|
Ambrose, B. W. , Lee, D. W. and Peek, J. (2007) Comovement after joining an index: spillovers of nonfundamental effects. Real Estate Economics, 35, 57-90. Amir E, Harris T. S. , Venuti E. K. (1993). A comparison of the value-relevance of U. S. versus non-U. S. GAAP accounting measures. Journal of Accounting Research, 31, 230-264. Campbell, John Y. (1987). Stock Returns and the Term Structure. Journal of Financial Economics, 18, 373-399. Ferson, W. (1990). Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk? Journal of Finance, 45, 397-430. Gibbons, Michael R., and Wayne Ferson. (1985). Testing Asset Pricing Models with Changing Expectations and an Unobservable Market Portfolio. Journal of Financial Economics, 14, 217-236. Hansen, L.P., and R. Hodrick. (1983). Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models. Exchange Rates and International Macroeconomics, University of Chicago Press, 113-152. Liu, C. H. , Hartzell, D. J. , Greig, W. , Grissom, T. V. (1990). The integration of the real estate market and the stock market: Some Preliminary evidence. Journal of Real Estate Finance and Economics, 3, 261-282. Liu, Cracker, and Jianpin Mei. (1992). the Predictability of Returns on Equity REITs and Their Co-movement with Other Assets. Journal of Real Estate Finance and Economics, 5, 401-418. Ling, D. C. and Naranjo, A. (1999). The Integration of Commercial Real Estate Markets and Stock Markets. Real Estate Economics, 27, 483-515. Li, Y. and Wang, K. (1995). The predictability of REIT returns and market segmentation. Journal of Real Estate Research, 10, 471-82. Mei, J. , and A. Lee. (1994). Is There A Real Estate Factor Premium? Journal of Real Estate Finance and Economics, 9, 113-126. Oppenheimer, P. and Grissom, T. V. (1998) Frequency space correlation between REITs and capital market indices. Journal Real Estate Research, 16, 291-309. Pin-te Lin and Franz Fuerst. (2014). The Integration of Direct Real Estate and Stock Markets in Asia. Applied Economics, 46(46), 1323-1334. Rene M. Stulz. (1995). The cost of capital in internationally integrated markets: the case of Nestle. European Financial Management Journal, 1, 11-22. 王言. (2012). 滬市與深市大盤指數的相關性研究. 時代金融, 12, 85-86. 石柱鮮、吳泰岳. (2005). 中國股票市場“周內效應”再研究. 数理统计与管理, 3(24), 93-99. 李仲飛、姚京. (2004). 中國滬深股市整合性的實證分析. 管理評論, 1, 27-30. 奉立城. (2004). 滬深兩市的整合性及風險特征. 對外經濟貿易大學學報, 1, 35-39. 陳守東、陳雷、劉艷武. (2003). 中國滬深股市收益率及波動性相關分析. 金融研究, 7, 80-85. 陳雄兵、張宗成. (2008). 基於修正GARCH模型的中國股市收益率與波動周內效應實證研究. 中國管理科學, 8(4), 44-48. 趙華. (2002). CAPM在滬深股市的有效性檢驗及兩市聯動性的統計分析. 學位論文, 廈門大學. 劉金泉、崔暢. (2002). 中國滬深股市收益率和波動性的實證分析. 經濟學(季刊), 4, 885-898. 劉瀏、李南. (2009). 基於EGARCH模型的中國股市周內效應實證研究. 經濟研究消費導刊, 2009, 1.
|