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題名:散戶心理對報酬率、價格波動性和交易活動的影響
書刊名:輔仁管理評論
作者:闕河士 引用關係
作者(外文):Chueh, Horace
出版日期:2001
卷期:8:1
頁次:頁117-142
主題關鍵詞:散戶心理封閉型基金折價價格波動性Individual investor sentimentClosed-end fund discountsPrice volatility
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:5
  • 點閱點閱:24
期刊論文
1.Swaminathan, B.(1996)。Time-varying expected small firm returns and closed-end fund discounts。The Review of Financial Studies,9(3),845-887。  new window
2.Zweig, M. E.(1973)。An Investor Expectations Stock Price Predictive Model Using Closed- End fund Premiums。Journal of Finance,28(1),67-78。  new window
3.Garman, Mark B.、Klass, Michael J.(1980)。On the Estimation of Security Price Volatilities from Historical Data。Journal of Business,53(1),67-78。  new window
4.Malkiel, B.(1977)。The valuation of closed-end investment company shares。Journal of Finance,32,847-859。  new window
5.Saatcioglu, K.、Starks, L. T.(1998)。The stock price-volume relationship in emerging stock markets: the case of Latin America。International Journal of Forecasting,14(2),215-225。  new window
6.Brown, G. W.(1999)。Volatility, sentiment, and noise traders。Financial Analysts Journal,55(2),82-90。  new window
7.Smirlock, M.、Starks, L.(1988)。An empirical analysis of the stock price-volume relationship。Journal of Banking and Finance,12(1),31-41。  new window
8.Campbell, J. Y.、Kyle, A. S.(1993)。Smart money, noise trading and stock price behavior。Review of Economic Studies,6,1-34。  new window
9.邱顯比(1992)。泡沫與共同基金溢價研究。台大管理論叢,3,33-59。new window  延伸查詢new window
10.楊朝成、陳立國(1994)。台灣股市日內量價關係之研究。證券市場發展季刊,22,323-340。new window  延伸查詢new window
11.Pontiff, Jeffrey(1995)。Closed-End Fund Premia and Returns: Implications for Financial Market Equilibrium。Journal of Financial Economics,37(3),341-370。  new window
12.Kim, S.、Lockwood, L. J.、Mclnish, T. H.(1998)。A Transaction Data Analysis of Intraday Betas。Financial Review,33,213-226。  new window
13.Walsh, D. M.、Quek, J.(1999)。An Empirical Examination of the SIMEX Nikkei 225 Futures Contract around the Kobe Earthquake and the Barings Bank Collapse。Journal of Futures Markets,19,1-29。  new window
14.Neal, Robert、Wheatley, Simon M.(1998)。Do Measures of Investor Sentiment Predict Returns?。Journal of Financial and Quantitative Analysis,33(4),523-547。  new window
15.Lee, Charles M. C.、Shleifer, Andrei、Thaler, Richard H.(1991)。Investor Sentiment and the Closed-End Fund Puzzle。The Journal of Finance,46(1),75-109。  new window
16.de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy,98(4),703-738。  new window
17.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
18.Brown, Stephen J.、Warner, Jerold B.(1980)。Measuring security price performance。Journal of Financial Economics,8(3),205-258。  new window
會議論文
1.劉維琪、葉順吉(1993)。台灣股市投資心理與封閉型基金折溢價之研究。證券暨金融市場之理論與實務研討會。中山大學管理學院財管系所。352-366。  延伸查詢new window
2.潘景敬、洪仁傑、劉玉珍(1994)。台灣股票市場日內報酬率、成交量與買賣張數比關係之實證研究--VAR模型應用。中國財務學會年會,445-472。  延伸查詢new window
圖書
1.Wiesenberger, A.(1943)。Investment Companies Services。New York, NY:Warren, Gorham, and Lamont。  new window
 
 
 
 
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