學術產出-Theses
Article View/Open
Publication Export
-
題名 橫斷面相關性分析在財務管理方面之應用研究 作者 黃四維 貢獻者 姚興台
黃四維日期 1991
1990上傳時間 2-May-2016 17:02:55 (UTC+8) 參考文獻 參考文獻 1 .林華德譯著:資產進擇理論與資本市場，幼獅文化事業公司，民國66 年 2. 林煜宗:現代投資學---制度、理論與證實，自印，民國70 年 3. 顏月珠:應用數理統計學，三民書局，民國71 年 4. Bernard, Victor L. "Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research. " Journal of Accounting . Research(Spring 1987) , P. 1-48 5. Christie` A. "On Cross-Sectional Analysis in Account i ng Research. " Working paper` University of Southern California, January 1986. 6. Collins, D. ` and W. Dent. "A Comparison of Alternative Testing Methodologies Used in Capital Markets Research. " Journal of Accounting Research (Spring 1984) , P. 48-84 7. Greenwald, B. C. " A General Analysis of Bias in the Estimated standard Errors of Least Squares Coefficients. "Journal of Econometrics 22(1983), P. 323-338 8. Hughes` J. ,and W. Ricks. “Accounting for Retail Land Sales Analysis of a Mandated Change. n Journal of Accounting Economics ( Aug u s t 1 984) , p. 1 0?1 - 1 32 9. Judge` G. ,W. Griffiths, T. Lee. The Theory and Practice of Econometrics, New York：Wiley, 1980 10. Schipper, K. ,and R. Thompson. "The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms. n Journal of Accounting Research(Spring 1983) , p. 184-221 11. Sefcik, S. ,and R. Thompson. “An Approach to Statistical Inference in cross-Sectional ?Regression with Security Abnormal Returns as Dependent Variable. " Journal of Accounting Research(Autumn 1986), p.316-334 12. Theil, Henri. Principles of Econometrics. New York: Wiley, 1971 描述 碩士
國立政治大學
統計學系資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005032 資料類型 thesis dc.contributor.advisor 姚興台 zh_TW dc.contributor.author (Authors) 黃四維 zh_TW dc.creator (作者) 黃四維 zh_TW dc.date (日期) 1991 en_US dc.date (日期) 1990 en_US dc.date.accessioned 2-May-2016 17:02:55 (UTC+8) - dc.date.available 2-May-2016 17:02:55 (UTC+8) - dc.date.issued (上傳時間) 2-May-2016 17:02:55 (UTC+8) - dc.identifier (Other Identifiers) B2002005032 en_US dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/89645 - dc.description (描述) 碩士 zh_TW dc.description (描述) 國立政治大學 zh_TW dc.description (描述) 統計學系 zh_TW dc.description.tableofcontents 第一章 緒論────────────1 第一節 研究問題與目的────────────1 第二節 研究架構────────────2 第三節 研究範圍────────────3 第四節 本文架構────────────5 第二章 一般線性統計模式────────────6 第一節 迴歸模式及其應用────────────6 第二節 偏誤的估計問題────────────12 第三章 線性統計模式在實證上之應用────────────18 第一節 夏普單一指數模式────────────18 第二節 偏誤問題的延伸────────────21 第三節 整合單一指數模式與偏誤問題────────────24 第四節 實證分析────────────27 第一節 資料蒐集────────────27 第二節 資料處理與分析方法────────────28 第三節 實證分析與結果說明────────────34 第五章 結論────────────37 參考文獻────────────39 zh_TW dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005032 en_US dc.title (題名) 橫斷面相關性分析在財務管理方面之應用研究 zh_TW dc.type (資料類型) thesis en_US dc.relation.reference (參考文獻) 參考文獻 1 .林華德譯著:資產進擇理論與資本市場，幼獅文化事業公司，民國66 年 2. 林煜宗:現代投資學---制度、理論與證實，自印，民國70 年 3. 顏月珠:應用數理統計學，三民書局，民國71 年 4. Bernard, Victor L. "Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research. " Journal of Accounting . Research(Spring 1987) , P. 1-48 5. Christie` A. "On Cross-Sectional Analysis in Account i ng Research. " Working paper` University of Southern California, January 1986. 6. Collins, D. ` and W. Dent. "A Comparison of Alternative Testing Methodologies Used in Capital Markets Research. " Journal of Accounting Research (Spring 1984) , P. 48-84 7. Greenwald, B. C. " A General Analysis of Bias in the Estimated standard Errors of Least Squares Coefficients. "Journal of Econometrics 22(1983), P. 323-338 8. Hughes` J. ,and W. Ricks. “Accounting for Retail Land Sales Analysis of a Mandated Change. n Journal of Accounting Economics ( Aug u s t 1 984) , p. 1 0?1 - 1 32 9. Judge` G. ,W. Griffiths, T. Lee. The Theory and Practice of Econometrics, New York：Wiley, 1980 10. Schipper, K. ,and R. Thompson. "The Impact of Merger-Related Regulations on the Shareholders of Acquiring Firms. n Journal of Accounting Research(Spring 1983) , p. 184-221 11. Sefcik, S. ,and R. Thompson. “An Approach to Statistical Inference in cross-Sectional ?Regression with Security Abnormal Returns as Dependent Variable. " Journal of Accounting Research(Autumn 1986), p.316-334 12. Theil, Henri. Principles of Econometrics. New York: Wiley, 1971 zh_TW
