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題名:信用交易、意見分歧與股票報酬
書刊名:經濟論文
作者:丁碧慧 引用關係呂振揚周賓凰 引用關係
作者(外文):Ting, Pi-huiLu, Chen-yangChou, Pin-huang
出版日期:2018
卷期:46:3
頁次:頁323-366
主題關鍵詞:信用交易意見分歧股票報酬賣空餘額投資人基礎Margin tradingDivergence of opinionStock returnsShort interestInvestor base
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:58
  • 點閱點閱:5
期刊論文
1.Jones, C. M.、Lamont, O. A.(2002)。Short sales constraints and stock returns。Journal of Financial Economics,66(2),207-239。  new window
2.Christophe, S. E.、Ferri, M. G.、Angel, J. J.(2004)。Short-selling prior to earnings announcements。Journal of Finance,59(4),1845-1876。  new window
3.Campbell, John Y.、Kyle, Albert S.(1993)。Smart Money, Noise Trading and Stock Price Behaviour。The Review of Economic Studies,60(1),1-34。  new window
4.Desai, Hemang、Ramesh, K.、Thiagarajan, S. Ramu、Balachandran, Bala V.(2002)。An Investigation of the Informational Role of Short Interest in the NASDAQ Market。Journal of Finance,57(5),2263-2287。  new window
5.Engelberg, Josphn E.、Reed, Adam V.、Ringgenberg, Matthew C.(2012)。How Are Shorts Informed?: Short Sellers, News, and Information Processing。Journal of Financial Economics,105,260-278。  new window
6.林崇英(20120300)。我國證券借貸與信用交易制度概述。證交資料,599,47-51。  延伸查詢new window
7.Seneca, J. J.(1967)。Short Interest: Bearish or Bullish?。Journal of Finance,22(1),67-70。  new window
8.Diether, Karl B.、Lee, Kuan-Hui、Werner, Ingrid M.(2009)。Short-Sale Strategies and Return Predictability。Review of Financial Studies,22(2),575-607。  new window
9.Miller, E. M.(1977)。Risk, Uncertainty, and Divergence of Opinion。Journal of Finance,32(4),1151-1168。  new window
10.Lo, A.、Wang, J.(2000)。Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory。The Review of Financial Studies,13,257-300。  new window
11.Wurgler, J.、Zhuravskaya, E.(2002)。Does arbitrage flatten demand curves for stocks?。The Journal of Business,75(4),583-608。  new window
12.Dechow, P.、Hutton, A.、Meulbroek, L.、Sloan, R.(2001)。Short-Sellers, Fundamental Analysis and Stock Returns。Journal of Financial Economics,61,77-106。  new window
13.Asquith, Paul、Pathak, Parag A.、Ritter, Jay R.(2005)。Short interest, institutional ownership, and stock returns。Journal of Financial Economics,78(2),243-276。  new window
14.Boehmer, E.、Jones, C. M.、Zhang, X.(2008)。Which Shorts Are Informed?。Journal of Finance,63,491-527。  new window
15.D'Avolio, G.(2002)。The Market for Borrowing Stock。Journal of Financial Economics,66,271-306。  new window
16.Diamond, D. W.、Verrecchia, R. E.(1987)。Constraints on Short-selling and Asset Price Adjustment to Private Information。Journal of Financial Economics,18,277-311。  new window
17.Karpoff, J. M.、Lou, X.(2010)。Short Sellers and Financial Misconduct。Journal of Finance,65(5),1879-1913。  new window
18.朱家倫(20170400)。近期融資融券業務新規範介紹。證券暨期貨月刊,35(4),5-25。  延伸查詢new window
19.張文毅(20130300)。有價證券借貸之釋疑、啟示及建議。證券暨期貨月刊,31,12-23。  延伸查詢new window
20.曾翊恆、魏品揚(20171200)。盤前公開資訊、開盤價格發現與投資人委託決策。經濟論文,45(4),503-597。new window  延伸查詢new window
21.Bris, A.、Goetzmann, W. N.、Zhu, N.(2007)。Efficiency and the Bear: Short Sales and Markets Around the World。Journal of Finance,62(3),1029-1079。  new window
22.Chang, E. C.、Luo, Y.、Ren, J.(2014)。Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market。Journal of Banking and Finance,48,411-424。  new window
23.Mohamad, A.、Jaafar, A.、Hodgkinson, L.、Wells, J.(2013)。Short Selling and Stock Returns: Evidence from the UK。The British Accounting Review,45,125-137。  new window
24.Takahashi, H.(2010)。Short-Sale Inflow and Stock Returns: Evidence from Japan。Journal of Banking and Finance,34,2403-2412。  new window
25.周賓凰、張宇志、林美珍(20070700)。投資人情緒與股票報酬互動關係。證券市場發展季刊,19(2)=74,153-190。new window  延伸查詢new window
26.de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy,98(4),703-738。  new window
27.Hong, Harrison、Stein, Jeremy C.(2007)。Disagreement and the Stock Market。Journal of Economic Perspectives,21(2),109-128。  new window
28.West, Kenneth D.、Newey, Whitney K.(1987)。Hypothesis Testing with Efficient Method of Moments Estimation。International Economic Review,28(3),777-787。  new window
29.蔡佩蓉、王元章、張眾卓(20090700)。投資人情緒、公司特徵與臺灣股票報酬之研究。經濟研究. 臺北大學經濟學系,45(2),273-322。new window  延伸查詢new window
30.Merton, Robert C.(1987)。A simple model of capital market equilibrium with incomplete information。The Journal of Finance,42(3),483-510。  new window
31.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
圖書
1.Johnson, N. L.、Kotz, S.、Balakrishnan, N.(1994)。Continuous Univariate distributions。New York:John Wiley & Sons。  new window
2.Wooldridge, J. M.(2006)。Introductory Econometrics。Mason, OH:South-Western Cengage Learning。  new window
 
 
 
 
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