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題名:外資投資情緒指標與臺股加權指數報酬之相關性
書刊名:當代商管研究
作者:鄭孟儒黃耀德吳思瑩吳明政
出版日期:2019
卷期:11:2
頁次:頁1-18
主題關鍵詞:外資投資情緒臺股加權指數報酬
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:8
期刊論文
1.De Bondt, W. F. M.(1998)。A portrait of the individual investor。European Economic Review,42(3-5),831-844。  new window
2.許溪南、郭玟秀、鄭乃誠(20050900)。投資人情緒與股價報酬波動之互動關係:臺灣股市之實證。臺灣金融財務季刊,6(3),107-121。new window  延伸查詢new window
3.Grinblatt, M.、Keloharju, M.(2000)。The investment behavior and performance of various types of investors: a study of Finland’s unique data set。Journal of Financial Economics,55(1),43-67。  new window
4.Kamesaka, A.、Nofsinger, J. R.、Kawakita, H.(2003)。Investment Patterns and Performance of Investors Groups in Japan。Pacific-Basin Finance Journal,11,1-22。  new window
5.Cao, Charles、Chen, Zhiwu、Griffin, John M.(2005)。Informational content of option volume prior to takeovers。Journal of Business,78(3),1073-1109。  new window
6.Chang, Chuang-Chang、Hsieh, Pei-Fang、Lai, Hung-Neng(2009)。Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange。Journal of Banking and Finance,33(4),757-764。  new window
7.Black, F.(1975)。Facts and fantasy in the use of options。Financial Analysts Journal,31,36-41。  new window
8.Schlag, Christian、Stoll, Hans(2005)。Price Impacts of Options Volume。Journal of Financial Markets,8(1),69-87。  new window
9.Shleifer, Andrei、Vishny, Robert W.(1997)。The Limits of Arbitrage。Journal of Finance,52(1),35-55。  new window
10.Bushee, Brian J.(2001)。Do institutional investors prefer near-term earnings over long-run value?。Contemporary Accounting Research,18(2),207-246。  new window
11.Fleming, J.、Ostdiek, B.、Whaley, R. E.(1996)。Trading costs and the relative rates of price discovery in stock, futures, and options markets。Journal of Futures Markets,16(4),353-387。  new window
12.劉祥熹、李崇主(20001000)。臺灣地區外資、匯率與股價關聯性之研究--VAR與VECM之應用。證券市場發展,12(3)=47,1-41。new window  延伸查詢new window
13.Yen, S. M.、Chen, M. H.(2010)。Open interest, volume, and volatility: Evidence from Taiwan futures markets。Journal of Economics and Finance,34(2),113-141。  new window
14.Chiao, C.、Lin, K.-I.(2004)。The Informative Content of the Net-Buy Information of Institutional Investors: Evidence from the Taiwan Stock Market。Review of Pacific Basin Financial Markets and Policies,7(2),259-288。  new window
15.Easley, David、O'Hara, Maureen、Srinivas, P. S.(1998)。Option volume and stock prices: Evidence on where informed traders trade。Journal of Finance,53(2),431-465。  new window
16.郭玟秀(20140600)。市場狀態和臺灣選擇權交易活動與股價關係之探討。應用經濟論叢,95,101-145。new window  延伸查詢new window
17.Grether, D. M.(1980)。Bayes' Rule as A Descriptive Model: The Representativeness Heuristic。Quarterly Journal of Economics,95(3),537-557。  new window
18.Verma, R.、Soydemir, G.(2009)。The impact of individual and institutional investor sentiment on the market price of risk。The Quarterly Review of Economics and Finance,49(3),1129-1145。  new window
19.黃寶玉、倪衍森、賴步昇(20111200)。臺灣股票市場資訊揭示與投資人情緒反應的互動關係。臺灣金融財務季刊,12(4),115-144。new window  延伸查詢new window
20.李沃牆、許維哲(20110500)。分量迴歸模型於臺指期貨報酬率與成交量、未平倉量關係之再驗證。輔仁管理評論,18(2),72-102。new window  延伸查詢new window
21.趙法清(1980)。談豬的飼養與管理。現代畜殖,14,85-88。  延伸查詢new window
22.Shefrin, H.、Thaler, R.(1988)。The behavioral life of cycle hypothesis。Economic Inquiry,24,609-643。  new window
23.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
24.李春安、類惠貞(20080700)。衝擊事件下投資人情緒與股價指數動能之研究。東海管理評論,10(1),1-45。new window  延伸查詢new window
25.Kahneman, Daniel、Tversky, Amos(1973)。On the psychology of prediction。Psychological Review,80(4),237-251。  new window
研究報告
1.Huang, B. N.、Yang, C. W.(2000)。Impact of Domestic Investment Companies, Registered Trading Firms and Foreign Institutional Investors on the Taiwan Stock Exchange after the Financial Market Liberalization。National Chung-Cheng University。  new window
學位論文
1.王文浩(2011)。臺灣三大法人於四項期權商品之未平倉部位與臺股期貨每日結算價之關聯性研究(碩士論文)。國立政治大學。  延伸查詢new window
2.王忠嶽(2012)。三大法人未平倉量與報酬關係--以台灣期貨市場為例(碩士論文)。國立臺灣大學。  延伸查詢new window
3.林金龍(2007)。台股指數現貨、期貨及未平倉合約關聯性之研究(碩士論文)。國立臺北大學。  延伸查詢new window
4.洪瑞延(2013)。台灣期貨三大法人和散戶交易行為與報酬關係(碩士論文)。國立中央大學。  延伸查詢new window
5.黃鼎倫(2009)。未平倉量、交易量、標的物波動率與套利:以台灣加權股價指數期貨實證研究(碩士論文)。國立中正大學。  延伸查詢new window
6.蔡欣樺(2012)。三大法人現貨買賣超、期貨未平倉口數對加權指數之影響(碩士論文)。國立臺灣大學。  延伸查詢new window
 
 
 
 
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