:::

詳目顯示

回上一頁
題名:分析師樣本公司之因子模型:臺灣市場實證分析
書刊名:統計與資訊評論
作者:林士貴阮彥勳林朝陽
作者(外文):Lin, Shih-kueiJuan, Yen-hsunLin, Chao-yang
出版日期:2020
卷期:20
頁次:頁1-37
主題關鍵詞:統計套利因子模型分析師歧異度最適投資組合Statistical arbitrageFactor modelAnalyst dispersionOptimal portfolio
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(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:53
期刊論文
1.Brennan, Michael J.、Chordia, Tarun、Subrahmanyam, Avanidhar(1998)。Alternative Factor Specifications, Security Characteristics, and the Cross-section of Expected Stock Returns。Journal of Financial Economics,49(3),345-373。  new window
2.Amihud, Yakov、Mendelson, Haim(1986)。Asset Pricing and the Bid-Ask Spread。Journal of Financial Economics,17(2),223-249。  new window
3.Miller, Edward M.(1977)。Risk, Uncertainty, and Divergence of Opinion。The Journal of Finance,32(4),1151-1168。  new window
4.Haugen, R. A.、Baker, N. L.(1996)。Commonality in the Determinants of Expected Stock Returns。Journal of Financial Economics,41(3),401-439。  new window
5.Brennan, Michael J.、Subrahmanyam, Avanidhar(1996)。Market microstructure and asset pricing: on the compensation for illiquidity in stock returns。Journal of Financial Economics,41,441-464。  new window
6.Diether, Karl B.、Malloy, Christopher J.、Scherbina, Anna(2002)。Differences of Opinion and the Cross-section of Stock Returns。Journal of Finance,57(5),2113-2141。  new window
7.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
8.Bissessur, S. W.、Veenman, D.(2016)。Analyst information precision and small earnings surprises。Review of Accounting Studies,21(4),1327-1360。  new window
9.Gleason, Cristi A.、Lee, Charles M. C.(2003)。Analyst Forecast Revisions and Market Price Discovery。The Accounting Review,78(1),193-225。  new window
10.Amihud, Yakov(2002)。Illiquidity and Stock Returns: Cross- section and Time-series Effects。Journal of Financial Markets,5(1),31-56。  new window
11.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
12.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
13.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
14.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。  new window
15.Jegadeesh, Narasimhan(1990)。Evidence of Predictable Behavior of Security Returns。The Journal of Finance,45(3),881-898。  new window
研究報告
1.Veenman, D.、Verwijmeren, P.(2015)。Earnings expectations and the dispersion anomaly。  new window
學位論文
1.李佳玲(2014)。分析師預測歧異度與修正量對股權價值評估之攸關性(碩士論文)。靜宜大學。  延伸查詢new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關期刊論文
 
無相關著作
 
QR Code
QRCODE