公司的資產規模對ROE之研究(碩士論文)。淡江大學。  延伸查詢new window
5.鍾登訓(2010)。資訊揭露與公司經營績效關聯之研究(碩士論文)。國立交通大學。  延伸查詢new window
6.鐘輝龍(2009)。杜邦分析與股票報酬率及信用評等關聯性之研究(碩士論文)。國立成功大學。  延伸查詢new window
圖書
1.Aulova, R.(2012)。Kapitálová struktura zemědělských podniků a její determinanty。Praha:Česká zemědělská univerzita v Praze。  new window
2.Helfert, E. A.(2000)。Techniques of Financial Analysis: A Guide to Value Creation。New York:Irwin McGraw-Hill。  new window
圖書論文
1.Frydenberg, S.、Martin, G. S.、Baker, H. K.(2011)。Capital structure theories and empirical tests: An overview。Capital Structure and Corporate Financing Decisions。  new window
 
 
 
 
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