參考文獻 |
吳麗瑩,七十六年台灣股價變動之過度反應檢定,;企銀季刊;,民77年12月: 38-53。
林煜宗、洪祥文,台灣股票市場投資者過度反應之研究,;證券管理雜誌;,民77年8月:2-10,民77年9月:2-13。
劉玉珍、劉維琪、謝政能,台灣股票過度反應之實證研究,:臺大管理論叢:,民82:105-146。
楊朝成、林容如,規模效果、本益比效果與一月效應─台灣股市之實證研究,;社會科學論叢;,民82年11月:161-184。
李春旺、劉維琪、高孔廉,股價行為與規模效應:台灣股票市場實證研究,;管理評論;,民78年7月:99-121。
吳學基,限制漲跌停幅度影響後續股價之實證研究,國立政治大學企業管理研究所,碩士論文,民75。
鄭耕如,台灣股票市場過度反應與不確定資訊假說的實證研究,國立交通大學資訊管理研究所,碩士論文,民85。
Ajayi, R. A. and S. Medhdian, 1994, “Rational Investors’ Reaction to Uncertainty: Evidence form the World’s Major Markets.” Journal of Business Finance, pp.533-545.
Albert, R. L. and G. V. Henderson, 1995, “Firm size, overreaction, and return reversals” Quarterly Journal of Business and Economics, Vol. 34, No 4, pp.60-80.
Albert, R. L. and G. V. Henderson, 1995, “Firm size, overreaction, and return reversals” Quarterly Journal of Business and Economics, Vol. 34, No 4, pp.60-80.
Brown, K. C., W. V. Harlow and S. M. Tinic, 1988, “Risk Aversion, Uncertain Information and Market Efficiency.” Journal of Financial Economics, pp.355-385.
Chen. C. R. and D. A. Sauer, 1997, “Is Stock Market Overreaction Persistent Over Time?” Journal of Business Finance &Accounting, Vol. 24,No 1(Journal), pp.51-66.
Chopra. N., J. Lakonishok and J. R. Ritter, 1992, “Measuring Abnormal Performance”, Journal of Financial Economics, Vol. 31, pp.235-268.
Clare. A. and S. Thomas, 1995, “The overreaction hypothesis and the UK stock market” Journal of Business Finance &Accounting, Vol.22, No 7(October), pp.961-973.
Cox. D. R. and D. R. Peterson, 1994, “Stock returns following Large one-day Declines: Evidence on short-term Reversals and Longer-term performance” Journal of Finance 49, pp.255-267.
De. B. W. and R. Thaler, 1985, “Does the Stock Market Overreact?” Journal of Finance 40, pp.795-805.
, 1987, “Further Evidence On Investor Overreaction and Stock Market Seasonality.” Journal of Finance Vol. 42, No 3.pp.557-581.
Dissanaike, G., 1997, “Do Stock Market Investors Overreact? ” Journal of Business & Accounting, Vol.24,No.1(January), pp.27-49.
Fama. E. F. and K. R. French, 1995, “Size and Book-to-Market Factors in Earnings and Retruns” Journal of Finance 50, pp.131-155.
Fama. E. F. and K. R. French, 1995, “Size and Book-to-Market Factors in Earnings and Retruns” Journal of Finance 50, pp.131-155.
Fama. E. F. and K. R. French, 1995, “Size and Book-to-Market Factors in Earnings and Retruns” Journal of Finance 50, pp.131-155.
Fama. E. F. and K. R. French, 1995, “Size and Book-to-Market Factors in Earnings and Retruns” Journal of Finance 50, pp.131-155.
Liang, Y. and D. Mullineaux, 1994, “Overreaction and reverse anticipation: two related puzzles?”, Journal of Financial Research Vol.17, No 1(Spring), pp.31-43.
Tinic, S. and R. West, 1984, “Risk and return: January vs. the rest of the year”, Journal of Financial Economics 13, pp.561-574.
Zarowin, P., 1990, “Size, Seasonality and Stock Market Overreaction.” Journal of Financial and Quantitative Analysis, Vol.25, No 1(March), pp.11-25. |