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題名:The Role of Institutional Ownership and Herding in Diversification Strategy
書刊名:風險管理學報
作者:游智賢
作者(外文):Yu, Chih-hsien
出版日期:2002
卷期:4:2
頁次:頁1-29
主題關鍵詞:Institutional ownershipHerdingDiversificationMutual fundsQFII機構持股從眾風險分散共同基金自營商
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(3) 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:3
  • 共同引用共同引用:0
  • 點閱點閱:28
期刊論文
1.Shiller, R. J.、Pound, J.(1989)。Survey Evidence On Diffusion of Interest and Information Among Investors。Journal of Economic Behavior and Organization,10,47-66。  new window
2.Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance,51(1),111-135。  new window
3.Bikhchandani, Sushil、Hirshleifer, David、Welch, Ivo(1992)。A Theory of Fads, Fashion, Custom, and Cultural Change As Informational Cascades。Journal of Political Economy,100(5),992-1026。  new window
4.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
5.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
6.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
7.Arshanapalli, B.、Doukas, J.、Lang, H. P.(1997)。Common volatility in the industrial structure of global capital markets。Journal of International Money and Finance,16(2),189-209。  new window
8.Roll, Richard(1992)。Industrial structure and the comparative behavior of international stock market indices。Journal of Finance,47(1),3-42。  new window
9.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
10.Wermers, Russ(1999)。Mutual Fund Herding and the Impact on Stock Prices。Journal of Finance,54(2),581-622。  new window
11.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
12.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
 
 
 
 
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