| Reference: | 英文期刊論文
1、Capaul , C. , I. Rowley , And W. Sharpe (1993) , ” International Value And Growth Stock Returns” , Financial Analysts Journal,January/February,27-36
2、Chan , Louis K. C. , Yasushi Hamao And Josef Lakonishok (1991) , “Fundamentals And Stock Returns In Japan” , Journal Of Finance , December , 1739-1764
3、Daniel , Kent D. , And Sheridan Titman (1997) , “Evidence On The Characteristics Of Cross-Sectional Variation In Common Stock Returns ,” Journal Of Finance 52 , 1-33
4、Fama , Eugene F. , And Kenneth R. French (1992) , “The Cross-Section Of Expected Stock Returns” , Journal Of Finance 47,55-84
5、Fama , Eugene F. , And Kenneth R. French (1996) ,“Multifactor Explanations Of Asset Pricing Anamalies “ , Journal Of Finance 51,55-84
6、Jeffrey Pontiff , Lawrence D. Schall (1998) , “Book-To-Market Ratios As Predictors Of Market Returns” , Journal Of Financial Economics 49,141-160
7、Jonathan Lewellen (1999) , “The Time-Series Relations Among Expected Return , Risk , And Book-To-Market” , Journal Of Financial Economics 54,5-43
8、Lakonishok , Josef , Andrei Shleifer , And Robert W. Vishny (1994) ,“Contrarian Investment , Extrapolation , And Risk” , Journal Of Finance 49,1541-1578
9、Rosenberg , Barr , Kenneth Reid And Ronald Lanstein (1985) , “Persuasive Evidence On Market Inefficiency” , Journal Of Portfolio Management , Spring , 9-16
中文論文
1、施純玉(1997)，「淨值市價比效果之探討」，國立台灣大學財務金融研究所。
2、胡玉雪(1994)，「益本比、淨值/市價比及公司規模對股票報酬之影響—相似無關迴歸法之運用」，台灣大學商研所。
3、郭逢春(1982)，「台灣上市公司在不同投資區間下淨值市價比效果」，國立台灣大學財務金融研究所。
4、陳志和(1997)，「價值導向投資策略在台灣股市之實証研究」，國立政治大學財務管理研究所。
中文書籍
1、吳啟銘(2000)，「企業評價—個案實証分析」，智勝文化事業股份有限公司。 |
