| 參考文獻: | 一、 中文文獻
李昀叡，2006，「收益資本化率之分析與應用─以台北市住宅為例」，國立臺北大學不動產與城鄉環境學系碩士論文：台北。
林祖嘉，1992，「台灣地區房租與房價關係之研究」，『台灣銀行季刊』，43(1)：279-312。
張金鶚、楊宗憲，2000，「台灣住宅價格指數之編制─台北市、台北縣、台中市、高雄市指數之分析」，『中國房地產研究』，1: 97-117。
梁仁旭、陳奉瑤，2006，『不動產估價』，台北：陳奉瑤，頁218。
陳旭昇，2007，『時間序列分析─總體經濟與財務金融之應用』，台北：東華書局，頁157。
曾建穎、張金鶚、花敬群，2005，「不同空間、時間住宅租金與其房價關聯性之研究－台北地區之實證現象分析」，『住宅學報』，12(2)：27-49。
楊奕農，2005，『時間序列分析─經濟與財務上之應用』，台北：雙葉書廊，頁20。
二、 外文文獻
Ambrose, B. and H. O. Nourse, 1993, “Factors Influencing Capitalization Rates,” Journal of Real Estate Research, 8(2) :221-237.
Campbell, J. Y. and R. J. Shiller, 1988, “The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors,” The Review of Financial Studies, 1(3) :195-228.
Chen, J., Hudson-Wilson, S., and Nordby, H., 2004, “Real Estate Pricing: Spreads & Sensibilities: Why Real Estate Pricing Is Rational”, Journal of Real Estate Portfolio Management, 10(1) :1-21.
De Bondt, W. F. M. and R. Thaler, 1985, “Does the Stock Market Overreact?”, The Journal of Finance, 40(3) :793-805.
DiPasquale,D., and Wheaton,W.C., 1996, Urban Economics and Real Estate Markets, Englewood Cliffs, NJ: Prentice-Hall, Inc: 8-11.
Dunse, N., Jones, C., White, M., Trevillion, E., and Wang, L., 2007, “Modelling Urban Commercial Property Yields: Exogenous and Endogenous Influences”, Journal of Property Research, 24(4) :335-354.
Gatzlaff, D.H., and Tirtiroglu D., 1995, “Real Estate Market Efficiency: Issues and Evidence”, Journal of Real Estate Literature, 3(2) :157-189.
Grenadier, S. R., 1995, “The persistence of real estate cycles”, Journal of Real Estate Finance and Economics, 10(2) : 95-119.
Gujarati, D. N., 2003, Basic Econometrics, New York: McGraw-Hill/Irwin, Inc: 637.
Grossman, S. J., 1981, “An Introduction to the Theory of Rational Expectations Under Asymmetric Information”, The Review of Economic Studies, 48(4) : 541-559.
Hall, R. E., 2001, “Struggling to Understand the Stock Market” The American Economic Review, 91(2) : 1-11.
Hendershott , P. H., Hendershott, R. J., and MacGregor, B. D., 2006, “Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique”, Journal of Real Estate Literature, 91(2) : 149-172.
Hendershott, P. H., 1996, “Rental Adjustment and Valuation in Overbuilt Markets: Evidence from the Sydney Office Market”, Journal of Urban Economics, 39 (1) :51-67.
──, 2000, “Property Asset Bubbles: Evidence from the Sydney Office Market”, Journal of Real Estate Finance and Economics, 20(1) :67-81.
Hendershott, P. H., and B. Turner, 1999, “Estimating Constant-Quality Capitalization Rates and Capitalization Effects of Below Market Financing”, Journal of Property Research, 16(2) :109-123.
Hendershott, P. H., Lizieri, C. M., and Matysiak, G. A., 1999, “The Workings of the London Office Market”, Real Estate Economics, 27(2) :365-387.
Hendershott, P.H., and B. D. MacGregor, 2005a, “Investor Rationality: Evidence from U.K. Property Capitalization Rates”, Real Estate Economics, 33 (2) :299-322.
──, 2005b, “Investor Rationality: An Analysis of NCREIF Commercial Property Data”, Journal of Real Estate Research, 27 (4) :445-475.
Hendershott, P.H., MacGregor, B.D., and White, M., 2002, “Explaining Real Commercial Rents Using an Error Correction Model with Panel Data”, Journal of Real Estate Finance and Economics, 24(1/2) : 59-87.
Hui, E. and T. Y. Lui, 2002, “Rational expectations and market fumdamentals: Evidence from Hong Kong’s boom and bust cycles,” Journal of Property Investment and Finance, 20(1) :9-22
Muth, F. J., 1961, “Rational Expectations and the Theory of Price Movements”, Econometrica, 29(3) :315-335.
Phillips, R.S., 1988, “Residential capitalization rates: Explaining intermetropolitan variation, 1974-1979”, Journal of Urban Economics, 23(3) :278-290.
Sivitanides, P., Southard, J., Torto, R.G., and Wheaton, W.C., 2001, “The Determinants of Appraisal-Based Capitalization Rates”, Real Estate Finance, 18(2) :27-37.
Sivitanidou, R., 2002, “Office Rent Processes: The Case of U.S. Metropolitan Markets”, Real Estate Economics, 30(2) :317-344.
Sivitanidou, R., and P. Sivitanides, 1999, “Office Capitalization Rates: Real estate and Capital Market Influences”, Journal of Real Estate Finance and Economics, 18(3) :297-322.
Summers, L. H., 1986, “Does the Stock Market Rationally Reflect Fundamental Values? ” The Journal of Finance, 41(3) :591-601.
Wheaton, W. C., 1999, “Real Estate "Cycles": Some Fundamentals”, Real Estate Economics, 27(2) :209-230.
Wheaton, W. C., and R. G. Torto, 1994, “Office Rent Indices and Their Behavior over Time,” Journal of Urban Economics, 35(2) :121-139.
Wheaton, W. C., Torto, R. G., and Evans, P., 1997, “The Cyclic Behavior of the Greater London Office Market”, Journal of Real Estate Finance and Economics, 15(1) : 77-92. |
