:::

詳目顯示

回上一頁
題名:共同基金持股之績效解構與資訊內涵
書刊名:證券市場發展季刊
作者:許培基 引用關係陳軒基杜明哲
作者(外文):Shu, Pei-giChen, Hsuan-chiTu, Ming-che
出版日期:2003
卷期:15:3=59
頁次:頁1-25
主題關鍵詞:共同基金特徵模型Mutual fundCharacteristic model
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:0
  • 點閱點閱:60
期刊論文
1.Chen, Hsiu-lang、Jegadeesh, N.、Wermers, R.(2000)。The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers。Journal of Financial and Quantitative Analysis,35(3),343-368。  new window
2.Knez, P. J.、Ready,M. J.(1997)。On the robustness of size and book-to-market in cross-sectional regressions。Journal of Finance,52,1355-1382。  new window
3.Daniel, K.、Titman, S.(1997)。Evidence on the Characteristics of Cross Sectional Variation in Stock Return。The Journal of Finance,52(1),1-33。  new window
4.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
5.Gruber, Martin J.(1996)。Another Puzzle: The Growth in Actively Managed Mutual Funds。Journal of Finance,51(3),783-810。  new window
6.Kothari, S. P.、Shanken, Jay、Sloan, Richard G.(1995)。Another look at the cross-section of expected stock returns。The Journal of Finance,50(1),185-224。  new window
7.Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。  new window
8.Wermers, R.(2000)。Mutual Fund Performance: An Empirical Decomposition into Stock-Picking, Talent, Style, Transactions Costs, and Expense。Journal of Finance,55(4),1655-1703。  new window
9.Shu, P. G.、Yeh, Y. H.、Yamada, T.(2002)。The Behavior of Taiwan Mutual Fund Investors-Performance and Fund Flows。Pacific-Basin Finance Journal,10(5),583-600。  new window
10.Loughran, T.(1997)。Book to market across firm size, exchange and seasonality: Is there an effect?。Journal of Financial and Quantitative Analysis,32(3),249-268。  new window
11.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
12.Daniel, Kent、Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1997)。Measuring Mutual Fund Performance with Characteristic-based Benchmarks。Journal of Finance,52(3),1035-1058。  new window
13.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
14.Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business,66(1),47-68。  new window
15.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
16.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
17.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
18.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
19.Wermers, R.(2001)。The Potential Effects of More Frequent Portfolio Disclosure on Mutual Fund Performance。Perspective,7(3),1-11。  new window
20.Black, F.(1993)。Beta and Return: Announcements of the 'death' of beta seem premature。The Journal of Portfolio Management,20,8-18。  new window
研究報告
1.Wermers, R.(1997)。Momentum Investment Strategies of Mutual Funds, Performance Persistence, and Survivorship Bias。University of Colorado。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE