| Reference: | 主要參考書目
中文書籍
1. 丁文拯譯“財務報表分析?聯經出版事業公司，台北，民國72年。
2. 林清山，“多變量分析統計法?，三版，東華書局，台北，民國72年。
3. 林煜宗，“現代投資學－制度、理論與實證?，增訂版，作者自印，三民書局總經銷，台北，民國72年。
4. 高孔廉，“迴歸與相關分析?，企業研究應用技術大全，大世紀出版公司，台北，民國68年。
5. 馬難先，“數量預測技術?，企業研究應用技術大全，大世紀出版公司，台北，民國68年。
6. 徐健進，“銀行放款信用之平等模式之研究?政治大學企業研究所，未出版碩士論文，民國74年。
7. 黃俊英，“多變量分析?，二版，華泰書局，台北，民國75年。
8. 陳肇榮，“財務危機之預測?，華泰圖書文物公司，台北，民國73年。
中文期刊
1. 林煜宗，“市場因素對台灣證券市場股價變動之影響?，證交資料，民國67年6月。
2. 陳錦村譯，“衡量市場風險之相依性?，證交資料，民國71年元月237期。
西文書籍
1. Aaker, D.A., "Strategic Market Management"，台灣版，華泰書局，台北，民國74年。
2. Markowitz, H.M., “Portfolio Selection" New York, John Wiley & Sons, 1959, chapter 9。
3. Neter, J., Wasserman, W., and Kutner, M.H., “Applied Linear Regression Models”，台灣版，華泰書局，台北，民國73年。
西文期刊
1. Bildersee, J. S., "Market-Determined and Alternative Measures of Risk" The Accounting Review (Jan., 1978): pp. 81-98.
2. Blume, M.E., "Betas and Their Regression Tendescise" Journal of Finance (June, 1975): pp.785-795.
3. Ball, R. and Brown, P., "Portfolio Theory and Accounting" Journal of Accounting Research (Autumn-1969): pp. 300-323.
4. Beaver, W.H., Kettler, P., and Scholes, M., " The Association Between Market-Determined and Accounting-Determined Risk Measures" The Accounting Review (Oct., 1970): pp. 654-682.
5. Ben-Zion, U. and Shalit, S. S., "Size, Leverage, and Dividend Record as Determinants of Systematic Risk," Journal of Finance (Sept., 1975): pp.1015-1026.
6. Chance, D. M., "Evidence On a Simplified Model of Systematic Risk," Financial Management (Aut., 1982): pp. 53-63.
7. Cooley, P. L., Roenfeldtm R. L., and Modamim N. K.," "Interdependence of Market Risk Measures" Journal of Business (July, 1977):PP356-363.
8. Gahlon, J.M., and Gentry, J.A., "On the Relationship Between SystematicRisk and the Degree of Operating and Financial Leverage" Financial Management, VOI. 11, (Summer, 1982): pp.15-23.
9. Hamada, R. S. "Portofolio Analysis, Market Eguilibrium and Corporation Finance" Journal of Finance (March, 1969) : pp. 13-31.
10. _____, "The Effect of the Firms Captial Structure on the Systematic Risk of Common Stocks" Journal of Finance (May, 1972): pp.435-452.
11. Lev, B. "On the Association Between Operating Leverage and Risk" Journal of Financial and Quantilative Analysis (Sept. 1974), pp. 627-641.
12. _____, and Kunitzky, S., "On the Association Between Smoothing Measures and the Risk of Common Stoc" Accounting Review (April, 1974): pp. 259-270.
13. Mandelker, G.N., and Rhee, S.G., "The Impact of the Degree of Operating and Financial Leverage On Systematic Risk of Common Stock" Journal of Financial and Quantitative Analysis (March, 1984) : pp.45-57.
14. Melicher, R. W. and Rush, D.F,. "Systmatic Risk, Financial Da ta and Bound Rating Relationship in a Regulated Industry Environment." Journal of Finance (May 1974): pp. 537-544.
15. Shape, W. F. "A Simplified Model for Anaysis" Management Science (Vol.9, No. 2, 1963): pp. 277-293. |
