一、 中文部分
[1]汪子淵,2002,日本股票市場的因子探討,國立東華大學國際經濟研究所碩士論文。[2]宋東威,2007,再檢視台灣股市之規模效應,逄甲大學企業管理所碩士論文。[3]姚明慶,1996,普通股淨值市價比與預期報酬,國立中正大學會計學研究所碩士論文。[4]洪榮耀,2005,資訊交易機率模型及其應用,國立中山大學財務管理研究所博士論文。[5]胡玉雪,1994,益本比、淨值╱市價比及公司規模對股票報酬之影響─相似無關迴歸法之應用,國立台灣大學商學研究所碩士論文。[6]許維真,1996,何種益本比資料有助於選股?--臺灣股市橫斷面報酬率影響因素之研究,國立台灣大學國際貿易研究所碩士論文。[7]陳怡樺,2007,IPO個股之初始報酬,買賣單不平衡,與波動性之研究,國立台灣大學財務金融研究所碩士論文。[8]郭柏欣,2007,最大跌幅投機型個股報酬率,波動性與買賣單不均衡之動態關係,國立台灣大學財務金融研究所碩士論文。[9]郭逢春,1993,臺灣上市公司在不同投資區間下的淨值╱市價比效果,國立台灣大學財務金融研究所碩士論文。[10]黃昭祥,1992,臺灣股市公司規模、本益比、殖利率與價格效應交互作用之實證研究,國立中正大學財務金融研究所碩士論文。[11]黃國彰,2007,各項選股指標於台灣股票市場的實用性探討--應用對象與應用時機之研究,國立台灣大學國際企業學研究所碩士論文。[12]黃漢青,2006,日內報酬與買賣單不對稱之動態關係,國立台灣大學財務金融研究所博士論文。[13]劉美蘭,1991,台灣股票本益比與報酬率關係之研究,國立中興大學企業管理研究所碩士論文。[14]劉緯宸,2005,台灣股票市場規模效應與外資效應實證,國立雲林科技大學企業管理所碩士論文。[15]鄭燕茹,2004,盈餘、股利與股票預期報酬之橫斷面分析,國立中央大學企業管理研究所碩士論文。[16]謝郁君,2008,淨值市價比效應與市值、破產風險、研發、動能效應、電子產業的關係,大葉大學會計資訊研究所碩士論文。[17]顧廣平,1994,漲跌幅與公司規模對股票報酬之影響-台灣股票市場之實證研究,國立交通大學管理科學研究所碩士論文。二、英文部分
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