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    政大機構典藏 > 商學院 > 會計學系 > 學位論文 >  Item 140.119/84413
    Please use this identifier to cite or link to this item: http://nccur.lib.nccu.edu.tw/handle/140.119/84413


    Title: 股票報酬決定因素及股票報酬與盈餘間關係之研究
    The Determinants of Stock Returns and the Relationship between Stock Returns and Earnings
    Authors: 彭火樹
    Peng, Huo-Shu
    Contributors: 鄭丁旺
    Cheng, Ting-Wong
    彭火樹
    Peng, Huo-Shu
    Keywords: 股票報酬
    盈餘反應係數
    公司規模
    淨值市價比
    負債比率
    益本比
    營運現金市價比
    股利收益率
    利率期間結構
    違約風險
    盈餘品質假說
    系統風險
    Stock returns
    Earnings response coefficients
    Size
    Book-to-market equity
    Debt ratio
    Dividend yield ratio
    Earnings price ratio
    Term structure
    Default risk
    Earnings quality
    Systematic risk
    Date: 1997
    Issue Date: 2016-04-14 13:57:42 (UTC+8)
    Abstract: 台灣早期有關系統風險(β)的研究皆指出β不能解釋台灣股票報酬的變異,故控尋更能解釋股票報酬的風險因素為本文的主要目的之一。
    Earlier studies (Chen 1990; Chiu 1990; and Wang 1992) found that systematic risk (β) could not explain the variance of stock returns in Taiwan. The findings were inconsistent with the Capital Asset Pricing Model (CAPM). One of the major purposes of this paper is to examine the factors that have higher explanatory power of stock returns.
    Description: 博士
    國立政治大學
    會計學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002000644
    Data Type: thesis
    Appears in Collections:[會計學系] 學位論文

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