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政大典藏 > College of Commerce > Department of Accounting > Theses > Item 140.119/86569

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/86569

Title:	台灣上市公司益本比與超額報酬關係之研究
Authors:	祝豪傑
Contributors:	郭弘卿祝豪傑
Keywords:	上市公司益本比
Date:	1997
Issue Date:	2016-04-27 14:05:50 (UTC+8)
Abstract:	本益比是衡量股票價值的投資指標，是一種易於了解且好用的方法。在許多研究中，常常發現有「本益比效果」存在，所謂「本益比效果」是指低本益比的投資組合，比隨機投資組合及高本益比的投資組合，含有較高的報酬。本論文是探討臺灣上市公司之股票，其益本比與超額報酬率之關係。另外，在不同期間及不同產業下，益本比與超額報酬率的關係又是如何，是否有所差別？最後，再加上營業成長率、毛利率及公司規模三個自變數，以研究這些自變數對超額報酬率的影響。 P/E ratio is an understandable and useful indicator to measure stock price. Many researches have demonstrated the effect of P/E ratio that reflects high return resulting from a low-P/E ratio rather than from a high-P/E ratio or random one. The essay discusses the relationship between E/P ratio and excess return in Taiwan stock market. In addition, the causes and effects of E/P ratio and excess return in different industries and different periods are also verified. At last, I will discuss excess return as a function of the growth rate, the gross profit rate and the scale of an organization.
Description:	碩士國立政治大學會計學系 85353010
Source URI:	http://thesis.lib.nccu.edu.tw/record/#B2002002125
Data Type:	thesis
Appears in Collections:	[Department of Accounting] Theses

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