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題名:期貨交易者之交易行為及績效之研究
書刊名:臺灣管理學刊
作者:林昭賢 引用關係許溪南
作者(外文):Lin, Chao-hsienHsu, Hsinan
出版日期:2004
卷期:4:1
頁次:頁107-121
主題關鍵詞:交易者行為正向回饋交易者動能策略避險壓力效果時間能力Traders' behaviorPositive feedback traderMomentum strategyHedging pressure effectTiming ability
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(1) 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:15
  • 點閱點閱:27
期刊論文
1.Karolyi, G. A.(2002)。Did the Asian financial crisis scare foreign investors out of Japan?。Pacific-Basin Finance Journal,10(4),411-442。  new window
2.林美珍、馬麗菁(20021000)。投資機構交易資訊與市場報酬之互動關係。證券市場發展,14(3)=55,113-143。new window  延伸查詢new window
3.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
4.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
5.Wang, Y. J.、Walker, M. M.(2000)。An Empirical Test of Individual and Institutional Trading Patterns in Japan, Hong Kong, and Taiwan。Journal of Economics and Finance,24,178-194。  new window
6.楊踐為(20010800)。The Interrelationships among Returns, Institutional Investors' Buy-Sell Difference and Trading Strategy in Taiwan's OTC Market。中國財務學刊,9(2),67-89。new window  new window
7.周行一、陳怡雯(20020400)。臺灣證券交易所發行量加權指數未納入現金股利之再投資因素對投資報酬率及基金績效衡量之影響。證券市場發展,14(1)=53,1-24。new window  延伸查詢new window
8.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。  new window
9.Bange, Mary M.(2000)。Do the portfolios of small investors reflect positive feedback trading?。Journal of Financial and Quantitative Analysis,35(2),239-255。  new window
10.Kamesaka, Akiko、Nofsinger, John R.、Kawakita, Hidetaka(2003)。Investment Patterns and Performance of investor Groups in Japan。Pacific-Basin Finance Journal,11(1),1-22。  new window
11.Barber, Brad M.、Odean, Terrance(2000)。Trading is hazardous to your wealth: The common stock investment performance of individual investors。The Journal of Finance,55(2),773-806。  new window
12.Nofsinger, John R.、Sias, Richard W.(1999)。Herding and Feedback Trading by Institutional and Individual Investors。The Journal of Finance,54(6),2263-2295。  new window
13.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
14.Barber, Brad M.、Odean, Terrance(2001)。Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment。The Quarterly Journal of Economics,116(1),261-292。  new window
15.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
16.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
17.Odean, Terrance(1999)。Do Investors Trade too Much?。American Economic Review,89(5),1279-1298。  new window
學位論文
1.劉健欣(1999)。臺灣股市與美國股市關連性之實證研究(碩士論文)。淡江大學。  延伸查詢new window
2.楊筆琇(199906)。臺灣電子股指數與美國股價指數互動關係之實證研究(碩士論文)。國立成功大學。  延伸查詢new window
其他
1.趙詩容(2002)。法人買賣超是否為投資人短期買賣的參考指標?以台灣股市為例。  延伸查詢new window
2.黃文輝(1997)。台灣地區總體經濟指標公布與股市關係之研究。  延伸查詢new window
3.Chang, E. C.(1985)。Returns to speculators and the theory of normal backwardation。  new window
4.Chiang, M.H.,C.Y. Wang(2002)。The impact of futures trading on spot index volatility: evidence for Taiwan index futures。  new window
5.Graham, J. R.,C. R. Harvey(1996)。Market timing ability and volatility implied in investment newsletters’ asset allocation recommendations。  new window
6.Grinblatt, M.,M. Keloharju(2000)。The investment behavior and performance of various investor types。  new window
7.Hamo, Y.,J. Mei(2001)。Living with the `enemy`: an analysis of foreign investment in the Japanese equity market。  new window
8.Hartzmark, M. L.(1987)。Returns to individual traders of futures: Aggregate results。  new window
9.Hartzmark, M. L.(1991)。Luck versus forecast ability: Determinants of trader performance in futures markets。  new window
10.Huang B. N.(2000)。.Impact of domestic investment companies, registered trading firms and QFIIs on the Taiwan stock exchange after the financial market liberalization。  new window
11.Jackson, A.(2002)。The aggregate behaviour of individual investors。  new window
12.Kim, K.,J. Nofsinger(2002)。The behavior and performance of individual investors in Japan。  new window
13.Murase, A.(2001)。Stock investment performance of main investor groups in Japanese market。  new window
14.Wang, C.(2003)。Investor sentiment and return predictability in agricultural futures markets。  new window
15.Wang, C.(2000)。The behavior and performance of major types of futures traders。  new window
 
 
 
 
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