| Reference: | 參考書目
一、中文部份
1.王淑芬著，投資學，華泰書局，民國77年9月。
2.余雪明著，證券交易法，財團法人中華民國證券市場發展基金會編印，民國77年5月。
3.林清山著，多變項分析統計法，東華書局，民國71年9月。
4.林煜宗著，現代投資學───制度、理論與實證───，自印，民國七十七年一月。
5.林煜宗著，市場因素對台灣證券市場股票變動的影響，證交資料194期，民國67年6月。
6.陳建宏，論行業因素與股票報酬率之關係───台灣地區股票上市公司之實證研究，國立台灣大學商研所未出版碩士論文，民國76年6月。
7.陳發輝，台灣地區上市股票現行分類標準之探討，國立政治大學企業管理研究所未出版碩士論文，民國74年6月。
8.陳隆麒著，現代財務管理，華泰書局，民國77年8月。
9.黃世錄，證券價格行為中市場與行業共移性之研究，淡江大學管理科學研究所未出版碩士論文，民國67年6月。
10.黃俊英著，多變量分析，華泰書局，77年2月。
11.鄭華清，套利定價模式理論與實證研究分析，國立台灣大學商研所未出版碩士論文，民國74年6月。
12.謝安田著，企業研究方法，自行出版，民國68年。
13.顏月珠著，商用統計學，三民書局，民國74年10月。
二、英文部分
1. Aber, J. W., 1976, "Industry Effects and Multivariate Stock Price Behavior" Journal of Financial and Quantitative Analysis, November, 617-624.
2. Arnott, R. D., 1980. "Cluster Analysis and Stock Price Comovement" Financial Analysts Journal,November-December, 56-62.
3. Ball. R., 1978. "Market Model Studies: Justification,Interpretation and Experimental Problems" Australian Graduate School of Management Working Paper, Oct .,
4. Ball, R., & P. Brown. 1968. "An Empirical Evaluation of Accounting Income Numbers" Journal of Accounting Research, Autumn. 159-178.
5. Bagamery, B. D., 1982. "Assessing Industry Effects in Common Stock Returns Through the Use of Multi-Index Models Employing Alternative Industry Indexes" Northwestern University. Ph. D. Thesis.
6. Blume, M. E., 1971 . "On the Assessment of Risk " Journal of Rinance, March. 1-10.
7. Campanella. F. B. , 1972. The Management of Portfolio Risk Exposure, (Lexington, MA: Heath) .
8. Chance, D. M., and W. R. Lane. 1980. "A Re-examination of Interest Rate Sensitivity in the Common Stocks of Financial Instituions" Journal of Financial Research,Spring, 49-56.
9. Cohen, K. J. and J. A. Pogue, 1967. "An Empirical Evaluation of Alternative Portfolio-Selection Models" Journal of Business, April. 166-93.
10. Elton, E. J. and M. J. Gruber, 1973 "Estimating the Dependence Structure of Share Prices-Implications for Portfolio Selection" Journal of Finacne. March,1203-1232.
11. Elton, E. J. and M. J. Gruber, 1981. Modern Portfolio Theory and Investment Analysis, (New York: Wiley).
12. Fama. E. F ., 1976. Foundation of Finance, (New York: Basic Books.)
13. Farrell, J. Jr ., 1974. "Analyzing Covariation of Returns to Determine Homogeneous Stock Groupings" Journal of Business, April, 186-207.
14. Farrell, J. Jr ., 1975. "Homogeneous Stock Groupings: Implications for Portfolis Management" Financial Analysts Journal, May-June, 50-62.
15. Fertuck, L., 1975. "A Test of Industy Indices Based on SIC Codes" Journal of Financial and Quantitative Analysis, December, 837-848.
16. Graham, B ., D. L. Dodd and S. Cottle, 1962, Seccurity Analysis (New York: McGraw-Hill).
17. Jensen, M. C ., 1969. "Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios" Journal of Business, April, 167-247.
18. Jensen, M. C., 1972. "Capital Markets: Theory and Evidence" Bell Journal of Economics, Autumn, 357-398.
19. King, B. F., 1966. "Market and Industry Factors in Stock Price Behavior" Journal of Business, January.139-189.
20. King, B. F., 1967. "Stepwise Clustering Procedures" Journal of the American Statistical Association, 87-101.
21. Livingston, M. 1977 "Industry Movement of Common Stocks" Journal of Finance, June, 861-874.
22. Lloyd, W. P. and R. A. Shick, 1977."A Test of Stone`s Two Index Model of Return" Journal of Financial and Quantitative Analysis, Sep, 363-376.
23. Markowitz, H. M., 1959, Portfolio Selection": Efficient Diversification of Investments (New Haven: Yale University Press).
24. Martin, J. D. and R. C. Klemkosky , 1976 "The Effect of Homogeneous Stock Groupings on Portfolio Risk" Journal of Business, July, 339-349.
25. Meyers, S. L. 1973 "A Re-examination of Market and Industry Factors in Stock Price Belavior" Journal of Finance, June, 695-705.
26. Morrison, D. F., 1967. Multivariate Statistical Methods.(New York: McGraw-Hill).
27. Rubinstein, M. E., 1973 "A Mean-Variance Synthesis of Corporate Financial Theory" Journal of Finance, March, 167-181.
28. Sharpe, W. F., 1970. Portfolio Theory and Capital Markets, (New York: Mcgraw-Hill).
29. Sharpe, W. F., 1985. Investment (Englewood Cliffs, N.J.: Prentice-Hall).
30. Stone, B. K., 1974. "Systmeatic Interest Rate Risk in a Two-Index Model for Returns" Journal of Financial and Quantitative Analysis,November, 709-721. |
