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題名：投資機構交易資訊與市場報酬之互動關係
書刊名：證券市場發展季刊
作者：林美珍 引用關係／馬麗菁
作者(外文)：Lin, Mei-chen／Ma, Li-ching
出版日期：2002
卷期：14:3=55
頁次：頁113-143
主題關鍵詞：趨勢交易；動能現象；買超；賣超；Institutions；Capital flow；Feedback trading；Momentum
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(4) 博士論文(4) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:4
  • 共同引用共同引用:6
  • 點閱點閱:138
期刊論文
1.Tesar, L. L.、Werner, I. M.(1995)。Home Bias and High Turnover。Journal of International Money and Finance，14(4)，467-492。  new window
2.Hendricks, D.、Patel, J.、Zeckhauser, R.(1993)。Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988。Journal of Finance，48(1)，93-130。  new window
3.Keim, D.、Madhavan, A.(1997)。Transactions Costs and Investment Style: An Inter-Exchange Analysis of Institutional Equity Trades。Journal of Financial Economics，46(3)，265-292。  new window
4.Scholes, M. S.(1972)。The Market for Securities: Substitution Versus Price-Pressure and the Effects of Information and Share Price。The Journal of Business，145，179-211。  new window
5.Tesar, Linda L.、Bohn, Henning(1996)。US Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?。The American Economic Review，86(2)，77-81。  new window
6.Froot, K. A.、O'Connell, P. G.、Seasholes, M. S.(2000)。The Portfolio Flows of International Investors。Journal of Financial Economics，59(2)，151-193。  new window
7.Chan, Louis K. C.、Lakonishok, Josef(1995)。The Behavior of Stock Prices around Institutional Trades。The Journal of Finance，50(4)，1147-1174。  new window
8.Brennan, Michael J.、Cao, H. Henry(1997)。International Portfolio Investment Flows。Journal of Finance，52(5)，1851-1880。  new window
9.Kraus, Alan、Stoll, Hans R.(1972)。Price impacts of block trading on the New York stock exchange。Journal of Finance，27，569-588。  new window
10.Close, N.(1975)。Price Reaction to Large Transactions in the Canadian Equity Market。Financial Analysts Journal，31，50-57。  new window
11.Klemkosky, Robert C.(1977)。The Impact and Efficiency of Institutional Net Trading Imbalances。Journal of Finance，32(1)，79-86。  new window
12.Warther, V. A.(1995)。Aggregate mutual fund flows and security returns。Journal of Financial Economics，39，209-235。  new window
13.Chan, L. K. C.、Lakonishok, J.(1993)。Institutional Trades and Intraday Stock Price Behavior。Journal of Financial Economics，33(2)，173-199。  new window
14.Reilly, F. K.、Wright, D. J.(1984)。Block Trading and Aggregate Stock Volatility。Financial Analyst Journal，40，560。  new window
15.Ippolito, Richard A.(1992)。Consumer reaction to measures of poor quality: Evidence from the mutual fund industry。The Journal of Law & Economics，35(1)，45-70。  new window
16.Harris, L.(1994)。Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes。Review of Financial Studies，7(1)，149-178。  new window
17.Sirri, E. R.、Tufano, P.(1998)。Costly Search and Mutual Fund Flows。Journal of Finance，53(5)，1589-1622。  new window
18.拾已寰(19911000)。臺灣股票市場機構投資人與小額投資人投資策略差異性之研究。證券市場發展，12，65-90。new window  延伸查詢new window
19.Choe, Hyuk、Kho, Bong-Chan、Stulz, René M.(1999)。Do foreign investors destabilize stock markets? The Korean experience in 1997。Journal of Financial Economics，54(2)，227-264。  new window
20.Froot, Kenneth A.、Scharfstein, David S.、Stein, Jeremy C.(1992)。Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation。Journal of Finance，47(4)，1461-1484。  new window
21.Grinblatt, Mark、Keloharju, Matti(2000)。The Investment Behavior and Performance of Various Investor Types: A Study of Finland's Unique Data Set。Journal of Financial Economics，55(1)，43-67。  new window
22.Hirshleifer, David、Subrahmanyam, Avanidhar、Titman, Sheridan(1994)。Security Analysis and Trading Patterns When Some Investors Receive Information Before Others。Journal of Finance，49(5)，1665-1698。  new window
23.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review，80(3)，465-479。  new window
24.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance，51(5)，1681-1713。  new window
25.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
26.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics，32(1)，23-43。  new window
27.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica，53(6)，1315-1335。  new window
28.Tesar, Linda、Werner, I.(1995)。US Equity Investment in Emerging Stock Markets。World Bank Economic Review，9，109-130。  new window
29.Chan, Louis、Lakonishok, J.(1997)。Institutional Equity Trading Costs: NYSE versus NASDAQ。The Journal of Finance，70，713-735。  new window
30.Lipson, M.、Jones, C.(1999)。Execution Costs of Institutional Equity Orders。Journal of Financial Intermediation，8，1123-1140。  new window
研究報告
1.Seasholes, Mark S.(2000)。Smart Foreign Traders in Emerging Markets。Harvard Business School。  new window
2.Clark, J.、Berko, E.(1996)。Foreign Investment Fluctuations and Emerging Market Stock Returns: The Case of Mexico。New York, NY：Federal Reserve Bank of New York。  new window
3.Stulz, R. M.、Choe, H.、Kho, B. C.(2000)。Do Domestic Investors have More Valuable Information about Individual Stocks than Foreign Investors?。0。  new window
4.Edelen, R. M.、Warner, J. B.(2000)。Aggregate Price Effects of Institutional Trading: A Study of Mutual Fund Flows and Market Returns。0。  new window
5.Stulz, R.(1999)。International Portfolio Flows and Security Returns。0。  new window
學位論文
1.張皇輝(1995)。外資及自營商的買賣策略對臺灣股市報酬率與波動性影響之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
2.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
3.陳志源(1995)。自營商及外資鉅額交易資訊內涵之研究(碩士論文)。國立政治大學。  延伸查詢new window
4.廖世魁(1996)。國內、外法人機構對國內股市影響效果之探討(碩士論文)。淡江大學。  延伸查詢new window
5.曾友弦(1995)。外資買賣前後股價行為之研究(碩士論文)。國立中央大學。  延伸查詢new window
6.郭維政(1990)。臺灣證券專業自營商投資行為績效評估之實證研究，0。  延伸查詢new window
7.李詩文(1996)。股市外資、自營商與基金之互動關係－狀態空間運用之實證研究，0。  延伸查詢new window
8.潘景興(1998)。臺灣股票集中市場與店頭市場執行成本之比較與探討，0。  延伸查詢new window
圖書
1.Eichengreen, B.、Fishlow, A.(1998)。Contending with Capital Flows: What is Different about the 1990's in Capital Flows and Financial Crises。Contending with Capital Flows: What is Different about the 1990's in Capital Flows and Financial Crises。Ithaca, NY。  new window
2.Tesar, L.、Werner, I.(1994)。International Equity Transactions and US Portfolio Choice。The Internationalization of Equity Markets。沒有紀錄。  new window
 
 
 
 
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