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題名：An Analysis of Systematic Risk in Taiwan Stock Market
書刊名：證券市場發展季刊
作者：劉亞秋 引用關係／黃理哲／劉維琪 引用關係
作者(外文)：Liu, Y. Angela／Hwang, Lee-zer／Liu, Victor W.
出版日期：1996
卷期：8:1=29
頁次：頁45-66
主題關鍵詞：系統風險；廠商規模；益本比；Systematic risk；Firm size；E/P ratio
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(17) 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:17
  • 共同引用共同引用:0
  • 點閱點閱:23
期刊論文
1.Banz, R. W.(1981)。The relationship between return and market values of common stock。Journal of Financial Economics，9，3-18。  new window
2.Ball, Ray(1978)。Anomalies in Relationships between Securities' Yields and Yield-surrogates。Journal of Financial Economics，6(2/3)，103-126。  new window
3.Bhandari, Laxmi Chand(1988)。Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence。Journal of Finance，43(2)，507-528。  new window
4.Black, Fischer(1972)。Capital Market Equilibrium with Restricted Borrowing。Journal of Business，45(3)，444-455。  new window
5.Chan, Louis K. C.、Lakonishok, Josef、Hamao, Yasushi(1991)。Fundamentals and Stock Returns in Japan。The Journal of Finance，46(5)，1739-1789。  new window
6.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy，81(3)，607-636。  new window
7.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。  new window
8.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance，19(3)，425-442。  new window
9.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。  new window
10.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance，47(2)，427-465。  new window
11.Rosenberg, Barr、Reid, Kenneth、Lanstein, Ronald(1985)。Persuasive evidence of market inefficiency。Journal of Portfolio Management，11(3)，9-16。  new window
12.Fama, E.、French, K.(1992)。Common risk factors in the returns on stock and bonds。Journal of Financial Economics，3，3-56。  new window
學位論文
1.Kwo, W. J.(1990)。The Empirical Research on Macroeconomic Multi- Factor Pricing Model and Arbitrage Pricing Theory(碩士論文)。National Sun Yat-Sen University。  new window
2.Lee, J. L.(1990)。The Empirical Research on Relations among Company Scale, Debt-Equit Ratio and Return of Stocks(碩士論文)。Tonghai University。  new window
3.Lin, C. T.(1991)。The Research on Relations among Economic Factor, Company Scale and Stock Return(碩士論文)。Tonghai University。  new window
4.Lin, L. J.(1990)。Price-Earning Ratio and Company Seale's Impact on Return of Stocks: An Example from Taiwan's Stock Market(-)。National Chung Hsing University。  new window
5.Yea, Y. H.(1989)。The Research on Macroeconomic Factors' Impact on Return of Stocks: An Empirical Research of Arbitrage Pricing Theory and Multi-Factor Model(碩士論文)。National Cheng Kung University。  new window
圖書論文
1.Black, F. M. C.、Jensen, M. C.、Scholes, M.(1972)。The Capital Asset Pricing Model: Some Empirical Test。Studies in the Theory of Capital Market。New York：Praeger。  new window
 
 
 
 
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