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題名:衍生性商品交易對投資人從眾行為之影響
書刊名:期貨與選擇權學刊
作者:謝舒帆林君瀌李哲維
作者(外文):Hsieh, Shu-fanLin, Jun-biaoLee, Chi-wei
出版日期:2021
卷期:14:1
頁次:頁91-127
主題關鍵詞:從眾行為權證資訊效率Herding behaviorWarrantsPrice efficiency
原始連結:連回原系統網址new window
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  • 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:0
  • 點閱點閱:5
期刊論文
1.Chiang, Thomas C.、Zheng, Dazhi(2010)。An empirical analysis of herd behavior in global stock markets。Journal of Banking and Finance,34(8),1911-1921。  new window
2.Demirer, Riza、Kutan, Ali M.(2006)。Does herding behavior exist in Chinese stock market。Journal of International Financial Markets, Institutions and Money,16(2),123-142。  new window
3.Johnson, Travis L.、So, Eric C.(2012)。The Option to Stock Volume Ratio and Future Returns。Journal of Financial Economics,106(2),262-286。  new window
4.Cremers, Martijn、Weinbaum, David(2010)。Deviations from Put-call Parity and Stock Return Predictability。Journal of Financial and Quantitative Analysis,45(2),335-367。  new window
5.Danielsen, B. R.、Sorescu, S. M.(2001)。Why Do Option Introductions Depress Stock Prices? A Study of Diminishing Short Sale Constraints。Journal of Financial and Quantitative Analysis,36(4),451-484。  new window
6.Easley, David、O'Hara, Maureen、Srinivas, P. S.(1998)。Option volume and stock prices: Evidence on where informed traders trade。The Journal of Finance,53(2),431-465。  new window
7.Pan, Jun、Poteshman, Allen M.(2006)。The information in option volume for future stock prices。The Review of Financial Studies,19(3),871-908。  new window
8.Zhou, R. T.、Lai, R. N.(2009)。Herding and information based trading。Journal of Empirical Finance,16(3),388-393。  new window
9.Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance,51(1),111-135。  new window
10.Chakravarty, Sugato、Gulen, Huseyin、Mayhew, Stewart(2004)。Informed trading in stock and option markets。Journal of Finance,59(3),1235-1257。  new window
11.Phillips, B.(2011)。Options, Short-sale Constrains and Market Efficiency: A New Perspective。Journal of Banking and Finance,35(2),430-442。  new window
12.Froot, Kenneth A.、Scharfstein, David S.、Stein, Jeremy C.(1992)。Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation。Journal of Finance,47(4),1461-1484。  new window
13.Hirshleifer, David、Subrahmanyam, Avanidhar、Titman, Sheridan(1994)。Security Analysis and Trading Patterns When Some Investors Receive Information Before Others。Journal of Finance,49(5),1665-1698。  new window
14.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
15.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
16.Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance,40(3),777-790。  new window
17.Blanco, Iván、Wehrheim, David(2017)。The bright side of financial derivatives: Options trading and firm innovation。Journal of Financial Economics,125,99-119。  new window
18.Roll, Richard、Schwartz, Eduardo、Subrahmanyam, Avanidhar(2009)。Options trading activity and firm valuation。Journal of Financial Economics,94(3),345-360。  new window
19.Choi, N.、Skiba, H.(2015)。Institutional herding in international markets。Journal of Banking and Finance,55,246-259。  new window
20.Hsieh, S. F.(2013)。Individual and institutional herding and the impact on stock returns: Evidence from Taiwan stock market。International Review of Financial Analysis,29,175-188。  new window
21.Banerjee, Abhijit V.(1992)。A simple model of herd behavior。The Quarterly Journal of Economics,107(3),797-817。  new window
22.Wermers, Russ(1999)。Mutual Fund Herding and the Impact on Stock Prices。Journal of Finance,54(2),581-622。  new window
23.Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1992)。A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades。Journal of Political Economy,100(5),992-1026。  new window
24.Chen, C. H.、Su, X. Q.、Lin, J. B.(2016)。The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan。Finance Research Letters,18,263-272。  new window
25.Choy, S. K.、Wei, J.(2012)。Option Trading: Information or Differences of Opinion?。Journal of Banking & Finance,36(8),2299-2322。  new window
26.Lao, P.、Singh, H.(2011)。Herding behaviour in the Chinese and Indian stock markets。Journal of Asian Economics,22(6),495-506。  new window
27.Muravyev, D.、Pearson, N. D.、Broussard, J. P.(2013)。Is There Price Discovery in Equity Options?。Journal of Financial Economics,107(2),259-283。  new window
28.Shyu, J.、Sun, H. M.(2010)。Do Institutional Investors Herd in Emerging Markets? Evidence from the Taiwan Stock Market。Asian Journal of Finance & Accounting,2(2),1-19。  new window
29.Terence, C.、Liu, X. J.、Zhu, C.(2017)。What Explains Herd Behavior in the Chinese Stock Market?。Journal of Behavioral Finance,18(4),448-456。  new window
30.Wang, Q.、Zhang, J.(2015)。Does Individual Investor Trading Impact Firm Valuation?。Journal of Corporate Finance,35,120-135。  new window
31.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics,32(1),23-43。  new window
32.Christie, William G.、Huang, Roger D.(1995)。Following the pied piper: Do individual returns herd around the market?。Financial Analysts Journal,51(4),31-37。  new window
33.Chang, Eric C.、Cheng, Joseph W.、Khorana, Ajay(2000)。An examination of herd behavior in equity markets: An international perspective。Journal of Banking and Finance,24(10),1651-1679。  new window
34.Barber, Brad M.、Odean, Terrance(2008)。All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors。Review of Financial Studies,21(2),785-818。  new window
35.Biais, Bruno、Hillion, Pierre(1994)。Insider and liquidity trading in stock and options markets。Review of Financial Studies,7(4),743-780。  new window
會議論文
1.Mayhew, S.、Mihov, V. T.(2005)。Short Sale Constraints, Overvaluation, and the Introduction of Options。AFA 2005 Philadelphia Meetings。Cornerstone Research and Texas Christian University。  new window
2.Hsieh, P. F.、Lin, Z. Y.(2018)。Does Informed Options Trading Prior to Innovation Grants Announcements Reveal the Quality of Patents?。The European Finance and Management Associations 2018 Annual Meetings。  new window
研究報告
1.Augustin, P.、Brenner, M.、Subrahmanyam, M.(2015)。Informed Options Trading Prior to M&A Announcements: Insider Trading?。McGill University。  new window
2.Dai, R.、Massoud, N.、Nandy, D. K.、Saunders, A.(2011)。Hedge Funds in M&A Deals: Is There Exploitation of Private Information?。Wharton Research Data Services。  new window
3.Bikhchandani, S.、Sharma, S.(2001)。Herd Behavior in Financial Markets: A Review。University of California。  new window
 
 
 
 
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