| 參考文獻: | 參考書目
(一)中文書目
1.何豫霖。"台灣區股票上市公司盈餘與股價關係之研究"。碩士論文。私立文化大學，民72年。
2.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67年6月。頁5。
3.林鎮邦。"台灣地區股票上市公司之財務報表所含情報量之研究"。碩士論文。國立台灣大學，民68年。
4.吳琮璠。"台灣地區股票上市公司會計情報實證－市場系統風險與會計系統風臉之關聯"。碩士論文。國立台灣大學，民70年。
5.胡瓊林。"組群理論應用於證券投資之研究"。碩士論文。國立政治大學，民66年。
6.徐世豪。"台灣證券有效性之研究－過濾法投資效益之評估"。碩士論文。國立政治大學，民68年。
7.陳春山。"機構投資人與證券市場"，證券管理，4卷2期。頁35。
8.蕭立圳。"財務資料與投資者決策關係之研究"。碩士論文。國立政治大學，民67年。
9.證交資料編輯委員會，"台灣證券交易所二十年歷史"，證交資料，民71年6月。頁18。
(二)英文書目
1. Baker, H. Kent and John A. Haslern. “ Information Needs of Individual Investors." The Journal of Accountancy, November 1973. PP.64-69.
2. Ball, Ray and Philip Brown. "An Empirical Evaluation of Accounting Income Numbers." Journal of Accounting, Research, Autumn 1968. PP. 159-178.
3. Beaver, William H. . " The Information Content of Annual Earnings Announcements." Journal of Accounting Research, Supplement to Vol.6 (1968), PP.67-92.
4. Benston, George J., " Published Corporate Accounting Data and Stock Prices. " Journal of Accounting Research, Supplement to Vol.5 (1967). PP. 1-14.
5. Bird, Ronald G. and Stuard M. Locke. "Financial Accounting Reports: A Market Model of Disclosure." Journal of Business Finance & Accounting, 8,1, (1981). PP.27-44.
6. Brown, Philip and John W. Kennelly. "The Information Content of Quarterly Earnings: An Extension and Some Further Evidence." Journal of Business. July 1972. PP.403-415.
7. Copeland. Thomas E.. “A Model of Asset Trading under the Assumption of Sequential Information Arrival.” The Journal of Finance, September 1976. PP. 1149-1168.
8. Evans, John L. , " Diversification and Reduction of Dispersion : An Empirical Analysis.” Unpublished Ph. D. dissertation, University of Washington.
9. Fama , Eugene F. and Arthur B. Laffer. " Information and Capital Markets." the Journal of Business, July 1971, PP. 289-298.
10. Fama, Eugene F.. " Efficient Capital Market : A Review of Theory and Empirical Work." the Journal of Finance, May 1970. PP. 383-417.
11. Fama, Euqene F., Lawrance Fisher, Michael C. Jenson and Richard Roll. "The Adjustment of Stock Prices to New Information.” International Economic Review. February 1969. PP.1-21.
12. Feltham, Gerald A. and Joel S. Demski. "The Use of Models in Information Evaluation." the Accounting Review, October 1970. PP. 623-640.
13. Firth, Michael. "The Relative Information Content of the Release of Financial Results Data by Firms." Journal of Accounting Research, Autumn 1981. PP. 521-529.
14. Foster, George." Accounting Earnings and Stock Prices of Insurance Companies." the Accounting Review, October 1975, PP, 686-698.
15. Gonedes, Nicholas J., " Information Production and Capital Market Equilibrium." the Journal of Finance, June 1975. PP. 841-864.
16. Gonedes, Nicholas J., " The Significance of Selected Accounting Drocedures : A Statistical Test." Journal of Accounting Research, Supplement to Vol.7 (1969). PP. 90-113.
17. Grant, Edward B. , " Market Implications of Differential Amounts of Intermin Information." Journal of Accounting Research, Spring 1980. PP. 255-268.
18. Heins, A. James and Stephen L. Allison. "Some Factors Affecting Stock Price Variablity." Journal of Business, January 1966. PP. 19-23.
19. Jacob, Nancy L. and Richardson Pettit. Investment. Homewood, Illinois : Richard D. Irwin, Inc.. 台北市:天一書局,民74年。
20. King, Benjamin F. . "Market and Industry Factors in Stock Price Behavior." the Journal of Business, January 1966. PP. 139-190.
21. Markowitz, Harry M. .. " Portfolio Selection." the Journal of Finance, March 1952. PP. 77-91.
22. Martin, Alvin. "An Empirical Test of the Relevance of Accounting Information for Investment Decisions." Journal of Accounting Research, Supplement to Vol.9 (1971). PP. 1-49.
23. Joy. O. Maurice, Robert H. Litzenberger, and Richard W. McErally. "The Adjustment of Stock Prices to Announcement of Unanticipated Change in Quarterly Earnings." Journal of Accounting Research, Vol.15 (1977). PP. 207-225.
24. May, Robert G.. " The Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes." Journal of Accounting Research, Supplement to Vol.9 (1971). PP. 119-163.
25. Mittra, Sid and Chris Gassen. Investment Analysis and Portfolio Management. New York : Harcourt Brace Jovanorich, Inc., 1981. 台北市:華泰書局，民70年。
26. Morse, Dale. "Wall Street Journal Announcements and the Securities Markets.” Financial Analyst Journal, March- April 1982. P. 80.
27. Nerlove, Mars.. " Factors Affecting Difference Among Rates of Return in Investments in Individual Common Stocks." the Review of Economics and Statistics, 1968. PP. 312-331.
28. Otsuka. Munehara. “ Information Content of Accounting Information Announcement." Waseda Business & Economic Studies, No. 19 (1983). PP. 33-59.
29. Pearce, Douglas K. and Sara A. Reiter. “Regression Strategies When Multicol linearity Is a Problem : A Methodological Note." Journal of Accounting Research, Spring 1985. PP. 405-407.
30. Sharp, William F. "A Simplified Model for Portfolio Analysis." Management Science, 9.1. (1963). PP.277-293,
31. Sharp, William F.. " Capital Asset Prices : A Theory of Market Equilibrium under Conditions of Risk." the Journal of Finance, September 1964. PP. 425-442.
32. Sharp, William F.. Investment. Englewood Cliffs, New Jersey : Prentice-Hall Inc., 1985. 台北市:開發圖書公司,民74年。
33. Sharp, William F. and Guy Cooper." Risk-Return Classes of NYSE Common Stocks, 1931-1967." Financial Analysts Journal, March-April 1972.
34. Staubus, George J.. " The Association of Financial Accounting Variables with Common Stock Values," the Accounting Review, January 1965, PP. 119-134. |
