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題名:基金動能效應與基金投資人短線交易行為之研究
書刊名:管理科學研究
作者:傅英芬 引用關係劉海清 引用關係
作者(外文):Fu, Ying-fenLiu, Hai-ching
出版日期:2010
卷期:6:2
頁次:頁31-45
主題關鍵詞:基金績效基金申購與贖回基金淨流量動能效應短線交易Fund performancePurchase and redemption rateFund net flowThe momentum effectRapid trading
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(1) 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:0
  • 點閱點閱:49
期刊論文
1.Matt. P.(2003)。An Examination of the Performance of the Trades and Stock Holdings of Fund Managers: Further Evidence。Journal of Financial & Quantitative Analysis,38(4),811-828。  new window
2.Odean, T.(1999)。Do investor trade too much。American Economic Review,89,1279-1298。  new window
3.Jegadeesh, N.、Titman, S.(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。Journal of Finance,48,65-91。  new window
4.Lin, M. C.、Chen, M.(2008)。The Profitability of The Weekend Effect: Evidence From The Taiwan Mutual Fund Market。Journal of Marine Science and Technology,16(3),222-233。  new window
5.傅英芬(20051000)。共同基金績效之衡量及投信過度自信行為之探討。臺南女院學報,24(1),245-258。  延伸查詢new window
6.Chen, Hsiu-lang、Jegadeesh, N.、Wermers, R.(2000)。The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers。Journal of Financial and Quantitative Analysis,35(3),343-368。  new window
7.Sapp, T.、Tiwari, A.(2004)。Does Stock Return Momentum Explain the "Smart Money" Effect?。The Journal of Finance,59(6),2605-2622。  new window
8.Edelen, Roger M.(1999)。Investor flows and the assessed performance of open-end mutual funds。Journal of Financial Economics,53,439-466。  new window
9.O'Neal, E. S.(2004)。Purchase and Redemption Patterns of US Equity Mutual Funds。Financial Management,33(1),63-91。  new window
10.Barberis, N.、Shleifer, A.(2003)。Style investing。Journal of Financial Economics,68(2),161-199。  new window
11.Wermers, R.(2000)。Mutual Fund Performance: An Empirical Decomposition into Stock-Picking, Talent, Style, Transactions Costs, and Expense。Journal of Finance,55(4),1655-1703。  new window
12.Green, J.、Hodges, C.(2002)。The Dilution Impact of Daily Fund Flows on Open-End Mutual Funds。Journal of Financial Economics,65(1),131-158。  new window
13.Baker, Malcolm、Stein, Jeremy C.(2004)。Market liquidity as a sentiment indicator。Journal of Financial Markets,7(3),271-299。  new window
14.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance,51(5),1681-1713。  new window
15.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
16.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
17.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
18.Sirri, E. R.、Tufano, Peter(1998)。Costly Search and Mutual Fund Flows。The Journal of Finance,53,1589-1622。  new window
19.Daniel, K.、Hirshleifer, D.、Subrahmanyam, A.(1998)。Investor Psychology and Security Market Under- and Overreaction。Journal of Finance,53(6),1839-1885。  new window
20.Dahlquist, M.、Engstrom, S.、Soderlind, P.(2000)。Performance and Characteristics of Swedish Mutual Funds。Journal of Financial and Quantitative Analysis,35,409-423。  new window
研究報告
1.Kaniel, R.、Saar, G.、Titman, S.(2004)。Individual Investor Sentiment and Stock Returns。0:Duke University。  new window
學位論文
1.姚瑜忠(1997)。台灣共同基金之操作策略與績效評估(碩士論文)。國立中正大學。  延伸查詢new window
2.曹昌凱。臺灣股市買空殺多策略之報酬(碩士論文)。國立台灣大學。  延伸查詢new window
3.吳家淦(2007)。台灣股票型基金績效持續性之再驗證(碩士論文)。東海大學。  延伸查詢new window
4.邱長盈(2008)。台灣股票型基金動能策略之研究(碩士論文)。國立中正大學。  延伸查詢new window
5.張鈞翔(2008)。台灣共同基金市場動能效應之研究(碩士論文)。國立中山大學。  延伸查詢new window
 
 
 
 
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