| Reference: | 參考書目
一、中文部份
1.王淑芬:投資學、華泰書局，民國七十四年。
2.林煜宗:現代投資學，三民書局，民國七十二年。
3.翁淑緣:SPSS使用手冊，五南圖書出版公司，民國七十三年。
4.陳長儀:證券投資與技術操作，自行發行，民國七十三年。
5.黃俊英:多變量分析，華泰書局，民國七十四年。
6.黃俊英:行銷研究－管理與技術，華泰書局，民國七十四年。
7.謝安田:企業研究方法，水牛出版社，民國七十年。
8.顏月珠:應用數理統計，三民書局，民國七十一年。
9.臺灣證券交易所編印，「臺灣證券交易所，上市證券發行公司財務資料彙編，民國七十四年。
二、英文部份
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23.Green, P.E. Analyzing Multivariate Data, 華泰書局，民國六十八年。
24.Gonedes ,N.J. “Evidence of the Information Contents of Accoanting Numbers : A Accounting - Based and Market - Based Estimates of Systematic Risk”, Journal of Financial and Quantitative Analysis (July 1973) pp. 407-44
25.Hamada, R.S, “Portfolio Analysis, Market Equilibrium And Coporation Finance”, Jounnal of Finance ( March 1969 ), pp. 11-31
26. Hamada,R.S. , “The Effect of the Firm`s Capital Structure on the Systematic Risk of Common Stocks”, Journal of finance ( May 1972) pp. 435-52
27.Klemkosky , R.C. and J.D. Martin , “ The Adjustment of Beta Forcasts”, Journal of finance( Sep 1975 ) , pp. 1123-28
28. Maier, S.F., D.W. Peterson and J.H. Vander Weide “A Practical Theory of B-Estimation” Paper Presented at the Estern Finance Association Meetings , Boston ,Massachusetts , April 1977.
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30. Morrison ,D.F. , Multivariate Statistical Methods, Mcgraw-Hill , 1976.
31.Mittra s. and C. Gasson , Investment Analysis and Portfolio Mauagement ,. Harcourt Brace Jovanovich Inc , 1981.
32.Lov , B. ,“ On the Association Between Operating Leverage and Risk” , Journal of Financial Quantitative Analysis ( Sep. 1974 )pp. 627-41
33. Jacob, N.L. and R.R. Pettit, Investment , Richard D. IRWIN INC.,1985.
34.Neter . J. W. Wasserman and N.H Kutner , Applied Liner Regression Models; Richard D. IRWIN INC., 1984.
35. Rosenberg, B. and J. Guy “Prediction of Beta From Investment Fundaments : Part Two, Alternative Prediction Methods”.
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36. B. Schoner and K. Uhl ,Marketing Reserch , 2nd ed. New York : John Wiley and Sons , 1975.
37.Sharp, W.F., “A Simplitied Method for Portfolio Analysis”, Management Science (January 1963) pp. 277-93
B. Schoner , “Capital Assets Prices : A Theory of Market Equilibrium Under Conditions of Risk”, Journal of Finace , XIX ( September 1965 ) ’ PP. 425-42.
38.Thompson , D.J., “ Source of Systematic Risk in Common Stocks”, Journal of Bussinoss (Apr. 1976) pp. 173-88.
39.Vasical, O.A.,. “A Note of Using Cross- Sectional Information in Bayesion Estimation of Security Betas ”, Journal of Finance ( Dec. 1973 )pp. 1233-39.
40.White ,R. “On the Measurement of Systematic Risk” Ph. D. Disseration , Massachusetts Institute of Techology 1972. |
