:::

詳目顯示

回上一頁
題名:動能投資策略於臺灣股票市場的實證研究
書刊名:臺灣銀行季刊
作者:徐中琦 引用關係王似尹
出版日期:2008
卷期:59:4
頁次:頁266-280
主題關鍵詞:動能投資策略臺灣股票市場
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(0) 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:0
  • 共同引用共同引用:32
  • 點閱點閱:9
期刊論文
1.Chordia, T.、Shivakumar, L.(2002)。Momentum, Business Cycle, and Time-Varing Expected Returns。Journal of Finance,57(2),985-1019。  new window
2.Hameed, Allaudeen、Kusnadi, Yuanto(2002)。Momentum Strategies: Evidence from Pacific Basin Stock Markets。The Journal of Financial Research,25(3),383-397。  new window
3.Conrad, Jennifer、Kaul, Gautam(1998)。An Anatomy of Trading Strategies。The Review of Financial Studies,11(3),489-519。  new window
4.Hong, Harrison、Lim, Terence、Stein, Jeremy C.(2000)。Bad news travels slowly: size, analyst coverage, and the profitability of momentum strategies。Journal of Finance,55(1),265-295。  new window
5.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
6.Schmeling, Maik(2006)。Institutional and individual sentiment: smart money and noise trader risk。International Journal of Forecasting,23,127-145。  new window
7.Daniel, Kent、Titman, Sheridan(1999)。Market Efficiency in an Irrational World。Financial Analysts Journal,55(6),28-40。  new window
8.Berk, Jonathan B.、Green, Richard C.、Naik, Vasant(1999)。Optimal investment, growth options, and security returns。Journal of Finance,54(5),1553-1607。  new window
9.Lee, Charles M. C.、Swaminathan, Bhaskaran(2000)。Price Momentum and Trading Volume。The Journal of Finance,55(5),2017-2069。  new window
10.Moskowitz, Tobias J.、Grinblatt, Mark(1999)。Do Industries Explain Momentum?。The Journal of Finance,54(4),1249-1290。  new window
11.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
12.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
13.Lo, Andrew W.、MacKinlay, A. Craig(1990)。When Are Contrarian Profits Due to Stock Market Overreaction?。The Review of Financial Studies,3(2),175-205。  new window
14.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
15.Rouwenhorst, K. Geert(1998)。International Momentum Strategies。The Journal of Finance,53(1),267-284。  new window
16.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
17.Gervais, Simon、Odean, Terrance(2001)。Learning to be Overconfident。Review of Financial Studies,14(1),1-27。  new window
18.Levy, Robert A.(1967)。Relative Strength as a Criterion for Investment Selection。Journal of Finance,22(4),595-610。  new window
19.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
20.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
21.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
22.Cooper, Michael J.、Gutierrez, Roberto C. Jr.、Hameed, Allaudeen(2004)。Market States and Momentum。Journal of Finance,59(3),1345-1365。  new window
23.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
24.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
25.李春安、羅進水、蘇永裕(20060600)。動能策略報酬、投資人情緒與景氣循環之研究。財務金融學刊,14(2),73-109。new window  延伸查詢new window
26.Grundy, Bruce D.、Martin, J. Spencer(2001)。Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing。The Review of Financial Studies,14(1),29-78。  new window
27.Hong, Harrison、Stein, Jeremy C.(1999)。A Unified Theory of Underreaction, Momentum Trading, and Overreacton in Asset Markets。Journal of Finance,54(6),2143-2184。  new window
研究報告
1.Chui, Andy C. W.、Titman, Sheridan、Wei, John K. C.(2000)。Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets。University of Texas at Austin。  new window
學位論文
1.陳鴻崑(2000)。動量週期與成交量之研究(碩士論文)。淡江大學。  延伸查詢new window
2.莊坤達(2003)。股價動量之驅動因子、投資行為、與動量投資策略之建構(碩士論文)。國立交通大學。  延伸查詢new window
3.郭芝君(2006)。台灣電子類股動能策略之研究(碩士論文)。國立中興大學。  延伸查詢new window
4.蘇永裕(2003)。追漲殺跌策略報酬與景氣循環之間互動關係之研究(碩士論文)。國立雲林科技大學。  延伸查詢new window
圖書論文
1.Edward, Ward(1968)。Conservatism in Human Information Processing。Formal Representation of Human Judgment。New York:John Wiley & Sons。  new window
2.Kahneman, D.、Tversky, A.(1982)。Intuitive Prediction: Biases and Corrective Procedures。Judgment Under Uncertainty: Heuristics and Biases。London:Cambridge University Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
QR Code
QRCODE