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題名:臺灣股市機構投資人處分效果之實證研究
書刊名:企業管理學報
作者:林泉源吳瑞山黃婉華
作者(外文):Lin, Chuang-yuangWu, Ruey-shanHuang, Wan-hua
出版日期:2006
卷期:68
頁次:頁87-132
主題關鍵詞:處分效果行為財務學Disposition effectBehavioral finance
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:0
  • 點閱點閱:17
期刊論文
1.Ferris, Stephen P.、Haugen, Robert A.、Makhija, Anil K.(1988)。Predicting contemporary volume with historic volume at differential price levels: Evidence supporting the disposition effect。Journal of Finance,43(3),677-697。  new window
2.Banz, R. W.(1981)。The relationships between return on market value of common stocks。Journal of Financial Economics,46,369-382。  new window
3.Chan, K. C.、Chen, Nan-Fu(1991)。Structural and return characteristics on small and large firms。Journal of Finance,46,1467-1485。  new window
4.De Bondt, W.(1993)。Betting on trends:Intuitive forecasts of financial risks and return。International Journal of Forecasting,9,355-371。  new window
5.Dyl, E.(1977)。Capital gains taxation and the year-end stock market behavior。Journal of Finance,32(1),165-175。  new window
6.Jegadeesh, N.、Titman, S.(1993)。Returns to buy winners and selling losers: Implications for stock market efficiency。Journal of Finance,48,65-91。  new window
7.Ritter, J.(1988)。The buying and selling behavior of individual investors at the turn of the year。Journal of Finance,53,1775-1793。  new window
8.Garvey, Ryan、Murphy, Anthony(2004)。Are Professional Traders too Slow to Realize Their Losses?。Financial Analysts Journal,60(4),35-43。  new window
9.Bremer, M.、Kato, K.(1996)。Trading volume for winners and losers on the Tokyo Stock Exchange。Journal of Financial and Quantitative Analysis,31(1),127-142。  new window
10.Weber, Martin、Camerer, Colin F.(1998)。The disposition effect in securities trading: an experimental analysis。Journal of Economic Behavior and Organization,33(2),167-184。  new window
11.Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy,96(2),246-273。  new window
12.Lakonishok, Josef、Smidt, Seymour(1986)。Volume for Winners and Losers: Taxation and Other Motives for Stock Trading。Journal of Finance,41(4),951-974。  new window
13.Shapira, Z.、Venezia, I.(2001)。Patterns of Behavior of Professionally Managed and Independent Investors。Journal of Banking and Finance,25(8),1573-1587。  new window
14.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
15.Schlarbaum, Gary G.、Lewellen, Wilbur G.、Lease, Ronald C.(1978)。Realized Returns on Common Stock Investments: The Experience of Individual Investors。Journal of Business,51(2),299-325。  new window
16.Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance,40(3),777-790。  new window
17.Moskowitz, Tobias J.、Grinblatt, Mark(1999)。Do Industries Explain Momentum?。The Journal of Finance,54(4),1249-1290。  new window
18.Olsen, Robert A.(1998)。Behavioral Finance and its Implications for Stock-Price Volatility。Financial Analysts Journal,54(2),10-18。  new window
19.Statman, Meir(1999)。Behavioral Finance: Past Battles and Future Engagements。Financial Analysts Journal,55(6),18-27。  new window
20.Thaler, Richard H.(1985)。Mental Accounting and Consumer Choice。Marketing Science,4(3),199-214。  new window
21.Tversky, Amos、Kahneman, Daniel(1981)。The Framing of Decisions and the Psychology of Choice。Science,211(4481),453-458。  new window
22.Thaler, Richard H.(1999)。Mental Accounting Matters。Journal of Behavioral Decision Makings,12(3),183-206。  new window
23.Kahneman, Daniel、Tversky, Amos(1979)。Prospect Theory: An Analysis of Decision under Risk。Econometrica: Journal of the Econometric Society,47(2),263-292。  new window
24.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
25.Reinganum, Marc R.(1981)。Misspecification of capital asset pricing: empirical anomalies based on earnings yields and market values。Journal of Financial Economics,9(1),19-46。  new window
研究報告
1.Locke, P.、Mann, S. C.(2000)。Do Professional Traders Exhibit Loss Realization Aversion?。George Washington University。  new window
學位論文
1.許詩易(2004)。臺灣股市投資人處分效果之研究--考量產業類別及公司規模之實證研究(碩士論文)。朝陽科技大學。  延伸查詢new window
2.陳怡芳(2005)。處份型投資人與動能型交易者在股票市場之共存現象(碩士論文)。國立東華大學。  延伸查詢new window
3.曾瑞弘(2002)。臺灣股市投資人處分效果之研究(碩士論文)。靜宜大學。  延伸查詢new window
4.Glick, I.(1957)。Apsychological study of futures trading(博士論文)。University of Chicago。  new window
5.古金尚(2003)。臺灣股票市場投資者心理情緒影響因素之實證研究(碩士論文)。朝陽科技大學。  延伸查詢new window
6.沈宜正(2005)。臺灣機構投資人錯置效果與股市動能相關性之研究(碩士論文)。雲林科技大學。  延伸查詢new window
7.林秉瑋(2003)。臺灣股市散戶投資人處分效果之實證研究(碩士論文)。朝陽科技大學。  延伸查詢new window
8.沙勝毅(2000)。台灣股票市場散戶與外資投資心理之比較研究(碩士論文)。銘傳大學。  延伸查詢new window
9.許祐瑞(2002)。台灣股市散戶與三大法人處分效果之研究(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
10.龔怡霖(2001)。行爲財務學--文獻回顧與未來發展(碩士論文)。中正大學。  延伸查詢new window
圖書
1.Nofsinger, John R.、郭敏華(2002)。投資心理學。臺灣培生教育出版股份有限公司。  延伸查詢new window
2.Montier, James、郭敏華(2004)。行為財務學。台北:智勝文化。  延伸查詢new window
3.盧育明(2004)。行為財務學。商鼎文化出版。  延伸查詢new window
4.Nofsinger, J. R.(2004)。The psychology of investing。New Jersey:Prentice-Hill。  new window
5.Ranguelova, E.(2001)。Disposition effect and firm size: new evidence on individual investor trading activity。Harvard University。  new window
6.顏月珠(1995)。商用統計學。三民書局股份有限公司。  延伸查詢new window
7.Francis, J. C.(1986)。Portfolio Analysis。Upper Saddle River, NJ:New Jersey:Prentice Hall。  new window
 
 
 
 
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