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題名:基金經理人群集行為與股價關聯性之探討
書刊名:管理科學與統計決策
作者:陳振遠 引用關係高蘭芬 引用關係劉永仁
作者(外文):Chen, Roger C. Y.Kao, LanfengLiu, Yeong-ren
出版日期:2005
卷期:2:1
頁次:頁51-66
主題關鍵詞:群集行為共同基金股價HerdingMutual fundStock price
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(2) 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: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,12(1),44-66。  new window
2.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Prices。Journal of Finance,54,581-622。  new window
3.Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1992)。A theory of fads, fashion, custom, and culture change as information cascades。Journal of Polotical Economy,100(5),992-1026。  new window
4.De Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Positive Feedback Investment Strategies and Destabilizing Rational Speculation。Journal of Finance,45(2),379-395。  new window
5.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
6.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
7.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
8.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
9.Banerjee, Abhijit V.(1992)。A simple model of herd behavior。The Quarterly Journal of Economics,107(3),797-817。  new window
10.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
11.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
學位論文
1.林伊玫(199606)。機構投資人從眾行為研究--以封閉式基金為例(碩士論文)。國立中山大學。  延伸查詢new window
2.陳世杰(1998)。臺灣股票市場群集行為與追逐效果之研究(碩士論文)。國立台灣科技大學。  延伸查詢new window
3.羅巧紋(1998)。共同基金之慣性投資策略、從眾行為與操作績效關係之研究(碩士論文)。輔仁大學。  延伸查詢new window
4.杜樹森(1996)。機構投資人交易行為對股票市場之影響:以國內共同基金為例(碩士論文)。國立政治大學。  延伸查詢new window
5.柯靜君(1998)。機構投資人從眾行為之研究--以國內共同基金為例(碩士論文)。國立成功大學。  延伸查詢new window
6.羅峻松(1997)。共同基金群集行為之研究(碩士論文)。國立台灣工業技術學院。  延伸查詢new window
圖書
1.Keynes, John Maynard(1936)。The General Theory of Employment, Interest and Money。Macmillan。  new window
 
 
 
 
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