|
英文部分:Ball, R., and P.Brown (1968), ‵An Empirical Evaluation of Accounting Income Numbers′, Journal of Accounting Research,Vol.6, Autumn., pp159-178.Ball, R., and P.Brown (1969), ‵Portfolio Theory and Accounting′, Journal of Accounting Research,Vol.7, Autumn., pp300-323.Beaver, W.H., Kettler P. and Scholes M. (1970), ‵The Association Between Market Determined Risk Measures′, Accounting Review, October, pp.654-682.Beaver, W.,R.A.Lambert and S.G.Ryan, (1987), ‵The Information Content of Security Prices：A Second Look′, Journal of Accounting and Economics, July, pp.139-157.Biggs, S.F., (1984), ‵Financial Analysts’ Information Search in the Assessment of Corporate Power′, Accounting ,Organization and Society, volume 9, number 3/4 ,pp.313-323.Bowman, R. (1979), ‵The Theretical Relationship Between Systematic Risk and Financial （Accounting）Variables′, Journal of Finance , pp.617-630.Bowman, E.H. (1982), ‵Risk Seeking by Troubled Firms′, Sloan Management Review, pp.33-42.Bowman, M. (1983), ‵Human Diagnostic Reasoning by Computer: An Illustration from Financial Analysis’s ′, Management Science, pp.653-672.Capstaff,J.（1991）, ‵Accounting Information and Investment Risk Perception in the UK.′, Journal of International Financial Management and Accounting ,pp.189-200.Capstaff, J. (1992), ‵The Usefulness of UK Accounting and Market Data for Predicting the Perceived Risk Class of Securities′, Accounting and Business Research, Summer, pp.219-228.Cheung, Y.L. ,Ho Y.K. and Wong K.F.(1994), ‵Return and Risk Premium Seasonalities in Three Emerging Asian Markets: Hong Kong, Korea and Taiwan′,Journal of International Financial Management and Accounting,October,pp.223-241.Cheung, Y.L. and Wong K.T.(1992), ‵An Assessment of Risk and Return ：Some Empirical Findings from The Hong Kong Stock Exchange′,Applied Financial Economics , ,pp.105-114.Collins and R.R.Simonds(1979) , ‵SEC Line-of-Business Disclosure and Market Risk Adjustments′, Journal of Accounting Research,Autumn,pp.352-383.Collins ,D.W.,S.P.Kothari and J.D.Raburn, (1987), ‵Firm Size and the Information Content of Prices with Respect to Earnings′, Journal of Accounting and Economics, July, pp.111-138.Dhingra, H.L. (1982), ‵The Impact of Accounting Variables on Stock Market Measures of Risk′, Accounting and Business Research, Summer, pp.193-205.Easton,Peter D.(1985), ‵Accounting Earnings and Security Valuation:Empirical Evidence of the Fundamental Links′, Journal of Accounting Research, pp54-77.Eskew, R.K.(1979), ‵The Forecasting Ability of Accounting Risk Measures :Some Additional Evidence′, Accounting Review, January,pp.107-118.Fama, （1970）‵Efficient Capital Market : A Review of Theory and Empirical Work′, Journal of Finance, pp.383-417.Farrelly,G.E. and Reichenstein W.R. (1984),‵ Risk perception of Investors’′, Journal of Portfolio Management, pp.5-12. Farrelly, G.E., Ferris K.R. and Reichenstein W.R.(1985), ‵Perceived Risk ,Market Risk and Accounting Determined Risk′, Accounting Review,April,pp.278-288.Ferris,K.R.,K.Hiramatsu and K.Kimoto（1990）, ‵Information Accounting Investment Risk Perception in Japan′, Journal of International Financial Management and Accounting ,pp.232-243.Freeman,R.N., (1987), ‵The Association Between Accounting Earnings and Security Returns for Large and Small Firms′, Journal of Accounting and Economics, July, pp.195-228.Gary John Previts, Robert J. Bricker, Thomas R. Robinson, and Stephen J. Young, (1994), ‵A content Analysis of Sell-Side Financial Analyst Company Reports′, Accounting Horizons, pp.55-70.Hamada,R.S., (1972), ‵The Effect of the Firm’s Capital Structure on the Systematic Risk of Common Stocks ′, Journal of Finance, May. , pp. 435-452.Horwitzs,B.,＆R.Kolodny,（1977）, ‵Line of Business Reporting and Security Price : An analysis of an SEC Disclosure Rule′, Bell Journal of Economics, pp306-360.Kinney, W.R., Jr., (1971), ‵Predicting Earnings : Entity Versus Sub-entity Data′, Journal of Accounting Research, Spring., pp127-136.Kinney, W.R., Jr., (1972), ‵Covariability of Segment Earnings and Multisegment Company Return′, The Accounting Review, pp339-345.Lev, B., (1989), ‵On the Usefulness of Earnings and Earnings Research:Leaaons and Directions from from Two Decades of Empirical Research′, Journal of Accounting Research, vol.27, pp153-192.Lev, B. and Thiaagarajan S.R., (1993), ‵Fundamental Information Analysis′, Journal of Accounting Research, Autumn., pp190-215.McDonald,J.G. and Stehle R.E.（1975）,‵How do Institutional Investors percived Risk′, Journal of Portfolio Management,pp.11-16.Morkowitz, H. M., (1952), ‵Portfolio Selection′, Journal of Finance, March. , pp. 77-91.Mohan Selva, (1995), ‵The Association Between Accounting Determined Risk Measures and Analysis’ Risk Perceptions in a Medium-Sized Stock Market′, Journal of International Financial Management and Accounting, pp.207-229.Prodhan, B.K., and M.C. Harris (1989), ‵Systematic Risk and the Discretionary Disclsure of US Multinationals′,Journal of Business Finance and Accounting, Autumn,pp.467-492.Roll, R. and Ross S.A., (1994) , ‵On the Cross-sectional Relation between Expected Return and Betas′, Journal of Finance, pp.101-121.Schipper K., (1991), ‵Commentary on Analysts’ Forecasts′, Accounting Horizons, December. , pp. 105-121.Sharpe, W.F. & Alexander, G.J. (1990), Investments, Prentice-Hall, Inc., Englewood Cliffs, New Jersey. 中文部分:台灣經濟新報社（民國89年），”Smart 國內海外共同基金投資總覽”，電腦家庭文化事業股份有限公司（台北），初版一刷。李秀玲(民國85年)，部門別資訊揭露對財務分析師盈餘預測準確性影響之實證研究，成功大學會計研究所碩士論文。李順成譯(民國78年)，”計量經濟學理論與應用”，曉園出版社（台北），一版。林進田（民國82年），”抽樣調查：理論與應用”， 華泰書局（台北），初版。吳明隆(民國90年)，”SPSS統計應用實務”，松崗電腦圖書資料股份有限公司（台北），二版二刷。范文智(民國78年)，系統風險與會計變數的關係，交通大學管理科學研究所碩士論文。徐仁滄(民國75年)，認知風險、市場風險與會計資料所決定的風險之關聯性研究，政治大學企業管理研究所碩士論文。徐雪梅(民國87年)，會計貝他與股票報酬關係之實證研究，東吳大學會計研究所碩士論文。陳淑芬(民國86年)，部門別資訊揭露對系統風險影響茲實證研究，成功大學會計研究所碩士論文。陳俊宏(民國86年)，部門別資訊揭露對財務分析師盈餘預測影響之實證研究，成功大學會計研究所碩士論文。陳佳昌(民國86年)，股票投資風險、債券平等與企業風險之整合模型，成功大學會計研究所碩士論文。陳正澄(民國79年)，”計量經濟學”，三民書局股份有限公司（台北），初版。黃旭輝(民國81年)，台灣上市公司股票系統風險和會計資訊關聯性之研究，台灣大學金融學研究所碩士論文。梁客川(民國82年)，會計性風險變數與市場風險關聯性之探討－台灣股票上市公司之實證研究，中山大學企業管理研究所碩士論文。張有名(民國75年)，股票系統風險之評估理論與實證研究，中興大學企業管理研究所碩士論文。廖國本(民國76年)，會計資訊應用於台灣上市股票系統風險預測之研究，交通大學管理科學研究所碩士論文。鄧美貞譯(民國89年)，”經濟預測與計量經濟模型”，台灣西書局出版社（台北），初版一刷。楊穆郁與盧志高（民國89年），”透視摩根MSCI成分股”，非凡出版社（台北），一版二刷。劉世龍(民國80年)，會計報酬、系統風險與證券定價之關係－台灣股市之實證，交通大學管理科學研究所碩士論文。劉美英(民國84年)，強制性部門別資訊揭露對財務分析師預測信念分歧的影響，成功大學會計研究所碩士論文。賴淑娟(民國82年)，部門別資訊揭露對財務分析師盈餘預測能力影響之實證研究，台灣大學會計研究所碩士論文。謝劍平（民國87年），”現代投資學”，智勝文化事業有限公司（台北）。
|