| Reference: | 參考資料
一、中文部分:
1.中國時報七十五年七月十九日第二版，「如何分析股市走勢，學者專家激辯一場」。
2.聯合報七十五年七月十九日第二版，「國建會焦點，股市何去何從」。
3.呂清標著:投資行為之研究，政治大學企管研究所未出版碩士論文，六十七年六月。
4.林泉源譯:股市戰略，經濟日報社出版，七十二年。
5.張齡松與羅俊合著:股票操作學，證券出版社股份有限公司出版，七十二年。
6.林煜宗著:投資學，三民書局出版，七十二年。
二、英文部
A.書籍
1. Bowen, Willian M. IV and Ganucheau, Frank P. III, The Investor`s Equation Chicago: Probus pub. Co., 1984.
2. Cootner, Paul H. (ed.), The Random Character of Stock Market Prices. Cambridge: The M.I.T. Press, 1964.
3. Edwards, Robert D. and Magee, John. Technical Analysis of Stock Trends. Boston: John Magee Inc., 1966.
4. Graham, Benjamin. The Intelligent Investor, 4th ed. New York: Harper & Row, 1973.
5. Granville, Joseph E. Granville`s New Strategy of Daily Stock Market Timing for Maximum Profit. Englewood Cliffs: Prentice-Hall, Inc., 1976.
6. Granville, Joseph E. New Key to Stock Market Profits. Englewood Cliffs: Prentice-Hall Inc., 1963.
7. Levine, Sumner N. Financial Analyst`s Handbook. Homewood: Dow Jones-Irwin, Inc., 1975.
8. Malkiel, Burton G. A Random Walk Down Wall Street. New York: W.W. Norton, 1973.
9. Pring, Martin J. Technical analysis Explained. New York: McGraw-Hill Book Co., 1980.
10. Reilly, Frank K. Investment Analysis and Portfolio Management. New York: Dryden press, 1985.
11. Sharpe, William F. Investment, 3rd. Ed., Englewood Cliffs: Prentice-Hall, Inc., 1985.
12. Skinner, Richard D. Seven Kinds of Inflation. New York: McGraw-Hill Co., 1937.
13. Teweles, Richard j. and Bradley, Edward S. The Stock Market, 4th. ed. New York: John Wiley & Sons, Inc., 1982.
14. Zarb, Frank G. and Kerekes, Gabriel T. (ed.) The Stock Market Handbook. Homewood: Dow Jones-Irwin, Inc., 1980.
B.期刊
1. Alexander, Sidney S. "Price Movements in Speculative Markets: Trends or Random Walk", Industrial Management Review, II (May, 1961), PP. 7-26.
2. Alexander, Sindney S. "Price Movements in Speculative Markets: Trends or Random Walks," Industrial Management Review, V (Spring, 1964), PP.25-46.
3. Biggs, Barton M. "The Short Interest-A False Proverb," Financial Analyst Journal, XXII (Jul.Aug., 1966), PP. 111-116.
4. Bohan, James. "Relative Strength: Further Positive Evidence," Journal of Portfolio Management, VII (Fall, 1981), PP. 39–46.
5. Cootner, Paul H. "Stock Market Prices: Random Vs. System Changes," Industrial Management Review, III (Spring, 1962), PP. 24-45.
6. Fama, Eugene F. "The Behavior of Stock Market Prices," Journal of Business, XXXIII (January, 1965), PP.34-105.
7. Fama, Eugene F. "Random Walks in Stock Market Prices," Financial Analyst Journal, XXI, No. 5 (Sep. –Oct., 1965), PP. 55–59.
8. Fama, Eugene F. and Blume, Marshall E. "Filter Rules and Stock Market Trading," Journal of business: A Supplement, XXXIV (January, 1966), PP.226-241.
9. Granger, Clive W. J. and Morgenstern, Oskar. "Spectral Analysis of New York Stock Market Prices," Kyklos, XVI (1963), P. 16.
10. James Jr., F. E. "Monthly Moving Averages-An Effective Investment Tool?", Journal of Financial and Quantitative Analysis, III (September, 1968), PP.315-326.
11. Jensen, Michael C. "Random Walks: Reality or Myth-Comment, " Financial Analysts Journal, XXIII (Nov.Dec., 1967), PP. 77-85.
12. Jensen, Michael C. and Benington, George A. "Random Walks and Technical Theories: some Additional Evidence," Journal of Finance, XXV (May, 1970), Pp. 469-482.
13. Joy, O. Maurice and Jones, Charles P. "Should We Believe the Tests of Market Efficiency?", Journal of Portfolio Management, XII (Summer, 1986), PP. 49-54.
14. Kewley, Thomas J. and Stevenson, Richard A. "The Odd-Lot Theory as Revealed by Purchase and Sales Statistics for Individual Stocks," Financial Analysis Journal, XXIII (sep.-oct., 1967), Pp. 103-106.
15. Kewley, Thomas J. and Stevenson, Richard A. "The Odd-Lot Theory for Individual Stocks: A Reply," Financial Analysts Journal, XXV (Jan.-Feb., 1969), PP. 99-104.
16. Levy, Robert A. "Relative Strength as a Criterion for Investment Selection," Journal of Finance, XXII (December, 1967), PP. 595-610.
17. Levy, Robert A. "Conceptual Foundations of Technical Analysis," Financial Analysts Journal, XXII (Jul.-Aug., 1966), PP. 83-89.
18. Mayor, Thomas H. "Short Trading Activities and the Price of Equities: Some Simulation and Regression Results," Journal of Financial and Quantitative Analysis, III (September, 1968), PP. 283-298.
19. Seelenfreund, Alan, Parker, George G. C., and Van Horne, James C. "Stock Price Behavior and Trading, Journal of Financial and Quantitative Analysis, III (September, 1968), Pp. 263-281.
20. Seneca, Joseph J. "Short Interest: Bearish or Bullish?", Journal of Finance, XXII (March, 1967), PP. 67-70.
21. Smith, Randall D. "Short Interest and Stock Market Prices," Financial Analysts Journal, XXIV (Nov.-Dec., l968), Pp. 151-154.
22. Theil, H. and Leenders, C.T. "Tomorrow on the Amsterdam Stock Exchange," Journal of Business, XXXVIII (July, 1965), Pp. 277–284.
23. Van Home, James C. and Parker, George G. C. "The Random Walk Theory: An Empirical Test," Financial Analysts Journal, XXIII (Nov.-Dec., 1967), Pp. 87-92.
24. Von Home, James C. and Parker, George G. C. "Technical Trading Rules: A Comment," Financial Analysts Journal, XXIV (Jul.-Aug., 1968), PP. 128-132.
25. Ying, Chales C. "Stock Market Prices and Volume of Sales," Econometrica, XXXIV (July, 1966), Pp. 676– 685.
26. Zakon, Alan J. and Pemypacker, James C. "An Analysis of the Advance-Decline Line as a Stock Market Indicator," Journal of Financial and quantitative Analysis, III (September, 1968), PP.299-314.
27. Arnott, Robert D. "Relative Strength Revisited," Journal of Portfolio Management, VI (Spring, 1979), PP. 19-23.
C.其他
1. Levy, Robert A. "An Evaluation of Selected Applications of Stock Market Timing Techniques, Trading Tactics, and Trend Analysis". Unpublished Ph.D. Dissertation, The American University, 1966. |
