Page 38 - James
P. 38
參考文獻
1. 沈士鈞 (2019),以現金股利殖利率為選股依據之投資績效,碩士
論文,高雄:國立中山大學財務管理學系碩士班。
2. 陳長毅 (2020),獲利效果規模與成因之探討,碩士論文,高雄:
國立高雄大學金融管理學系碩士班。
3. 徐婉瑄 (2023),整合財務與 ESG 目標之投資組合策略,碩士論
文,新竹:國立清華大學財務金融碩士在職專班。
4. 黃振祐 (2024),基於外資持股率變化所建構之投資策略,碩士論
文,新竹:國立清華大學財務金融碩士在職專班。
5. Arnott, R. D., & Asness, C. S. (2003), “Surprise! Higher dividends=
higher earnings growth,” Financial Analysts Journal, 59 (1) , 70-87.
6. Asness, C. S., Frazzini, A., & Pedersen, L. H. (2019), “Quality minus
junk,” Review of Accounting Studies, 24 (1), 34-112.
7. Black, F., & Scholes, M. (1974), “The effects of dividend yield and
dividend policy on common stock prices and returns,” Journal of
Financial Economics, 1 (1), 1-22.
8. Brav, A., Graham, J. R., Harvey, C. R., & Michaely, R. (2005),
“Payout policy in the 21st century,” Journal of Financial
Economics, 77 (3), 483-527.
9. Balestra, P., & Nerlove, M. (1966), “Pooling cross section and time
series data in the estimation of a dynamic model: The demand for
natural gas,” Econometrica: Journal of the Econometric Society,
585-612.
10. Chen, L., Da, Z., & Zhao, X. (2013), “What drives stock price
movements?,” The Review of Financial Studies, 26 (4) , 841-876.
11. DeAngelo, H., DeAngelo, L., & Stulz, R. M. (2006), “Dividend policy
and the earned/contributed capital mix: a test of the life-cycle
35