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研究生： 雷雅淇
Ya-Chi Lei
論文名稱： 公司規模、股價、益本比、淨值市價比與股票超常報酬關係之實證研究
Firm Size, Stock Price, E/P Ratio, Book-to-Market Equity, and Abnormal Stock Returns
指導教授： 洪榮華
Jung-Hua Hung
口試委員:
學位類別： 碩士
Master
系所名稱： 管理學院 - 企業管理學系
Department of Business Administration
畢業學年度： 88
語文別： 中文
論文頁數： 64
中文關鍵詞： 公司規模 、股價 、益本比 、淨值市價比 、股票超常報酬
外文關鍵詞： Firm Size, Stock Price, E/P Ratio, Book-to-Market Equity, Abnormal Stock Returns
相關次數： 點閱：8  下載：0 
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    • 本文利用變異數分析、相關分析及迴歸分析等，來驗證變數個別效果及控制其他變數下之淨效果，研究結果發現股價最能夠解釋股票超常報酬。


    目錄1 圖表目錄2 第一章 緒論3 第一節 研究背景與動機3 第二節 研究目的4 第三節 研究範圍4 第四節 研究步驟及流程5 第五節 研究限制6 第二章 理論探討與文獻回顧7 第一節 變數間關係的文獻探討7 第二節 規模效應之可能成因探討14 第三節 相關研究特色與本研究努力方向19 第三章 研究方法21 第一節 研究假說21 第二節 各變項之操作性定義26 第三節 資料說明30 第四節 統計分析方法32 第四章 實證結果分析35 第一節 敘述性統計量35 第二節 各變數與超常報酬之關係39 第三節 找出最能解釋超常報酬之變數50 第五章 結論與建議59 第一節 結論59 第二節 建議60 參考書目62

    李春旺、劉維琪、高孔廉，「股價行為與規模效應：台灣股票市場實證研究」，管理評論，七十八年七月，頁九九至一二一
    李春旺、劉維琪、高孔廉，「股價行為與規模效應：台灣股票市場實證研究」，管理評論，七十八年七月，頁九九至一二一
    楊朝成、林容如，「規模效果、本益比效果與一月效應：台灣股市之實證研究」，社會科學論叢，八十二年十一月，頁一六一至一八四。
    楊朝成、林容如，「規模效果、本益比效果與一月效應：台灣股市之實證研究」，社會科學論叢，八十二年十一月，頁一六一至一八四。
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