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題名:資訊揭露頻率對基金經理人行為之影響
書刊名:證券市場發展季刊
作者:李春安 引用關係賴弘程
作者(外文):Li, Chun-anLai, Hung-cheng
出版日期:2009
卷期:21:3=83
頁次:頁143-178
主題關鍵詞:共同基金資訊揭露窗飾效果Mutual fundInformation disclosureWindow-dressing
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:49
  • 點閱點閱:181
期刊論文
1.Kacperczyk, M.、Sialm, C.、Zheng, L.。Unobserved Actions of Mutual Funds。Review of Financial Studies,21,2379-2416。  new window
2.Kaminsky, G.、Lyons, R. K.、Schmukler, S.(2004)。Managers, investors, and crises: mutual fund strategies in emerging markets。Journal of International Economics,64(1),113-134。  new window
3.許培基、陳軒基、杜明哲(20031000)。共同基金持股之績效解構與資訊內涵。證券市場發展,15(3)=59,1-25。new window  延伸查詢new window
4.Volkman, D. A.、Wohar, M. E.。Determinants of Persistence in Relative Performance of Mutual Funds。Journal of Financial Research,18,415-430。  new window
5.Kacperczyk, M.(2005)。On the Industry Concentration of Actively Managed Equity Mutual Funds。Journal of Finance,60,1983-2012。  new window
6.陳安琳、洪嘉苓、李文智(20011000)。共同基金經理團隊屬性與基金績效之研究。證券市場發展,13(3)=51,1-27。new window  延伸查詢new window
7.Lemark, David J.、Satish, P. K.(1996)。Mutual Fund Performance and Managers' Term of Service: are There Performance Difference?。The journal of investing,5(4),59-63。  new window
8.葉銀華、陳志偉、邱顯比(20000400)。基金經理人裁量性投資行為之研究。中國財務學刊,8(1),1-31。new window  延伸查詢new window
9.王健安(20011100)。年度競賽觀點下共同基金經理人風險調整行為之研究。風險管理學報,3(2),47-83。new window  延伸查詢new window
10.Grinblatt, Mark、Titman, Sheridan(1989)。Mutual fund performance: an analysis of quarterly portfolio holdings。Journal of Business,62(3),393-416。  new window
11.Jain, P. C.、Wu, J. S.(2000)。Truth in Mutual Fund Advertising: Evidence on Future Performance and Fund Flows。Journal of Finance,55(2),937-958。  new window
12.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
13.Zheng, Lu(1999)。Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability。Journal of Finance,54(3),901-933。  new window
14.Lakonishok, Josef、Shleifer, Andrei、Thaler, Richard H.、Vishny, Robert W.(1991)。Window Dressing by Pension Fund Managers。American Economic Review,81(2),227-231。  new window
15.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。  new window
16.Wermers, R.(2000)。Mutual Fund Performance: An Empirical Decomposition into Stock-Picking, Talent, Style, Transactions Costs, and Expense。Journal of Finance,55(4),1655-1703。  new window
17.Sirri, E. R.、Tufano, P.(1998)。Costly Search and Mutual Fund Flows。Journal of Finance,53(5),1589-1622。  new window
18.劉玉珍、李怡宗、黃寶慧(20040400)。市場管理制度創新與行為財務學:資訊揭露制度設計的政策意涵。證券暨期貨月刊,22(4),4-14。  延伸查詢new window
19.Woerheide, W.(1982)。Investor Response to Suggested Criteria for the Selection of Mutual Funds。Journal of Financial and Quantitative Analysis,17(1),129-137。  new window
20.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
21.Hausman, Jerry A.(1978)。Specification tests in econometrics。Econometrica: Journal of the Econometric Society,46(6),1251-1271。  new window
22.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
23.李春安、賴藝文(20050800)。股市劇烈變動區間臺灣股票市場與本國機構投資人從眾行為之研究。臺灣管理學刊,5(2),231-267。new window  延伸查詢new window
24.Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。  new window
25.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
26.Koenker, R. W.、Bassett, G.(1978)。Regression Quantile。Econometrica,46(1),33-50。  new window
27.Fant, L. F. and E. S. O’Neal(2000)。Temporal Changes in the Determinants of Mutual Flows。Journal of Financial Research,vol. 23,353-372。  new window
28.Gorman, L.(1991)。A Study of the Relationship Between Mutual Fund Return and Asset Size, 1974-1987。Akron Business and Economic Review,vol. 22,53-61。  new window
29.Lehmann, B. and D. Modest(1987)。Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons。Journal of Finance,vol. 42,233-265。  new window
30.Musto, D. K.(1999)。Investment Decisions Depend on Portfolio Disclosures。Journal of Finance,vol. 54,935-952。  new window
31.Wermers, R.(2001)。The Potential Effects of More Frequent Portfolio Disclosure on Mutual. Fund Performance。Investment Company Institute Perspective,vol. 7,no. 3,1-11。  new window
研究報告
1.Ge, W. and L. Zheng(2006)。The Frequency of Mutual Fund Portfolio Disclosure。  new window
2.Sirri, E. R. and P. Tufano(1993)。Buying and Selling Mutual Funds: Flows, Performances, Fees, and Services。  new window
 
 
 
 
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