政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/84413

English | 正體中文 | 简体中文 | Post-Print筆數 : 27 | Items with full text/Total items : 109951/140887 (78%)
Visitors : 46272799 Online Users : 1324

RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.

Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer

政大典藏 > College of Commerce > Department of Accounting > Theses > Item 140.119/84413

Please use this identifier to cite or link to this item: https://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:	[Department of Accounting] Theses

Files in This Item:

There are no files associated with this item.

社群 sharing

著作權政策宣告 Copyright Announcement

1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.

Loading...