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題名:Compensation Incentives, Employment Risk and Intended Risk-Taking in the Taiwan Mutual Fund Industry
書刊名:財務金融學刊
作者:王祝三 引用關係林美珍 引用關係葉家宏
作者(外文):Wang, C. EdwardLin, Mei-chenYeh, Chia-hung
出版日期:2014
卷期:22:2
頁次:頁97-127
主題關鍵詞:風險承擔行為雇用風險報酬動機共同基金Risk-takingEmployment riskCompensation incentivesMutual funds
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:1
  • 共同引用共同引用:8
  • 點閱點閱:147
期刊論文
1.Chevalier, Judith、Ellison, Glenn(1999)。Career Concerns of Mutual Fund Managers。The Quarterly Journal of Economics,114(2),389-432。  new window
2.Almazan, Andres、Brown, Keith C.、Carlson, Murray、Chapman, David A.(2004)。Why constrain your mutual fund manager?。Journal of Financial Economics,73(2),289-321。  new window
3.Atkinson, Stanley M.、Baird, Samantha B.、Frye, Melissa B.(2003)。Dofemale mutual fund managers manage differently。Journal of Financial Research,26,1-18。  new window
4.Chen, Hsiu-lang、Pennacchi, George G.(2009)。Does prior performance affect a mutual fund’s choice of risk? Theory and further empirical evidence。Journal of Financial and Quantitative Analysis,44,745-775。  new window
5.Farnsworth, Heber、Taylor, Jonathan(2006)。Evidence on the compensation of portfolio managers。Journal of Financial Research,29(3),305-324。  new window
6.Karceski, Jason。Returns-chasing behavior, mutual funds, and beta’ s death。Journal of Financial and Quantitative Analysis,37,559-594。  new window
7.Sawicki, J.(2001)。Investors, differential response to managed fund performance。Journal offinancial Research,24,367-384。  new window
8.Powell, Melanie、Ansic, David(1997)。Gender differences in risk behavior in financial decision-making: An experimental analysis。Journal of Economic Psychology,18(6),605-628。  new window
9.Prendergast, Canice、Stole, Lars(1996)。Impetuous youngsters and jaded oldtimers: Acquiring a reputation for learning。Journal of Political Economy,194(1105),1134。  new window
10.Wang, Chien(2001)。A study of the mutual fund managers’ risk-adjusted behavior on the basis of tournament concept。Journal of Risk Management,3(47),83。  new window
11.Taylor, Jonathan D.(2003)。Risk-taking behavior in mutual fund tournaments。Journal of Economic Behavior and Organization,50,373-383。  new window
12.Yatchew, Adonis(1997)。An elementary estimator of the partial linear model。Economics Letters,57,135-143。  new window
13.Zhao, Xinge(2005)。Exit decisions in the U.S. mutual fund industry。Journal of Business,78,1365-1401。  new window
14.Yatchew, Adonis J.(1998)。Nonparametric regression techniques in economics。Journal of Economic Literature,36(2),669-721。  new window
15.Avery, Christopher N.、Chevalier, Judith A.(1999)。Herding over the career。Economics Letters,63,327-333。  new window
16.Khorana, Ajay(1996)。Top Management Turnover: An Empirical Investigation of Mutual Fund Managers。Journal of Financial Economics,40(3),403-427。  new window
17.Kempf, Alexander、Ruenzi, Stefan、Thiele, Tanja(2009)。Employment risk, compensation incentives, and managerial risk taking: Evidence from the mutual fund industry。Journal of Financial Economics,92(1),92-108。  new window
18.Gruber, Martin J.(1996)。Another Puzzle: The Growth in Actively Managed Mutual Funds。Journal of Finance,51(3),783-810。  new window
19.Graham, J. R.(1999)。Herding Among Investment Newsletters: Theory and Evidence。Journal of Finance,54(1),237-268。  new window
20.Bloom, M.、Milkovich, G. T.(1998)。Relationship among Risk, Incentive Pay, and Organizational Performance。Academy of Management Journal,41(3),283-297。  new window
21.王元章、王耀賢(19990100)。從競賽觀點探討基金經理人風險調整行為。中國財務學刊,6(3),25-62。new window  延伸查詢new window
22.林美珍(20040800)。Mutual Fund Tournament in the Taiwan Market: Risk-Taking, Turnover, and Investors Rewards。財務金融學刊,12(2),87-142。  new window
23.Ippolito, Richard A.(1992)。Consumer reaction to measures of poor quality: Evidence from the mutual fund industry。The Journal of Law & Economics,35(1),45-70。  new window
24.Zheng, Lu(1999)。Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability。Journal of Finance,54(3),901-933。  new window
25.Brown, Keith C.、Harlow, W. V.、Starks, Laura T.(1996)。Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry。Journal of Finance,51(1),85-110。  new window
26.Sirri, E. R.、Tufano, P.(1998)。Costly Search and Mutual Fund Flows。Journal of Finance,53(5),1589-1622。  new window
27.Busse, J. A.(2001)。Another Look at Mutual Fund Tournaments。Journal of Financial and Quantitative Analysis,36(1),53-73。  new window
28.Goriaev, A.、Nijman, T. E.、Werker, B. J. M.(2005)。Yet Another Look at Mutual Fund Tournaments。Journal of Empirical Finance,12(1),127-137。  new window
29.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
30.Goetzmann, W.、Peles, N.(1997)。Cognitive Dissonance and Mutual Fund Investing。Journal of Financial Research,20(2),145-158。  new window
31.Khorana, A.(2001)。Performance Changes Following Top Management Turnover: Evidence from Open-End Mutual Funds。Journal of Financial and Quantitative Analysis,36(3),371-393。  new window
32.Koski, J. L.、Pontiff, J.(1999)。How are Derivatives Used? Evidence from the Mutual Fund Industry。Journal of Finance,54(2),791-816。  new window
33.Qiu, J.(2003)。Termination Risk, Multiple Managers and Mutual Fund Tournaments。European Finance Review,7(2),161-190。  new window
34.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  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
研究報告
1.Faff, Robert W.、Parwada, Jerry T.、Yang, Joey W.(2006)。Fund managers’ institutional background and the birth of investment management companies。  new window
2.Hu, Fan、Hall, Alastair R.、Harvey, Campbell R.(2000)。Promotion or demotion? An empirical investigation of the determinants of top mutual fund manager change。  new window
3.Niessen, Alexandra、Ruenzi, Stefan(2009)。Sex matters: Gender differences in the mutual fund industry。  new window
圖書論文
1.Bajtelsmit, Vickie L.、VanDerhei, Jack L.(1997)。Risk aversion and retirement income adequacy。Positioning Pensions for the Year 2000。University of Pennsylvania Press。  new window
2.Zhao, Xinge(2005)。Entry decisions by mutual fund families。Stock Exchanges, Mutual Funds, and IPOs。Science Publishers, Inc。  new window
 
 
 
 
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