المؤلفون: 詹場, Chan, Chang, 黃照鈜, Huang, Chao-Hung, 邱健嘉, Chiou, Jian-Jia, 柯文乾, Ke, Wen-Chyan

المساهمون: 會計評論

مصطلحات موضوعية: 企業社會責任, 流動性, 系統風險, 非系統風險, Corporate social responsibility, Liquidity, Systematic risk, Non-systematic risk

وصف الملف: 640494 bytes; application/pdf

Relation: 會計評論, 72, 35-82; https://nccur.lib.nccu.edu.tw//handle/140.119/137861; https://nccur.lib.nccu.edu.tw/bitstream/140.119/137861/1/170.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/137861
https://doi.org/10.6552/JOAR.202101_(72).0002
https://nccur.lib.nccu.edu.tw/bitstream/140.119/137861/1/170.pdf

المؤلفون: 林秉陞, Lin, Ping-Sheng

المساهمون: 岳夢蘭, Yueh, Meng-Lan

مصطلحات موضوعية: 加密貨幣, 波動度, VIX 指數, 非系統風險, Cryptocurrency, Volatility, VIX index, Idiosyncratic volatility

وصف الملف: 1339959 bytes; application/pdf

Relation: Amihud, Y. (2002). Illiquidity and stock returns: cross-section and time-series effects. Journal of Financial Markets, 5(1), 31-56.\nAng, A., Hodrick, R. J., Xing, Y., & Zhang, X. (2006). The cross‐section of volatility and expected returns. The Journal of Finance, 61(1), 259-299.\nBollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307-327.\nBaker, M., & Wurgler, J. (2006). Investor sentiment and the cross‐section of stock returns. The Journal of Finance, 61(4), 1645-1680.\nBali, T. G., & Cakici, N. (2008). Idiosyncratic volatility and the cross section of expected returns. Journal of Financial and Quantitative Analysis, 43(1), 29-58.\nBai, J., Bali, T. G., & Wen, Q. (2021). Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence. Journal of Financial Economics, 142(3), 1017-1037.\nCarhart, M. M. (1997). On persistence in mutual fund performance. The Journal of Finance, 52(1), 57-82.\nChordia, T., Subrahmanyam, A., & Anshuman, V. R. (2001). Trading activity and expected stock returns. Journal of Financial Economics, 59(1), 3-32.\nCorbet, S., Meegan, A., Larkin, C., Lucey, B., & Yarovaya, L. (2018). Exploring the dynamic relationships between cryptocurrencies and other financial assets. Economics Letters, 165, 28-34.\nChung, K. H., Wang, J., & Wu, C. (2019). Volatility and the cross-section of corporate bond returns. Journal of Financial Economics, 133(2), 397-417.\nDaniel, K., & Titman, S. (1997). Evidence on the characteristics of cross-sectional variation in stock returns. Journal of Finance, 52(1), 1-33.\nEngle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica: Journal of the Econometric Society, 987-1007.\nFama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3-56.\nFu, F. (2009). Idiosyncratic risk and the cross-section of expected stock returns. Journal of Financial Economics, 91(1), 24-37.\nLiu, Y., & Tsyvinski, A. (2021). Risks and returns of cryptocurrency. The Review of Financial Studies, 34(6), 2689-2727.\nLiu, Y., Tsyvinski, A., & Wu, X. (2022). Common risk factors in cryptocurrency. The Journal of Finance, 77(2), 1133-1177.\nSharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance, 19(3), 425-442.\nStambaugh, R. F., Yu, J., & Yuan, Y. (2015). Arbitrage asymmetry and the idiosyncratic volatility puzzle. The Journal of Finance, 70(5), 1903-1948.; G0110357023; https://nccur.lib.nccu.edu.tw//handle/140.119/146285; https://nccur.lib.nccu.edu.tw/bitstream/140.119/146285/1/702301.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/146285
https://nccur.lib.nccu.edu.tw/bitstream/140.119/146285/1/702301.pdf

المؤلفون: 陳妙玲, 林楚彬, 戴良安, Chen,Miao-Ling, Lin,Chu-Bin, Tai,Liang-Ann

المساهمون: 財管系

مصطلحات موضوعية: 廣告, 系統風險, 非系統風險, advertising, systematic risk, unsystematic risk

وصف الملف: 3299610 bytes; application/pdf

Relation: 臺大管理論叢,21(2),55-79; https://nccur.lib.nccu.edu.tw//handle/140.119/64925; https://nccur.lib.nccu.edu.tw/bitstream/140.119/64925/1/55-79.pdf

الاتاحة: https://nccur.lib.nccu.edu.tw//handle/140.119/64925
https://nccur.lib.nccu.edu.tw/bitstream/140.119/64925/1/55-79.pdf

المؤلفون: 王小哈, 黄良文

مصطلحات موضوعية: 系统风险, 非系统风险

Relation: 中国统计，2002（7）：33-34; http://dspace.xmu.edu.cn/handle/2288/4763

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/4763

المؤلفون: 曾桂圆

المساهمون: 北京大学经济学院,北京,100871

المصدر: 万方 ; 知网 ; http://d.g.wanfangdata.com.cn/Periodical_cqsxxyxb200406017.aspx

مصطلحات موضوعية: 风险, 系统风险, 非系统风险, 风险控制, 风险转移

Relation: 重庆三峡学院学报.2004,20,(6),63-67.; 932238; http://hdl.handle.net/20.500.11897/67243

الاتاحة: https://hdl.handle.net/20.500.11897/67243
https://doi.org/10.3969/j.issn.1009-8135.2004.06.017

المؤلفون: 尹嘉

المساهمون: 北京大学经济学院

المصدر: 知网 ; CSSCI

مصطلحات موضوعية: 投资基金, 风险管理, 非系统风险, 系统风险, 内部风险

Relation: 上海金融.1998,(4),31-33.; 710162; http://hdl.handle.net/20.500.11897/65558

الاتاحة: https://hdl.handle.net/20.500.11897/65558

المؤلفون: 陳妙玲, 林楚彬, 戴良安, Chen,Miao-Ling, Lin,Chu-Bin, Tai,Liang-Ann

المساهمون: 財管系

مصطلحات موضوعية: 廣告, 系統風險, 非系統風險, advertising, systematic risk, unsystematic risk, manag, eco

Time: 35

Relation: http://nccur.lib.nccu.edu.tw//handle/140.119/64925

الاتاحة: http://nccur.lib.nccu.edu.tw//handle/140.119/64925

المؤلفون: 陳妙玲, 林楚彬, 戴良安, Chen,Miao-Ling, Lin,Chu-Bin, Tai,Liang-Ann

المساهمون: 財管系

مصطلحات موضوعية: 廣告, 系統風險, 非系統風險, advertising, systematic risk, unsystematic risk

Time: 35

وصف الملف: 3299610 bytes; application/pdf

Relation: 臺大管理論叢,21(2),55-79; http://nccur.lib.nccu.edu.tw//handle/140.119/64925

الاتاحة: http://nccur.lib.nccu.edu.tw//handle/140.119/64925

المؤلفون: 王杲

المساهمون: 林海, 蔡宗武

المصدر: http://210.34.4.13:8080/lunwen/detail.asp?serial=26305.

مصطلحات موضوعية: 非系统风险, 预期收益, EGARCH模型, Idiosyncratic Risk, Expected Returns, EGARCH Model

Relation: http://210.34.4.28/opac/openlink.php?strText=23817&doctype=ALL&strSearchType=callno; http://dspace.xmu.edu.cn/handle/2288/49474

الاتاحة: http://dspace.xmu.edu.cn/handle/2288/49474

المؤلفون: 常慧丽

المساهمون: 北京大学

المصدر: 万方 ; http://d.g.wanfangdata.com.cn/Thesis_W2041914.aspx

مصطلحات موضوعية: 非系统风险, 股票收益, 中国股票市场, 时间序列, 实证分析, CAPM

Relation: 北京大学.; 727990; http://hdl.handle.net/20.500.11897/365423

الاتاحة: https://hdl.handle.net/20.500.11897/365423

المؤلفون: 張格明

المساهمون: 亞洲大學財經法律學系

مصطلحات موضوعية: 商業風險, 公司治理風險, 財務風險, 投資組合, 系統風險, 非系統風險, 代理成本, 沈入成本, 協商地位之平等, 當前狀況, 品牌黏性, 資產基礎, 知識基礎, 協力廠商, 共生契約, 關係治理, 顯失公平, 資訊技術, 前端與後台, 資訊分享, 規劃同?化, 作業流程協調, 新的商業模式, 零庫存, 控管風險, 嚴格責任, 商業結盟, 合作協力, 供應鏈管理, 類似廠商

Relation: 財經法律學系法律風險管理專題研究發表會 2009-11-25; http://asiair.asia.edu.tw/ir/handle/310904400/5467

الاتاحة: http://asiair.asia.edu.tw/ir/handle/310904400/5467

المؤلفون: 林芳如, Lin, Fang-Ju

المساهمون: 王泰昌, 臺灣大學:會計學研究所

مصطلحات موضوعية: 財務報導品質, 財務報導品質決定因子, 權益資金成本, 益本比, 非系統風險, information quality, determinants, cost of capital, E/P ratio, idiosyncratic risk

وصف الملف: application/pdf; 510182 bytes

Relation: U0001-0206200822223000; http://ntur.lib.ntu.edu.tw/handle/246246/179838; http://ntur.lib.ntu.edu.tw/bitstream/246246/179838/1/ntu-97-R95722033-1.pdf

الاتاحة: http://ntur.lib.ntu.edu.tw/handle/246246/179838
http://ntur.lib.ntu.edu.tw/bitstream/246246/179838/1/ntu-97-R95722033-1.pdf

المؤلفون: 蔡佩怡, Tsai, Pei-Yi

المساهمون: 蘇明俊, Ming-Jiun Su

مصطلحات موضوعية: highly export-oriented, 高度外銷導向, systematic risk, firm-specific risk, VaR (Value at Risk), ETL ( Expected Tail Loss ), CAPM ( Capital Asset Pricing Model ), ARIMA, ARCH, 系統風險, 非系統風險, 風險值, 期望尾端損失值, 歷史模擬法, 蒙地卡羅法, 回溯測試, eco, manag

Relation: http://hdl.handle.net/11455/20437

الاتاحة: http://hdl.handle.net/11455/20437

المؤلفون: 蔡佩怡, Tsai, Pei-Yi

المساهمون: 蘇明俊, Ming-Jiun Su

مصطلحات موضوعية: highly export-oriented, 高度外銷導向, systematic risk, firm-specific risk, VaR (Value at Risk), ETL ( Expected Tail Loss ), CAPM ( Capital Asset Pricing Model ), ARIMA, ARCH, 系統風險, 非系統風險, 風險值, 期望尾端損失值, 歷史模擬法, 蒙地卡羅法, 回溯測試

Relation: http://hdl.handle.net/11455/20437

الاتاحة: http://hdl.handle.net/11455/20437