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題名：開放式股票型基金績效與流量關係之研究--臺灣地區境內基金市場實證
書刊名：企業管理學報
作者：王南喻 引用關係／陳信憲
作者(外文)：Wang, Nan-yu／Chen, Bryan H.
出版日期：2006
卷期：69
頁次：頁73-96
主題關鍵詞：基金績效；基金流量；基金績效分類；開放式股票型基金；Granger因果關係檢定；Fund flow；Fund returns；Fund scale；Open-end equity fund；Granger causality
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(5) 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:5
  • 共同引用共同引用:8
  • 點閱點閱:27
期刊論文
1.Christoffersen, S. E.、Musto, D. K.(2002)。Demand curves and the pricing of money management。Review of Financial Studies，15，5-1499。  new window
2.Del Guercio, D.、Tkac, P. A.(2002)。The determinants of the flow of funds of managed portfolios: Mutual funds vs. pension funds。Journal of Financial and Quantitative Analysis，37(4)，523-557。  new window
3.Edelen, Roger M.(1999)。Investor flows and the assessed performance of open-end mutual funds。Journal of Financial Economics，53，439-466。  new window
4.Bergstresser, D.、Poterba, J.(2002)。Do After-tax Returns Affect Mutual Fund Infows。Journal of Financial Economics，63(3)，381-414。  new window
5.Adler, M.、Yi, A. C.(1998)。Has There Been A Fundamental Change in the Stock Market?。Journal of Investing，Spring，71-76。  new window
6.Barclay, M.、Pearson, N.、Weisbach, M.(1998)。Open-end mutual funds and capital-gains Taxes。Journal of Financial Economics，49(1)，3-43。  new window
7.Chevalier, J.、Ellison, G.(1997)。Risk taking by mutual funds as a response to ncentives。Journal of Political Economy，105(6)，1167-1200。  new window
8.Dritsakis, N.、Grose, C.、Kalyvas, L.(2006)。Performance Aspects of Greek Bond Mutual Funds。International Review of Financial Analysis，15(2)，189-199。  new window
9.Edwards, F. R.、Zhang, X.(1998)。Mutual Funds and Stock and Bond Market Stability。Journal of financial Services Research，13，257-282。  new window
10.Fama, Eugene F.、Jensen, Michael C.(1983)。Agency Problem and Residual Claims。Journal of Law and Economics，26，327-329。  new window
11.Fant, L. F.、O'Neal, E. S.(2000)。The Changes in the Determinants of Mutual Fund Flows。Journal of Financial Research，23，353-371。  new window
12.Fortune, P.(1998)。Mutual Funds, Part II: Fund Flows and Security Returns。New England Economic Review，20，3-22。  new window
13.Ippolito, R.(1992)。Consumer reaction to measures of poor quality: Evidence from the mutual ftind industry。The Journal of Law and Economics，35，45-70。  new window
14.Santini, D. L.、Aber, J. W.(1998)。Determinants of Net New Money Flows to the Equity Mutual Fund Industry。Journal of Economics and Business，50，419-429。  new window
15.Spitz, A. E.(1970)。Mutual fund performance and cash inflows。Applied Economics，2，141-145。  new window
16.Berk, Jonathan B.、Green, Richard C.(2004)。Mutual fund flows and performance in rational markets。Journal of Political Economy，112(6)，1269-1295。  new window
17.Gruber, Martin J.(1996)。Another Puzzle: The Growth in Actively Managed Mutual Funds。Journal of Finance，51(3)，783-810。  new window
18.Johnson, W. T.(2004)。Predictable Investment Horizons and Wealth Transfers among Mutual Fund Shareholders。The Journal of Finance，59(5)，1979-2012。  new window
19.Treynor, J. L.、Mazuy, K. K.(1966)。Can Mutual Funds Outguess the Market?。Harvard Business Review，44(4)，131-136。  new window
20.Chang, Eric C.、Lewellen, Wilbur G.(1984)。Market timing and mutual fund investment performance。Journal of Business，57(1)，57-72。  new window
21.Warther, V. A.(1995)。Aggregate mutual fund flows and security returns。Journal of Financial Economics，39，209-235。  new window
22.游智賢、曾婉禎(20030800)。共同基金之外溢與排擠效果。財務金融學刊，11(2)，99-123。new window  延伸查詢new window
23.Zheng, Lu(1999)。Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability。Journal of Finance，54(3)，901-933。  new window
24.Granger, C. W. J.(1969)。Investigating causal relation by econometric and cross- sectional method。Econometrica，37，424-438。  new window
25.Sirri, E. R.、Tufano, P.(1998)。Costly Search and Mutual Fund Flows。Journal of Finance，53(5)，1589-1622。  new window
26.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
27.Chevalier, Judith、Ellison, Glenn(1997)。Risk Taking by Mutual Funds as a Response To Incentives。Journal of Political Economy，105(6)，1167-1200。  new window
28.Fama, Eugene F.、Jensen, Michael C.(1983)。Separation of ownership and control。The Journal of Law & Economics，26(2)，301-325。  new window
29.Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。  new window
30.Said, S. E.、Dickey, David A.(1984)。Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order。Biometrika，71(3)，599-607。  new window
31.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
32.Smith, K. V.(1978)。Is fund growth related to fund performance?。The Journal of Portfolio Management，5(1)，49-54。  new window
33.Ling, David C.、aranjo, Andy N(2006)。Dedicated REIT Mutual Fund Flows and REIT Performance。The Journal of Real Estate Finance and Economics，32(4)，409-433。  new window
會議論文
1.許培基、葉銀華、郭溫慈(2000)。台灣共同基金的投資行爲-績效與流量。第九屆證券暨金融市場理論與實務硏討會。  延伸查詢new window
研究報告
1.Roston, M.(1997)。Mutual Fund Managers and Life Cycle Risk: An Empirical Investigation。University of Chicago。  new window
2.Ameriks, J.、Zeldes, S.(2004)。How do household portfolio shares vary with age?。Graduate School of Business, Columbia University。  new window
3.許培基(2001)。權益型共同基金流量與投資風格 (計畫編號：NSC90-2416-H-030-002)。  延伸查詢new window
4.許培基(2002)。共同基金流量、投資風格與績效 (計畫編號：NSC91-2416-H-030-009)。  延伸查詢new window
圖書
1.楊奕農(200603)。時間序列分析--經濟與財務上之應用。台北：雙葉書廊。  延伸查詢new window
圖書論文
1.Patel, J.、Zeckhauser, R. J.、Hendricks, D.(1994)。Investment flows and performance: Evidence from mutual funds。Japan, Europe, and the International Financial Markets: Analytical and Empirical Perspectives。New York, NY：Cambridge University Press。  new window
 
 
 
 
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