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中文部分
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2. 何大龍，「台灣股市各主要產業股價指數可預測性之研究」，國立台灣大學財務金融學系碩士論文，民國八十一年。
3. 沈博盛，「股票報酬率的決定因素：總體經濟變數與基本面因素之比較」，國立政治大學國際貿易學系碩士論文，民國八十六年。
4. 邱仕敏，「總體經濟與財務指標於投資台灣股市之應用預測」，國立台灣大學財務金融學系碩士論文，民國八十五年。
5. 胡玉雪，「益本比、淨值/市價比及公司規模對股票報酬之影響－相似無關迴歸法之應用」，國立台灣大學財務金融學系碩士論文，民國八十二年。
6. 許崇源、彭火樹與劉正田，「Feltham and Ohlson會計基礎評價模式及線性資訊模式之辨正與測試」，ICCAI 1998。
7. 陳協和，「台灣股市多因子模型的建構」，國立中山大學財務管理學系碩士論文，民國八十三年。
8. 施純玉，「淨值市價比效果之探討」，國立台灣大學財務金融學系碩士論文，民國八十五年。
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10.「證交資料」，台灣證券交易所。 |
