期刊論文1. | 吳幸姬、李顯儀(20061200)。產業月營收變化與股價報酬的關聯性之研究。管理科學研究,3(2),61-74。 延伸查詢 |
2. | 徐中琦、林皇瑞(20080600)。法人機構從眾行為之研究--臺灣股市外資與自營商之比較。商管科技季刊,9(2),251-276。 延伸查詢 |
3. | 傅澤偉、林曼莉(20100600)。基金特性及外部環境對於基金經理人從眾行為的相關性。臺灣銀行季刊,61(2),26-45。 延伸查詢 |
4. | Abarbanell, L. S.、Bushee, B. J.(1998)。Abnormal Returns to A Fundamental Analysis Strategy。Journal of Accounting Research,36(1),19-45。 |
5. | Chang, E. C.、S. Dong(2006)。Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence from the Japanese。Stock Market", Pacific-Basin Finance Journal,14(1),135-154。 |
6. | Gatzlaff, K. M.、McCullough, K. A.(2010)。The Effect of Data Breaches on Shareholder Wealth。Risk Management and Insurance Review,13(1),61-83。 |
7. | Jaffe, J.、Keim, D.、R. Westerfield(1989)。Earnings Yields, Market Values and Stock Return。Journal of Finance,44(1),135-148。 |
8. | Lakonishok, J.、Shleifer, A.、R. W. Vishny(1994)。Constrain Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1579。 |
9. | Morris, G. D.、D. D. Thomas(2001)。The Return-Stages Valuation Model and the Expectations within A Firm’s P/B and P/E Ratios。Financial Management,30(2),93-126。 |
10. | Zhang, X. J.(2000)。Conservative Accounting and Equity Valuation。Journal of Accounting & Economics,29(1),125-149。 |
11. | 許培基、陳軒基、黃淑貞(20051000)。基金經理人為何出現群集行為?。管理評論,24(4),57-81。 延伸查詢 |
12. | Benston, George J.(1985)。The Market for Public Accounting Services: Demand, Supply and Regulation。Journal of Accounting and Public Policy,4(1),33-79。 |
13. | Barclay, Michael J.、Smith, Clifford W. Jr.(1995)。The Maturity Structure of Corporate Debt。Journal of Finance,50(2),609-631。 |
14. | Penman, S. H.(1996)。The Articulation of Price-earnings Ratios and Market-to-book Ratio and the Evaluation of Growth。Journal of Accounting Research,34(2),235-259。 |
15. | Capaul, Carlo、Rowley, Ian、Sharpe, William F.(1993)。International Value and Growth Stock Returns。Financial Analysts Journal,49(1),27-36。 |
16. | Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance,51(1),111-135。 |
17. | Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1992)。A theory of fads, fashion, custom, and culture change as information cascades。Journal of Polotical Economy,100(5),992-1026。 |
18. | Krishnaswami, S.、Spindt, P. A.、Subramaniam, V.(1999)。Information asymmetry, monitoring, and the placement structure of corporate debt。Journal of Financial Economics,51(3),407-434。 |
19. | 金成隆、張耿尉(19981000)。月營收/報酬關聯性之研究。管理評論,17(3),61-83。 延伸查詢 |
20. | 李顯儀、吳幸姬(20091200)。技術分析資訊對共同基金從眾行為的影響。臺大管理論叢,20(1),227-260。 延伸查詢 |
21. | Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。 |
22. | Trueman, B.(1994)。Analyst forecasts and herding behavior。Review of Financial Studies,7(1),97-124。 |
23. | Basu, S.(1977)。Investment Performance of Common Stocks in Relation to Their Price-earnings Ratios: A Test of the Efficient Market Hypothesis。Journal of Finance,32(3),663-682。 |
24. | Easton, Peter D.、Harris, Trevor S.(1991)。Earnings As an Explanatory Variable for Returns。Journal of Accounting Research,29(1),19-36。 |
25. | Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。 |
26. | Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。 |
27. | Banerjee, Abhijit V.(1992)。A simple model of herd behavior。The Quarterly Journal of Economics,107(3),797-817。 |
28. | Myers, Stewart C.(1977)。Determinants of Corporate Borrowing。Journal of Financial Economics,5(2),147-175。 |
29. | Lang, Larry、Ofek, Eli、Stulz, Rene M.(1996)。Leverage, investment and firm growth。Journal of Financial Economics,40(1),3-29。 |
30. | Beaver, William、Lambert, Richard、Morse, Dale(1980)。The information content of security prices。Journal of Accounting and Economics,2(1),3-28。 |
31. | Abarbanell, Jeffery S.、Bushee, Brian J.(1997)。Fundamental Analysis, Future Earnings, and Stock Prices。Journal of Accounting Research,35(1),1-24。 |
32. | Jegadeesh, Narasimhan、Livnat, Joshua(2006)。Revenue Surprises and Stock Returns。Journal of Accounting and Economics,41(1/2),147-171。 |
33. | Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。 |
34. | Ou, Jane A.、Penman, Stephen H.(1989)。Financial Statement Analysis and the Prediction of Stock Returns。Journal of Accounting and Economics,11(4),295-329。 |
35. | 洪榮華、雷雅淇(20020700)。公司規模、股價、益本比、淨值市價比與股票報酬關係之實證研究。管理評論,21(3),25-48。 延伸查詢 |
36. | Lewellen, Wilbur、Loderer, Claudio、Martin, Kenneth(1987)。Executive compensation contracts and executive incentive problems: An empirical analysis。Journal of Accounting and Economics,9(3),287-310。 |
37. | Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics,32(1),23-43。 |
38. | Chan, Louis K. C.、Lakonishok, Josef、Hamao, Yasushi(1991)。Fundamentals and Stock Returns in Japan。The Journal of Finance,46(5),1739-1789。 |
39. | 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。 |
40. | Basu, Sanjoy(1983)。The Relationship between Earnings' Yield, Market Value and Return for NYSE Common Stocks: Further Evidence。Journal of Finance Economics,12(1),129-156。 |
41. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。 |
42. | 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。 |
43. | Piotroski, Joseph D.(2000)。Value Investing: the Use of Historical Financial Statement Information to Separate Winners from Losers。Journal of Accounting Research,38(1),1-41。 |
44. | 劉毅馨、蔡彥卿(20060100)。月營收宣告期間私有資訊交易之探究。管理與系統,13(1),47-76。 延伸查詢 |
45. | De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。 |
46. | Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management,11(3),9-16。 |
47. | 方智強、姚明慶(19980900)。臺灣上市公司的淨值市價比現象。管理學報,15(3),367-391。 延伸查詢 |
48. | Dreman, D. N.、Berry, M. A.(1995)。Overreaction, Underreaction, and the Low-P/E Effect。Financial Analysts Journal,51(4),21-30。 |