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題名:Price to Earnings Ratio Investing in the Taiwan Stock Exchange (TWSE)
書刊名:Academy of Taiwan Business Management Review
作者:Tyrone Panzer L. Chan Pao
出版日期:2016
卷期:12:3
頁次:頁33-40
主題關鍵詞:Back-testingValue investingPrice to earnings ratioTaiwan Stock Exchange
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:3
期刊論文
1.Arslan, M.、Zaman, R.(2014)。Impact of Dividend Yield and Price Earnings Ratio on Stock Returns: A Study Non-Financial listed Firms of Pakistan。Research Journal of Finance and Accounting,5(19)。  new window
2.Buffett, W.(1984)。The Superinvestors of Graham-and-Doddsville。Hermes (Columbia Business School magazine)。  new window
3.Fluck, Z.、Malkiel, B.、Quandt, R. E.(1997)。The Predictability of Stock Returns: A Cross-Sectional Simulation。The Journal of Economics and Statistics,79(2),176-183。  new window
4.Oppenheimer, H.(1984)。A Test of Ben Graham's Stock Selection Criteria。Financial Analysts Journal。  new window
5.Truong, C.(2009)。Value Investing Using Price Earnings Ratio In New Zealand。University of Auckland Business Review,11(1)。  new window
6.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。  new window
7.De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance,42(3),557-581。  new window
8.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
9.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。  new window
10.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
11.Chan, L. K. C.、Lakonishok, J.(2004)。Value and Growth Investing: Review and Update。Financial Analysts Journal,60(1),71-86。  new window
12.Ko, Kuan-Cheng、Lin, Shinn-Juh、Su, Hsiang-Ju、Chang, Hsing-Hua(2014)。Value Investing and Technical Analysis in Taiwan Stock Market。Pacific-Basin Finance Journal,26,14-36。  new window
會議論文
1.Chan Pao, T.、Betita, R.(2014)。Back-testing the ROE to P/B Approach: The Philippine Stock Exchange Experience。The 2nd National Business and Management Conference。De La Salle University。  new window
研究報告
1.Ibbotson, R.(1986)。Decile Portfolios of the New York Stock Exchange 1967-1984。Yale School of Management。  new window
學位論文
1.Blatt, S.(2004)。An In-depth Look at the Information Ratio(碩士論文)。Worcester Polytechnic Institute。  new window
2.Yu, S. W.(2011)。The Stock Selection Strategy of Value Investing under Institutional Investor Chip Momentum: The Case of the Taiwan Stock Market(碩士論文)。Tamkang University,Taipei。  new window
圖書
1.Greenblatt, Joel(2010)。The Little Book that still Beats the Market。John Wiley & Sons。  new window
2.Gray, W. R.、Carlisle, T. E.(2013)。Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors。John Wiley & Sons。  new window
3.Buffett, M.、Clark, D.(2008)。Warren Buffett and the Interpretation of Financial Statements: The Search for the Company with a Durable Competitive Advantage。Scribner。  new window
4.Buffett, M.、Clark, D.(1999)。Buffettology: The Previously Unexplained Techniques that have made Warren Buffett the World's Most Famous Investor。Simon and Schuster。  new window
5.Browne, C.(2007)。The Little Book of Value Investing。John Wiley & Sons, Inc.。  new window
6.Brigham, E. F.、Houston, J. F.(2009)。Fundamentals of Financial Management。Ohio:South-western Cengage Learning。  new window
7.Brandes, C.(2004)。Value Investing Today。McGraw-Hill。  new window
8.Dreman, D.(1998)。Contrarian Investment Strategies: The Next Generation。Simon and Schuster。  new window
9.Dorsey, P.(2008)。The Little Book of That Builds Wealth。John Wiley & Sons。  new window
10.Graham, B.(2006)。The Intelligent Investor: The Definitive Book on Value Investing. A Book of Practical Counsel。Collins Business。  new window
11.Fox, J.(2009)。The Myth of the Rational Market: A History of Risk, Reward, and Delusion on Wall Street。Harper Business。  new window
12.(2013)。Investment Insights Spotlight on Risk Assessment。JP Morgan Fund。  new window
13.Hagstrom, R.(2005)。The Warren Buffett Way。John Wiley & Sons, Inc.。  new window
14.Greenwald, B.、Kahn, J.、Sonkin, P.、van Biema, M.(2004)。Value Investing: From Graham to Buffett and Beyond。Wiley。  new window
15.Klarman, S.(1991)。Margin of Safety: Risk-Averse Value Investing Strategies for the Thoughtful Investor。HarperBusiness。  new window
16.Mizrahi, C.(2008)。Getting Started in Value Investing。John Wiley & Sons。  new window
17.Lynch, P.、Rothchild, J.(2000)。One Up On Wall Street: How To Use What You Already Know To Make Money In The Market。Simon & Schuster。  new window
18.Liang, S.、Cheuk, M.、Yue, W.(2015)。Profitability of Value-Based Investing Strategies in Taiwan's Stock Market。HKUST Value Partners Center for Investing. Value Partners Group。  new window
19.Liang, S.、Cheuk, M.、Fang, L.、Streater, T.(2013)。Performance of Value Investing Strategies in Japan's Stock Market。HKUST Value Partners Center for Investing. Value Partners Group。  new window
20.Ross, S.、Westerfield, R.、Jaffe, J.、Jordan, B.(2011)。Corporate Finance: Core Principles & Applications。McGraw-Hill/Irwin。  new window
21.Tortoriello, R.(2009)。Quantitative Strategies for Achieving Alpha。McGraw-Hill。  new window
其他
1.Yahoo Finance。Historical level of the Taiwan Stock Exchange Capitalization Weighted Stock Index,http://finance.yahoo.com/quote/%5ETWlI/history?periodl=1146412800&period2=1464710400&interval=1d&filter=history&frequency=1d。  new window
2.Athanassakos, G.(20140408)。Value Investing Works. Why isn't it more popular?。  new window
3.Carlisle, T.(20100301)。How P/E Juices P/B Returns,https://greenbackd.com/2010/03/01/how-pe-juices-pb-retums/。  new window
4.Clement, C.(2009)。Interpreting the Information Ratio,https://www.researchgate.net/publication/255621414_Interpreting_the_Information_Ratio。  new window
5.Coumarianos, J.(20090625)。Cigar Butts and Moats: How to Implement a Buffett-inspired fund strategy,http://news.morningstar.com/articlenet/article.aspx?id=296318。  new window
6.Croft, E.,Hobson, B.,Brickell, D.(2014)。How to Make Money in Value Stocks: Everything You Need To Get Started in Value Investing,http://www.stockopedia.com/books/value-stocks/。  new window
7.Jae, J.。The Ultimate Guide to Stock Valuation: Learn and Profit Using 8 Valuation Techniques to Value Any Stock,https://www.oldschoolvalue.com/。  new window
8.Kidd, D.(2011)。The Sharpe Ratio and the Information Ratio,https://www.cfainstitute.org/leaming/products/publications/ipmn/Pages/ipmn.v2011.nl.7.aspx,(Volume 2011, No. 1)。  new window
9.Stefanis, L.(2005)。Testing the Relation Between Price-to-Earnings Ratio and Stock Returns in the Athens Stock Exchange。  new window
10.Reggianni, F.,Penman, S.(2009)。Returns to Buying Earnings and Book Value: Accounting for Growth and Risk。  new window
11.Rattner, S.(2013)。Who's Right on the Stock Market?. The Opinion Pages,http://www.nytimes.com/2013/11/15/opinion/rattner-whos-right-on-the-stock-market.html。  new window
12.Taiwan Stock Exchange。P/E Ratio & Yield & P/B Ratio of Listed Stocks-Monthly Statistics,http://www.twse.com.tw/en/statistics/statistics_list.php?tm=04&stm=001。  new window
13.Basu, A.,O'Shea, L.(2014)。The Predictive Ability of P/E Ratio: Evidence from Australia and New Zealand,https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2376050。  new window
 
 
 
 
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