| Reference: | 一、中文文獻
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吳素禎(2006)，「系統風險、公司規模、帳面市值比、風險值和股票報酬的關係-以台灣股票市場為例」，國立交通大學財務金融研究所碩士論文。
李美樺(2006)，「以橫斷面跨期資本資產定價模型衡量台灣股市報酬與風險之動態關係」，銘傳大學財務金融研究所碩士論文。
周雨田、顏佑銘(2013)，「投資風向球—了解資產價格走勢」，科學月刊，第528期。
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陳冠宇(2014)，「檢視違約風險利差、期限利差來代表規模效果、市淨比效果之能力」，國立政治大學國際經營與貿易研究所碩士論文。
陳振遠、王朝仕、湯惠雯(2007)，「以修正投資組合再檢測新上市公司股票之長期績效」，經營管理論叢，第3卷，第2期，59-76頁。
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鄭燕茹(2004)，「盈餘、股利與股票預期報酬之橫斷面分析」，國立中央大學企業管理研究所碩士論文。
蕭朝興、洪偉峰(2005)，「日本股票市場的過度反應、特徵值、風險與股票報酬的關係」，東吳經濟商學學報，第48期，33－56。
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