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    政大機構典藏 > 商學院 > 統計學系 > 學位論文 >  Item 140.119/90116


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/90116


    Title: 價量分析之理論實務與實證
    Authors: 蕭必偉
    Contributors: 林綸
    蕭必偉
    Date: 1990
    1989
    Issue Date: 2016-05-03 14:14:32 (UTC+8)
    Reference: 參考文獻
    英文部分
    1. Box. G. E. P. and Jenkins. G. M., Time Series Analysis: Forecasting and Control. Holden-Day, San Francisco.Revised ed.,1976.
    2. Tiao. G. C. and Box,G. E. P. , " Modeling Multiple Time Series with Applications. " Journal of American Statistical Association. 76. (Dec. 1981).pp.802-816.
    3. Tiao, G. C. and Tsay. R. S., "Mutiple Modeling and Extended Sample Cross-Correlation. " Journal of Business EconomicStatistical, 1. (Jan. 1983) ,pp.812-816.
    4. Tiao, G. C. and Box, G. E. P., " Intevention Analysis with Applications to Economic and Environmental Problem. " Journal of American Statistical Association.70. (March.1975),pp.70-79.
    5. Clark,P. H., " A Subordinated Stochastic Process Model with Finite Variance for Speculation price." Econometrica,41. (Jan. 1973) .pp.135-155.
    6. Copeland, T. E., " A Model of Asset Trading under the Assumption of Sequential Information Arriva1.”Journal of Finance, 31 . (Sept. 1976).pp.1149-1168 .
    7.--------, “A Probability Model of Asset Trading. " Journal of Financial Quantitative Analysis,12,(Nov. 1977),pp.563-578.
    8. Crouch. R. L ., "A Non1inear Test of the Random-Walk Hypothesis-“American Economic.Review. 60. (March.1970).pp.199-202.
    9. Epps. T. W.,”Security Price Changes and Transaction Volumes: Theory and Evidence .” American Economic Review .65. (Sept. 1975), pp.586-597.
    10. _____________ ? "Securitv Price Changes and Transaction Volumes: Some Additional Evidence.”Journal of Financial Quantitative Asalysis.12.(March.1977).pp.141-146.
    11. __________ ?"Security Price Changes and Transaction Volumes: reply .”American Economic Review ,68. (Sept. 1978) ,pp.698-700.
    12. Epps. T.W. and M. L. Epps.,”The Stochastic Dependence of Security Price Changes Transaction Volumes: Implications for the Mixture-of Distributions Hypothesis.” Econometrica, 44,(March.1976).pp.305-321.
    13. Fama. E. F.,”Efficient Capital Markets: A Review of Theory and Empirical Works.” Journal of Finance. (May.1970).pp.383-417.
    14. Hanna.M.,”Security Price Changes and Transaction Volumes Additional Evidence.”American Economics Review,68,(Sept. 1978),99.692-695.
    15. Harris. L.,”Cross -Security Tests of Mixture of Distribution Hypothesis."Journal of Financial and Quantitative Analysis,21,(March. 1986),pp.39-46.
    16. Harris. L. and E. Gurel.. "Price and Volume Effects Associated with Changes in the S&P 500 List :New Evidence for the Existence of Price Pressures.”Journal of Finance.41. (Sept. 1986).PP .815-829.
    17. .Jain. P. C. and g. Joh., "The Dependence between Hour1y Prices and Trading Vo1ume."Journal of Financial Quantitative Analysis.23. (Step. 1988).pp.269-2822.
    18. James. C. and R. O. Edmister.,” The Relation between Common Stock Returns Trading Activity and Market Value.”Journal of Finance.38. (Sept. 1983).pp.1075-1086.
    19. Morgan. I. G .,”Stock Prices and Heteroskedasticity.",Journal of Business.49. (Oct. 1976) spp.496-508.
    20. Richardson.G.;S. E. Sefcik and R. Thompson.,”A Test of Dividend Irrelevance Using Volume Reaction to a Change in Dividend Policy.”Journal of Financial Economics,17,(Dec. 1986),pp.313-333.
    21. Rogalski. R. J., "The Dependence of Prices and Vo1-ume”The Review of Economics amd Statistics,36, (May.1978),pp.268-274.
    22. Schneller. M. I.,”Security Price and Transaction Volumes: Comment.”American Economics Review,68,*Sept. 1978),pp.696-697.
    23. S. C. Hillmer. and D. F. Larcker.”Forecasting Accounting Data : A Multiple Time-series Analysis.”Journal of Forecasting,2,1983,pp.405-423.
    24. Smirlock. M. and L. Starks.,”A Further Examination of Stock Price Changes and Transactions Volume.”Journal of Financial of Research.8. (Fall.1985) .pp.217-255.
    25. Tnuchen. G. and M. Pitts.,” The Price Variability -Volume Relationship on Speculation Markets .” Econometrica,51. (March.1983).pp.485-505.
    26. Trond Riise and Dag Tjostheim,”Theory and Practice of Multivariate ARMA.” Journal of Forecasting.3. (1984).pp.309-317.
    27. Westerfield, R.,”The Distribution Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Model.”Journal of Financial and Quantitative Analysis,12,(DEC. 1977),pp.743-765.
    28. Wood. R. A. and T. H. McInish and J. K. Ord .,”A Investigation Transactions Data for NYSE Stocks.”Journal of Finance,60,(July. 1985),pp.723-739.
    29. Ying, C. C.,”Stock Market Prices and Volume of Sales.”Econometrica,34,(July. 1966)pp.676-686.

    中文部分
    1. 林宗永著，”證卷投資技社分析指標獲利行性之實證研究.”國立政大學企業管理研究所為出版碩士論文，民國78年7月.
    2. 林茂文著，時間數列分析與預測，第二版，民國75年10月.
    3. 林煜宗著，現代投資學，第四版，民國77年7月.
    4. 劉鶯釧著，”多元時間數列分析法之介紹與應用，經濟論文叢刊，民國71年5月，頁191-210.
    Description: 碩士
    國立政治大學
    統計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002005392
    Data Type: thesis
    Appears in Collections:[統計學系] 學位論文

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