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題名:外資於危機事件期間之交易策略與投資績效
書刊名:財務金融學刊
作者:林盈課 引用關係林佳興林丙輝 引用關係
作者(外文):Lin, Anchor Y.Lin, Jai-shingLin, Bing-huei
出版日期:2005
卷期:13:1
頁次:頁61-98
主題關鍵詞:外資交易策略危機事件投資績效Foreign investorsTrading strategiesCrisis eventInvestment performance
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(0) 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:9
  • 點閱點閱:71
期刊論文
1.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
2.Aitken, Brian(1998)。Have Institutional Investors Destabilized Emerging Markets?。Contemporary Economic Policy,16(2),173-184。  new window
3.Caplan, B.(2002)。How Does War Shock the Economy?。Journal of International Money and Finance,21,145-162。  new window
4.Karolyi, G. A.(2002)。Did the Asian Financial Crisis Scare Foreign Investor Out of Japan。Pacific-Basin Finance Journal,10,411-442。  new window
5.Virgo. J. M.(2001)。Economic Impact of the Terrorist Attacks of September 11, 2001。Atlantic Economic Journal,29,353-357。  new window
6.Swanson, P. E.、Lin, Y. A.(2005)。Trading Behavior and Investment Performance of U. S. Investors in Global Equity Markets。Journal of Multinational Financial Management,15,99-115。  new window
7.Sprecher, C. R.、Pertl, M. A.(1983)。Large Losses. Risk Management and Stock Prices。Journal of Risk and Insurance,50(1),107-117。  new window
8.Grinblatt, M.、Keloharju, M.(2000)。The Investment Behavior and Performance of Various Types of Investors: A Study of Finland's Unique Data Set。Journal of Financial Economics,55,43-67。  new window
9.Coval, J. D.、Moskowitz, T. J.(1999)。Home Bias At Home: Local Equity in Domestic Portfolios。Journal of Finance,54,2045-2073。  new window
10.Choc, H.、Bong, K.、Rene, M. S.(1999)。Do Foreign Investor Destabilize Stock Market? The Korean Experience in 1997。Journal of Financial Economics,54,227-264。  new window
11.Wrolstad, M.、Krueger. T.(2003)。The impact of September 11 on Investors' risk aversion。Journal of Investing,12,72-77。  new window
12.Shelor, R. M.、Anderson, D. C.、Cross. M. L.(1990)。The Impact of the California Earthquake on Real Estate Firms' Stock Value。Journal of Real Estate Research,5(3),335-340。  new window
13.Lin, Y. A.、Swanson, P. E.(2004)。International Equity Flows and Developing Markets: The Asian Financial Market Crisis Revisited。Journal of International Financial Markets. Institutions & Money,14,55-73。  new window
14.Lin, Y. A.(2005)。Did the Asian Crisis Change the Role of Foreign Investors in Emerging Equity Markets: Taiwan's Experience。International Review of Economics,15,364-382。  new window
15.Reilly, F. K.、Drzycimski, E. F.(1973)。Tests of Stock Market Efficiency Following Major World Events。Journal of Business Research,1(2),57-72。  new window
16.Kim, Woochan、Wei, Shang-Jin(2002)。Foreign portfolio investors before and during a crisis。Journal of International Economics,56(1),77-96。  new window
17.Jobson. J. D.、Korkie, B. M.(1981)。Performancde Hypothesis Testing with the Sharpe and Treynor Measures。Journal of Finance,36,889-908。  new window
18.Froot, K. A.、O'Connell, P. G. J.、Seasholes, M. S.(2001)。The portfolio flows of international investors。Journal of Financial Economics,59(2),151-193。  new window
19.Chang, W. Y.、Tsai, H. F.、Lai, C. C.(2002)。Anticipated Foreign Military Threat, Arms Accumulation, and the Current Account in a Small Open Economy。Journal of International Money and Finance,21,1035-1052。  new window
20.Brennan, Michael J.、Cao, H. Henry(1997)。International Portfolio Investment Flows。Journal of Finance,52(5),1851-1880。  new window
21.Berg, A.、Pattillo, C.(1999)。Are Currency Crisis Predictable?。A Test. IMF Staff Papers,46(2),107-138。  new window
22.李存修、林欽龍(19931100)。臺灣股市長短期過度反應之存在性與季節性。社會科學論叢,41,139-159。  延伸查詢new window
23.Lin, Chihuang H.、Shiu, Cheng-Yi(2003)。Foreign ownership in the Taiwan stock market: an empirical analysis。Journal of Multinational Financial Management,13(1),19-41。  new window
24.絲文銘(19941000)。股票市場過度反應與風險變化關係之探討。證券市場發展,24,1-40。new window  延伸查詢new window
25.Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance,51(1),111-135。  new window
26.Lee, Yi-Tsung、Lin, Ji-Chai、Liu, Yu-Jane(1999)。Trading patterns of big versus small players in an emerging market: An empirical analysis。Journal of Banking & Finance,23(5),701-725。  new window
27.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
28.Shleifer, Andrei(1986)。Do Demand Curves for Stocks Slope Down?。Journal of Finance,41(3),579-590。  new window
29.Sharpe, William F.(1994)。The Sharpe ratio。The Journal of Portfolio Management,21(1),49-58。  new window
30.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
31.Glaser, Markus、Weber, Martin(2003)。Momentum and turnover: evidence from the German stock market。Schmalenbach Business Review,55(2),108-135。  new window
32.Rouwenhorst, K. Geert(1998)。International Momentum Strategies。The Journal of Finance,53(1),267-284。  new window
33.Dahlquist, Magnus、Robertsson, Göran(2001)。Direct foreign ownership, institutional investors, and firm characteristics。Journal of Financial Economics,59(3),413-440。  new window
34.Kang, Jun-Koo、Stulz, Rene M.(1997)。Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan。Journal of Financial Economics,46(1),3-28。  new window
35.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
36.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
37.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
38.劉維琪、謝政能(19910100)。臺灣股票市場過度反應之研究。科學發展月刊,19(1),34-47。  延伸查詢new window
圖書
1.Richards, Anthon(20020618)。Big Fish in small ponds: The momentum investing and price impact of foreign investors in Asian equity markets。The Reserve Bank of Australia。  new window
2.Keynes, John Maynard(1936)。The General Theory of Employment, Interest and Money。Macmillan。  new window
其他
1.Stiglitz. J.(19980325)。Boat, Blain and Capital Flows。  new window
 
 
 
 
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