一、中文部份
1.詹尊明,「股價資訊內涵應用於盈餘預測之研究」,淡江大學會計學研究所未出版碩士論文,民國八十九年六月。2.李冠豪,「盈餘與股價因果關係之實證研究」,淡江大學會計學研究所未出版碩士論文,民國八十九年六月。3.郭娟華,「盈餘特性對統計盈餘預測模式準確性之影響」,淡江大學會計學研究所未出版碩士論文,民國八十八年六月。4.鄭慧文,「季盈餘宣告對股價之影響」,私立中原大學會計學研究所未出版碩士論文,民國八十八年六月。5.陳韻如,「盈餘與股價VAR模型之實證研究--台灣上市電子業」,朝陽大學財務金融研究所未出版碩士論文,民國八十八年六月。6.許躍騰,「股價對於未來會計盈餘是否具增額資訊內涵之研究」,東華大學企業管理研究所未出版碩士論文,民國八十八年六月。7.楊智堯,「盈餘與股價之資訊內涵-聯立方程式法」,台灣大學會計學研究所未出版碩士論文,民國八十七年六月。8.藍順得,「上市公司盈餘預測模式相對績效之研究」,淡江大學會計學研究所未出版碩士論文,民國八十六年六月。9.楊陳松,「盈餘與股價關係模式之比較研究」,政治大學會計學研究所未出版碩士論文,民國八十六年六月。10.蔡彥卿、葉疏、李淑華,股價對盈餘之反應幅度與期間是否受公司規模影響,管理學報,第十四卷,第二期,民國八十六年六月11.吳祥華,「股票報酬率之變異結構與GARCH模型」,統計與資訊評論,第2期,民國八十五年九月,頁106-132。12.喬慧雯,「上市公司季盈餘宣告資訊內涵之實證研究」,政治大學會計學研究所未出版碩士論文,民國八十五年六月。13.吳柏林,時間數列分析導論,初版,台北,華泰,民國八十四年九月。
14.蔡承奮,「盈餘與股價報酬關係再檢定」,政治大學會計學研究所未出版碩士論文,民國八十四年七月。15.鄒旭昇,「股利、股價、盈餘因果關係之研究」,台灣大學商學研究所未出版碩士論文,民國八十四年六月。16.羅湘萍,「上市公司盈餘預測模式之探討」,中山大學財務管理研究所未出版碩士論文,民國八十四年六月。17.廖雲清,「台灣上市公司季盈餘之預測分析-不同時間數列方法之比較」,中正大學企業管理研究所未出版碩士論文,民國八十三年六月。18.王月玲,「會計資訊內涵之研究---報酬預測模式與盈餘組成分子之關聯性」,國立台灣大學會計研究所未出版碩士論文,民國八十三年六月。19.王佑民,「年度盈餘資訊內容之研究-以台灣股票上市公司為實證」,國立中山大學企業管理研究所碩士論文,民國八十三年六月。20.吳麗紅,「年度盈餘資訊效率之探討」,國立政治大學會計學研究所未出版碩士論文,民國八十二年六月21.曾建勝,「上市公司股票價格的資訊內涵」,台灣大學會計學研究所未出版碩士論文,民國八十二年六月。22.王麗君,「上市公司季盈餘時間數列特性與預測之探討」,臺灣大學會計學研究所未出版碩士論文,民國八十二年六月。23.李華玉,「台灣股票價格資訊內容之研究」,台灣大學會計學研究所未出版碩士論文,民國八十一年六月。
24.蔡靜雯,「我國上市公司季盈餘之時間數列習性與預測之研究」,台灣大學會計學研究所未出版碩士論文,民國八十一年六月。25.卓玟玲,「季盈餘時間數列特性及其預測模式之研究」,中山大學企業管理研究所未出版碩士論文,民國八十年六月。26.鄭素鄉,「我國上市公司季盈餘時間數列特性之研究」,政治大學會計學研究所未出版碩士論文,民國七十八年六月。27.余尚武,「台灣證券市場股票上市公司盈餘宣告所含資訊內容之研究」,國立台灣大學商學研究所未出版碩士論文,民國七十五年六月。28.張鴻基,「台灣地區股票上市公司每季盈餘時間數列特性及資訊內容之研究」,臺灣大學商學研究所未出版碩士論文,民國七十二年六月。
29.徐春美,「期中財務報表預測能力之研究」,政治大學會計學研究所未出版碩士論文,民國六十八年六月。二、英文部份:
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39.Brown, Lawrence D. and Michael S. Rozeff, ”Univariate Time-Series Models of Quarterly Accounting Earnings Per Share: A Proposed Model” Journal of Accounting Research (Spring 1979), pp.179-189.
40.Brown, Lawrence D. and Michael S. Rozeff, ”The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings” The Journal of Finance Vol.33 No.1 (march 1978), pp.1-16.
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42.Easton, Peter, “Discussion: Valuation of Permanent, Transitory, and Price-Irrelevant Components of Reported Earnings” Journal of Accounting, Auditing and Finance Vol. 13 No. 3 (summer 1998), pp.337-349.
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44.Enders, Walter, (1995), Applied Econometric Time Series, 1st ed., New York: John Wiley & Sons.
45.Engle, Robert F., (1995), ARCH Selected Readings, 1st ed., New York: Oxford University Press.
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47.Foster, George, “Quarterly accounting Data: Time-Series Properties and Predictive Ability Results,” The Accounting Review Vol. 52 No.1 (January 1977), pp. 1-21.
48.Gourieroux, Christian, (1997), ARCH Models and Financial Applications, 1st ed., New York: Springer-Verlag.
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54.Kleidon, Allan W., “Variance Bounds Tests and Stock Price Valuation Models” Journal of Political Economy Vol. 94 No. 5(1986), pp.768-805.
55.Kothari, S. P., “Price-Earnings Regressions in the Presence of Prices Leading Earnings” Journal of Accounting and Economics Vol. 15 No. 2 (June 1992), pp.173-202.
56.Kothari, S. P., and Richard G. Sloan, “Information In Prices About Future Earnings” Journal of Accounting and Economics Vol. 15 No. 2 (June 1992), pp.143-171.
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58.Lev, Baruch, “Some Economic Determinants of Intramethod Choice in the Oil and Gas Industry” Journal of Accounting and Economics Vol. 5 No.1 (April 1983), pp.31-48.
59.Lorek, Kenneth S. and Allen W. Bathke, “A Time-Series Analysis of Nonseasonal Quarterly Earnings Data” Journal of Accounting Research Vol. 22 No.1 (Spring 1984).
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61.Lorek, Kenneth S., Iceman Joe D. and Abdulkader Abdullah A., “Further Descriptive and Predictive Evidence on Alternative Time-Series Models” Journal of Accounting Research (Spring 1979).
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63.Mikhail, Michael B., Beverly R. Walther, and Richard H. Willis, “Do Security Analysts Improve Their Performance With Experience” Journal of Accounting Research Vol. 35 (1997), pp.131-157.
64.Mills, Terence C., (1993), The Econometric Modeling of Financial Time Series, 1st ed., Cambridge University Press.
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68.Ryan, Stephen G., “A Model of Accrual Measurement with Implication for the Evolution of the Book to Market Ratio” Journal of Accounting Research Vol. 33 No. 1 (spring 1995), pp.95-112.
69.Urrutia, Jorge L., “Randomness in Developing Economies: An Investigation” The International Journal of Finance Vol. 7 No. 1 (1995), pp.1078-1091.
70.Watts, Ross L., and Jerold L. Zimmerman, (1986), Positive Accounting Theory, 1st ed., Englewood Cliffs, N. J.: Prentice Hall.
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