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政大機構典藏 > 商學院 > 會計學系 > 學位論文 > Item 140.119/84413

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Title:	股票報酬決定因素及股票報酬與盈餘間關係之研究 The Determinants of Stock Returns and the Relationship between Stock Returns and Earnings
Authors:	彭火樹 Peng, Huo-Shu
Contributors:	鄭丁旺 Cheng, Ting-Wong 彭火樹 Peng, Huo-Shu
Keywords:	股票報酬盈餘反應係數公司規模淨值市價比負債比率益本比營運現金市價比股利收益率利率期間結構違約風險盈餘品質假說系統風險 Stock returns Earnings response coefficients Size Book-to-market equity Debt ratio Dividend yield ratio Earnings price ratio Term structure Default risk Earnings quality Systematic risk
Date:	1997
Issue Date:	2016-04-14 13:57:42 (UTC+8)
Abstract:	台灣早期有關系統風險（β）的研究皆指出β不能解釋台灣股票報酬的變異，故控尋更能解釋股票報酬的風險因素為本文的主要目的之一。 Earlier studies (Chen 1990; Chiu 1990; and Wang 1992) found that systematic risk (β) could not explain the variance of stock returns in Taiwan. The findings were inconsistent with the Capital Asset Pricing Model (CAPM). One of the major purposes of this paper is to examine the factors that have higher explanatory power of stock returns.
Description:	博士國立政治大學會計學系
Source URI:	http://thesis.lib.nccu.edu.tw/record/#A2002000644
Data Type:	thesis
Appears in Collections:	[會計學系] 學位論文

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