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題名:共同基金運作績效及其對股市影響之研究
書刊名:臺灣銀行季刊
作者:劉祥熹林志榮
出版日期:2002
卷期:53:1
頁次:頁195-227
主題關鍵詞:共同基金運作績效股市
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(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:3
  • 點閱點閱:4
期刊論文
1.Stoll, H. R.、Whaley, R. E.(1990)。Stock Market Structure and Volatility。Review of Financial Studies,3,37-71。  new window
2.Jensen, Michael C.(1968)。The Performance of Mutual Funds in the Period 1945-1964。Journal of Finance,23(2),389-416。  new window
3.Daniel, K.、Titman, S.(1997)。Evidence on the Characteristics of Cross Sectional Variation in Stock Returns。Journal of Finance,52(1),1-33。  new window
4.Close, Nicholas(1975)。Price Reaction to Large Transaction in the Canadian Equity Markets。Financial Analysts Journal,31(6),50-57。  new window
5.Treynor, J. L.(1965)。How to Rate Management of Investment Funds。Harvard Business Review,43,63-75。  new window
6.Schwarz, Gideon E.(1978)。Estimating the Dimension of a Model。Annals of Statistics,6(2),461-464。  new window
7.管中閔(19990300)。時間數列模型設定的一些問題。經濟論文叢刊,27(1),1-17。new window  延伸查詢new window
8.Akaike, H.(1973)。Maximum Likelihood Identification of Gaussian Auto-regressive Moving Average Models。Journal of Biometrika,60,255-266。  new window
9.Brinson, G. P.、Hood, L. R.、Gilbert, L.(1986)。Determinants of Portfolio Performance。Financial Analysts Journal,42(4),39-44。  new window
10.Cootner, P. H.(1962)。Stock Price: Random versus System Change。Industrial Management Review,3,24-25。  new window
11.Cornell, B.(1979)。Asymmetric Information and Performance Measurement。Journal of Finance Economics,7,381-390。  new window
12.Daniel, K.、Grinblatt, M.、Titman, S.、Wermers, R.(1997)。Mutual Fund Performance with Characteristic-Based Benchmarks。Journal of Finance,52,1035-1058。  new window
13.Elton, E. J.、Blake, Martin R.(1996)。The Persistence of Risk-adjusted Mutual Funds Performance。Journal of Business,69,133-157。  new window
14.Fama, E. F.(1972)。Component of Investment Performance。Journal of Finance,27(3),551-567。  new window
15.Harris, L.、Gruel, E.(1986)。Price and Volume Effects Associated with Changes in the S & P 500 list: New Evidence for the Existence of Price Pressures。Journal of Finance,41(4),815-829。  new window
16.Jarque, C.、Bera, A.(1981)。Efficient Tests for normality, Heteroscedasticity, and Serial Independence of Regression Residuals: Monte Carlo Evidences。Economics Letters,7,313-318。  new window
17.Kraus, A.、Stoll, H. R.(1972)。Price Impacts of Black Trading on the New York Stock Exchange。Journal of Finance,1972(Jun.),569-588。  new window
18.Lehmann, Bruce N.、Modest, David M.(1987)。Mutual Funds Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons。Journal of Finance,42,233-265。  new window
19.Chan, Louis K. C.、Lakonishok, Josef。The Behavior and Stock Prices Around Institutional Trades。Journal of Finance,50(4),1147-1174。  new window
20.Ljung, G.、Box, G.(1979)。On a Measure of Lack of Fit in Time Series Models。Biometrika,66,265-270。  new window
21.Grinblatt, M.、Titman, S.(1989)。Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings。Journal of Business,62,1035-1058。  new window
22.Grinblatt, M.、Titman, S.(1993)。Performance Measurement without Benchmark: An Examination of Mutual Fund Returns。Journal of Business,66,47-68。  new window
23.Samuelson, P.(1973)。Proof that Properly Discounted Present Value of Assets Variation Randomly。Journal of Economics and Management Science,1973(Aug.),369-374。  new window
24.Treynor, J. L.、Cheney, J. M.(1982)。Are Mutual Funds Market Timers?。Journal of Portfolio Management,8,35-42。  new window
25.Reilly, Frank K.、Wright, David J.(1984)。Block trading and aggregate stock price volatility。Financial Analysts Journal,40(2),54-60。  new window
26.Shleifer, Andrei(1986)。Do Demand Curves for Stocks Slope Down?。Journal of Finance,41(3),579-590。  new window
27.Sharpe, William F.(1966)。Mutual fund performance。Journal of Business,39(1),119-138。  new window
28.Sims, Christopher A.(1980)。Macroeconometrics and Reality。Econometrica,48(1),1-48。  new window
29.Titman, Sheridan、Grinblatt, Mark(1992)。The Persistence of Mutual Fund Performance。The Journal of Finance,47(5),1977-1984。  new window
30.James Goo,Y. J.(19950600)。The Impacts of Foreigner Investment Opening Policy on the Taiwan Stock Market: An Application of the Intervention Model。中山管理評論,3(2),73-84。new window  new window
31.Dickey, David A.、Fuller, Wayne A.(1979)。Distribution of the Estimators for Autoregressive Time Series With a Unit Root。Journal of the American Statistical Association,74(366),427-431。  new window
32.Engle, Robert F.(1982)。Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation。Econometrica,50(4),987-1008。  new window
會議論文
1.陳隆麒、王健安(1999)。共同基金經理人風險調整行為之研究。中國財務學會民國八十八年年會暨第八屆財務金融學術論文研討會。  延伸查詢new window
2.楊朝成、廖咸興(1994)。臺灣封閉型基金擇時能力之研究。中國財務學會民國八十三年年會。  延伸查詢new window
學位論文
1.歐雲蘭(1995)。開放外資對股價波動性之影響(碩士論文)。國立臺灣大學。  延伸查詢new window
2.林珈汶(1997)。外國法人持股比例變動對股票報酬率之影響(碩士論文)。國立中興大學。  延伸查詢new window
3.李允正(1995)。開放外資對臺灣股市之影響(碩士論文)。國立中正大學。  延伸查詢new window
4.鄭桂娥(1995)。由持股比率評估共同基金之績效--台灣封閉型基金之實證研究(碩士論文)。國立中山大學。  延伸查詢new window
5.陳勝源(1989)。我國共同基金投資組合績效之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
6.楊誌柔(1988)。我國共同基金選股能力與時效能力之評估(碩士論文)。國立政治大學。  延伸查詢new window
7.Kuo, H. J.(1994)。Abnormal, Persistent Performance of Managed Portfolio, and Winner-Loser Investing Strategies(博士論文)。University of California,Irvine。  new window
8.袁震興(1998)。以股票特性為基準之共同基金績效評估(碩士論文)。國立中正大學。  延伸查詢new window
圖書
1.陳恩儀(1997)。證券投資信託事業及共同基金未來管理方向。財團法人中華民國證券暨期貨市場發展基金會。  延伸查詢new window
2.Elton, E. J.、Gruber, M. J.(1995)。Moder Portfolio Theory and Investment Analysis。John Wiley & Sons, Inc.。  new window
3.Fama, E. F.(1978)。Foundations of Finance。New York:Basic Books。  new window
4.Farrell, J. L. Jr.(1997)。Portfolio Management。Mcgraw-Hill International Book Co.。  new window
5.Greene, W. H.(1993)。Econometric Analysis。Prentice-Hall International Inc.。  new window
6.Cuthbertson, Keith(1996)。Quantitative Financial Economics。John Wiley & Sons, Inc.。  new window
7.Kotler, P.(1997)。Marketing Management: Analysts, Planning, Implementation, and Control。Prentice-Hall Inc.。  new window
8.Maddala, G. S.(1992)。Introduction to Econometrics。Macmillan Publishing Co.。  new window
9.Maurice, J. O.(1983)。Introduction to Financial Management。  new window
10.Sudharshan, D.(1995)。Marketing Strategy: Relationships, Offerings, Timing & Resource Allocation。Prentice-Hall Inc.。  new window
 
 
 
 
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