一、中文參考文獻
1.王志能(2005)巴菲特投資哲學於台灣股市之應用買進持有策略與本益比調整策略,國立中興大學財務金融研究所碩士論文2.文鍾華,巴菲特股票穩健估值投資策略應用之研究,台灣證券交易所,證交資料586期國際證券市場發展動態,(2010年9月),P80-109
3.林燕瑜(2018) ESG投資導向分析-以MSCI ESG Index系列為例,國立中興大學高階經理人在職專班碩士論文4.林佳靜(2019)以改良F-score指標建構投資組合績效之探討,管理資訊計算,8卷特刊1 (2019 / 08 / 01) , P1 – 23
5.陳立崇(2020)重視ESG的企業是否有較小的下方風險—以台灣市場為例,國立中央大學財務金融研究所碩士論文6.陳立文;余歆儀;紀怡禎(2016)公司本益比和產業平均本益比之間的偏離程度與橫斷面股票報酬:風險或行為?證券市場發展季刊:28卷1期 (2016 / 03 / 01) , P1 – 38
7.陳尚武;顏榳均;莊可欣;黃麟翔(2015) 投資風格對風險調整報酬的影響-台股之實證分析,東亞論壇,488期 (2015 / 06 / 01) , P27 – 37
8.曾士軒(2019)責任投資:ESG持續性與動能策略之探討,國立中央大學財務金融研究所碩士論文9.楊至中,王克陸(2011)價值型投資應用於台灣股市之實證分析,國立交通大學財務金融研究所碩士論文10.楊淑芬(2020)高股息殖利率與低本益比公司之長期投資研究-以台灣上市公司為例,國立成功大學財務金融研究所在職專班碩士論文11.黎彥成(2011)採用ESG篩選準則對投資績效影響之研究,國立中央大學財務金融研究所碩士論文12.蕭向有(2020) ESG結合因子投資法之低貝他、價值與小型股策略,國立政治大學風險管理與保險學研究所碩士論文13.鐘麗文(2014)選股策略-台灣股市之實證研究,國立中山大學經濟學研究所學位論文
二、英文參考文獻
1.Auer, B. R., & Schuhmacher, F. (2016). Do socially (ir) responsible investments pay? New evidence from international ESG data. The Quarterly Review of Economics and Finance, 59, 51-62
2.Basu, S. (1975). The information content of price-earnings ratios. Financial Management, 53-64.
3.Basu, S. (1983). The relationship between earnings' yield, market value and return for NYSE common stocks: Further evidence. Journal of financial economics, 12(1), 129-156.
4.Baker, H. K., De Ridder, A., & Råsbrant, J. (2020). Investors and dividend yields. The Quarterly Review of Economics and Finance, 76, 386-395.
5.Broadstock, D. C., Chan, K., Cheng, L. T., & Wang, X. (2021). The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China. Finance research letters, 38, 101716.
6.Clemens, M. (2012). Dividend investing: Strategy for long-term outperformance. Available at SSRN 2056317.
7.Chen, L., Zhang, L., Huang, J., Xiao, H., & Zhou, Z. (2021). Social responsibility portfolio optimization incorporating ESG criteria. Journal of Management Science and Engineering, 6(1), 75-85.
8.Díaz, V., Ibrushi, D., & Zhao, J. (2021). Reconsidering systematic factors during the Covid-19 pandemic–The rising importance of ESG. Finance Research Letters, 38, 101870.
9.Naffa, H., & Fain, M. (2021). A factor approach to the performance of ESG leaders and laggards. Finance Research Letters, 102073.
10.Pavlova, I., & de Boyrie, M. E. (2021). ESG ETFs and the COVID-19 stock market crash of 2020: Did clean funds fare better?. Finance Research Letters, 102051.
11.Tseng, K. C. (1988). Low Price, Price‐Earnings Ratio, Market Value, and Abnormal Stock Returns. Financial Review, 23(3), 333-343.
12.Wang, H., Chatpatanasiri, R., & Sattayatham, P. (2017). Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment. arXiv preprint arXiv:1706.02985.
三、網路資源
1.台灣證券交易所¬-公司治理中心
2.CSRone永續智庫