Investor Sentiment, Firm Characteristics, and Stock Returns in Taiwan
投資人情緒、公司特徵與台灣股票報酬之研究

Pei-Jung Tsai (蔡佩蓉); Yung-Jang Wang (王元章); Chong-Chuo Chang (張眾卓)

JEL Classification: D01, G11, G12

Vol. 45, No. 2, 2009/07/31, P273 - 322

An Investigation on the Dynamic Systematic Risk of Taiwan Stock Market
台灣股票市場之動態系統風險研究 

Bwo-Nung Huang (黃柏農); Su-Yin Cheng (鄭素姻); Han Hou (侯翰); Chu-San Edward Wang (王祝三)

JEL Classification: C22, C53, G12

Vol. 45, No. 2, 2009/07/31, P237 - 272

Whether the Current Depth of Recession Could Be the Threshold Variable? The Out-of-Sample Forecasting Test
當期景氣衰退指標可否作爲門檻變數？樣本外預測檢定之應用 

Yuan-Ming Lee (李源明); Bwo-Nung Huang (黃柏農); Kuan-Min Wang (王冠閔)

JEL Classification: E32, C22, C53

Vol. 45, No. 2, 2009/07/31, P189 - 235

The Role of Financial Development to Economic Growth-Dynamic Panel Threshold Model
金融發展對經濟成長的影響－動態追蹤資料門檻模型 

Chung-Hua Shen (沈中華); Chang-Ping Lin (林昌平)

JEL Classification: C33、O16、O40

Vol. 45, No. 2, 2009/07/31, P143 - 188