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題名:資訊傳遞與投資人關注程度之探討
書刊名:證券市場發展季刊
作者:游智賢賴育志
作者(外文):Yu, Chih-hsienLai, Yu-chih
出版日期:2002
卷期:14:2=54
頁次:頁111-131
主題關鍵詞:機構投資人資訊反應速度東亞金融風暴Institutional investorsSpeed of information transmissionEast Asia financial turmoil
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(6) 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:6
  • 共同引用共同引用:17
  • 點閱點閱:18
期刊論文
1.Tiao, G. C.、Tsay, R. S.(1983)。Multiple time series modeling and extended sample cross-correlations。Journal of Business and Economics Statistics,1(1),43-56。  new window
2.Badrinath, S. G.、Gay, Gerald D.、Kale, Jayant R.(1989)。Patterns of institutional investment, prudence, and the managerial 'safety-net' hypothesis。The Journal of Risk and Insurance,56(4),605-629。  new window
3.黃柏農、Granger, Clive William John、楊慶偉(2000)。A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asian Flu。The Quarterly Review of Economics and Finance,40(3),337-354。  new window
4.Chen, C.、Lee, C. J.(1990)。A VARMA Test on the Gibson Paradox。Review of Economics and Statistics,72,96-107。  new window
5.游智賢、賴育志(19991200)。外資資訊領先地位之探討。中國財務學刊,7(3),1-26。new window  延伸查詢new window
6.Chan, Kalok(1993)。Imperfect information and cross-autocorrelation among stock returns。Journal of Finance,48(4),1211-1230。  new window
7.Tiao, G. C.、Box, G. E. P.(1981)。Modeling Multiple Time Series with Applications。Journal of the American Statistical Association,76(376),802-816。  new window
8.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
9.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
10.Badrinath, Swamination G.、Kale, Jayant R.、Noe, Thomas H.(1995)。Of shepherds, sheep, and the cross-autocorrelations in equity returns。Review of Financial Studies,8(2),401-430。  new window
11.Brennan, Michael J.、Jagadeesh, Narasimhan、Swaminathan, Bhaskaran(1993)。Investment Analysis and the Adjustment of Stock Prices to Common Information。Review of Financial Studies,6(4),799-824。  new window
12.Lo, Andrew W.、MacKinlay, A. Craig(1990)。When Are Contrarian Profits Due to Stock Market Overreaction?。The Review of Financial Studies,3(2),175-205。  new window
13.Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1995)。Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior。The American Economic Review,85(5),1088-1105。  new window
14.Boudoukh, J.、Whitelaw, R. F.、Richardson, M. P.(1994)。A tale of three schools: Insights on autocorrelations of short-horizon stock returns。Review of Financial Studies,7,539-573。  new window
學位論文
1.熊杏華(1996)。臺灣股市大小公司間資訊傳遞方向及結構性差異之研究(碩士論文)。國立中央大學。  延伸查詢new window
 
 
 
 
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