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題名:外資資訊領先地位之探討
書刊名:中國財務學刊
作者:游智賢賴育志
作者(外文):Yu, Chih-hsienLai, Yu-chih
出版日期:1999
卷期:7:3
頁次:頁1-26
主題關鍵詞:外資資訊領先公司規模東亞金融風暴VAR檢定動態關係Foreign institutional investorsInformational leadingFirm sizeEast Asia financial turmoilVAR testDynamic relations
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(16) 博士論文(2) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:15
  • 共同引用共同引用:0
  • 點閱點閱:37
期刊論文
1.田慧琦(19990100)。外資買賣對短期市場之衝擊與長期績效。證交資料,441,13-19。  延伸查詢new window
2.Conrad, J.、Gultekin, M. N.、Kaul, G.(1991)。Asymmetric Predictability of Conditional Variances。The Review of Financial Studies,4(4),597-622。  new window
3.Chan, Kalok(1993)。Imperfect information and cross-autocorrelation among stock returns。Journal of Finance,48(4),1211-1230。  new window
4.Jegadeesh, Narasimhan、Titman, Sheridan(1995)。Overreaction, delayed reaction and contrarian profits。The Review of Financial Studies,8(4),973-993。  new window
5.Chen, C.、Lee, C. W. J.(1990)。A VARMA test on Gibson paradox。The Review of Economics and Statistics,96-107。  new window
6.Sias, R. W.、Starks, L. T.(1997)。Institutions and Individuals at the Turn-of-the-Year。Journal of Finance,52(4),1543-1562。  new window
7.Tiao, G. C.、Box, G. E. P.(1981)。Modeling mutiple time series with applications。Journal of the American Statistical Association,76(376),802-816。  new window
8.Tiao, G. C.、Tsay, R. S.(1983)。Multiple time series modeling and extended sample cross-correlation。Journal of Business and Economic Statistics,1,43-65。  new window
9.張麗娟(19980700)。臺灣股市自營商及外資鉅額交易對股票報酬率之影響。企銀季刊,22(1),101-114。  延伸查詢new window
10.Badrinath, Swamination G.、Kale, Jayant R.、Noe, Thomas H.(1995)。Of shepherds, sheep, and the cross-autocorrelations in equity returns。Review of Financial Studies,8(2),401-430。  new window
11.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
12.McQueen, Grant、Pinegar, Michael、Thorley, Steven(1996)。Delayed reaction to good news and the cross-autocorrelation of portfolio returns。The Journal of Finance,51(3),889-919。  new window
學位論文
1.翁忠立(1998)。外資鉅額買賣超資訊內涵及參考價值之研究(碩士論文)。淡江大學。  延伸查詢new window
2.熊杏華(1996)。臺灣股市大小公司間資訊傳遞方向及結構性差異之研究(碩士論文)。國立中央大學。  延伸查詢new window
3.陳志源(1995)。自營商及外資鉅額交易資訊內涵之研究(碩士論文)。國立政治大學。  延伸查詢new window
4.林炎會(1995)。外資對臺灣證券市場股價之影響(碩士論文)。國立中興大學。  延伸查詢new window
5.劉慧欣(1998)。外國機構投資人交易策略及交易行為對我國股市衝擊之研究(碩士論文)。國立政治大學。  延伸查詢new window
6.陳慧如(1996)。外資大額交易與股價關聯之研究(碩士論文)。淡江大學。  延伸查詢new window
7.張勝傑(1996)。外資買賣超資訊參考價值之研究(碩士論文)。國立中興大學。  延伸查詢new window
8.楊啟宏(1998)。外資買賣超資訊對對個股股價之影響--臺灣股票市場之實證研究(碩士論文)。國立臺灣大學。  延伸查詢new window
 
 
 
 
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