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題名:投信公司的基金治理與基金績效關係之研究
書刊名:證券市場發展季刊
作者:邱麗卿 引用關係
作者(外文):Chiu, Li-ching
出版日期:2011
卷期:23:2=90
頁次:頁225-266
主題關鍵詞:基金績效基金治理董事會特性基金經理人Carhart指標Fund performanceFund governanceBoard characteristicsFund managersCarhart index
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:47
  • 點閱點閱:52
期刊論文
1.Israelsen, C. L.(1998)。Characteristics of winning mutual funds。Journal of Financial Planning,11(2),78-87。  new window
2.Kallberg, J. G.、Liu, C. L.、Trzcinka, C.(2000)。The value added from investment managers:An examination of funds of REITs。Journal of Financial and Quantitative Analysis,35(3),387-408。  new window
3.Michelson, S.、Fortin, R.、Jordan-Wagner, J.(1999)。Does Mutual Fund Manager Tenure Matter?。Journal of Financial Planning,51,72-79。  new window
4.Khorana, Ajay(1996)。Top Management Turnover: An Empirical Investigation of Mutual Fund Managers。Journal of Financial Economics,40(3),403-427。  new window
5.Byrd, J. W.、Hickman, K. A.(199210)。Do Outside Directors Monitor Managers? Evidence from Tender off Bids。Journal of Financial Economics,32(2),195-221。  new window
6.Patton, A.、Baker, J. C.(1987)。Why Won't Directors Rock the Board?。Harvard Business Review,65(6),10-18。  new window
7.Breusch, T. S.、Pagan, A. R.(1980)。The LM test and its application to model specification in econometrics。Review Economic Studies,47,239-254。  new window
8.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
9.Golec, J. H.(1996)。The Effects of Mutual Fund Managers' Characteristics on Their Portfolio Performance, Risk and Fees。Financial Services Review,5(2),133-147。  new window
10.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
11.Grinblatt, M.、Titman, S.(1994)。A study of mutual fund returns and performance evaluation techniques。Journal of Financial and Quantitative Analysis,29(3),419-444。  new window
12.Treynor, J. L.、Mazuy, K. K.(1966)。Can Mutual Funds Outguess the Market?。Harvard Business Review,44(4),131-136。  new window
13.Brickley, James A.、Coles, Jeffrey L.、Terry, Rory L.(1994)。Outside directors and the adoption of poison pills。Journal of Financial Economics,35(3),371-390。  new window
14.McConnell, John J.、Servaes, Henri(1990)。Additional Evidenceon Equity Ownership and Corporate Value。Journal of Financial Economics,27(2),595-612。  new window
15.Chevalier, J.、Ellison, G.(1999)。Are Some Mutual Fund Managers Better than Others? Cross-Sectional Patterns in Behavior and Performance。Journal of Finance,54(3),875-900。  new window
16.Gottesman, A. A.、Morey, M. R.(2006)。Manager Education and Mutual Fund Performance。Journal of Empirical Finance,13(2),145-182。  new window
17.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
18.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
19.Malkiel, B. G.(1995)。Returns from Investing in Equity Mutual Funds 1971-1991。Journal of Finance,50(2),549-572。  new window
20.Tufano, P.、Sevick, M.(1997)。Board Structure and Fee-Setting in the U.S. Mutual Fund Industry。Journal of Financial Economics,46(3),321-357。  new window
21.Morck, R.、Shleifer, A.、Vishny, R. W.(1988)。Managerial ownership and market valuation: An empirical analysis。Journal of Financial Economics,20(1/2),293-315。  new window
22.Shleifer, Andrei、Vishny, Robert W.(1986)。Large shareholders and corporate control。Journal of Political Economy,94(3 Part 1),461-488。  new window
23.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
24.Fama, Eugene F.、Jensen, Michael C.(1983)。Separation of ownership and control。The Journal of Law & Economics,26(2),301-325。  new window
25.Yermack, David(1996)。Higher market valuation of companies with a small board of directors。Journal of Financial Economics,40(2),185-211。  new window
26.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
27.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
28.Fama, Eugene F.(1980)。Agency Problems and the Theory of the Firm。Journal of Political Economy,88(2),288-307。  new window
29.Jensen, Michael C.、Ruback, Richard S.(1983)。The market for corporate control: The scientific evidence。Journal of Financial Economics,11(1-4),5-50。  new window
30.White, Halbert L. Jr.(1980)。A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity。Econometrica: Journal of the Econometric Society,48(4),817-838。  new window
31.陳安琳(20020600)。臺灣股票報酬之穩定因素--交叉確認、因素分析與模擬分析。管理學報,19(3),519-542。new window  延伸查詢new window
32.Cotter, James F.、Shivdasani, Anil、Zenner, Marc(1997)。Do Independent Directors Enhance Target Shareholder Wealth during Tender Offers?。Journal of Financial Economics,43(2),195-218。  new window
33.Weisbach, Michael S.(1988)。Outside directors and CEO turnover。Journal of Financial Economics,20(1/2),431-460。  new window
34.Jensen, Michael C.、Meckling, William H.(1976)。Theory of the firm: Managerial behavior, agency costs and ownership structure。Journal of Financial Economics,3(4),305-360。  new window
35.葉銀華、邱顯比、張銘煌(19990900)。基金經理人更換、董事會組成與績效之研究。證券市場發展季刊,11(1)=41,25-60。new window  延伸查詢new window
36.Grinblatt, M. and S. Titman(1992)。“Performance Persistence in Mutual Funds,”。Journal of Finance,47,1977-1984。  new window
37.Guercio, D. D.、Dann, L. Y.、Partch, M. M.(2003)。Governance and Boards of Directors in Closed-end Investment Companies。Journal of Financial Economics,69(1),111-152。  new window
38.Hendricks, D., J. Patel and R. Zeckhauser(1993)。“Hot Hands in Mutual Funds: Short-Run Persistence of Telative Performance,”。Journal of Finance,48,93-130。  new window
39.Dahlquist, M.、Engstrom, S.、Soderlind, P.(2000)。Performance and Characteristics of Swedish Mutual Funds。Journal of Financial and Quantitative Analysis,35,409-423。  new window
40.Demsetz, H.(1983)。The Structure of Corporate Ownership and the Theory of the Firm。Journal of Law Economic,26,375-390。  new window
41.Wermers, R.(2000)。Mutual Fund Performance: an Empirical Decomposition into Stock-Picking Talent, Style, Transaction Costs, and Expenses。Journal of Finance,52,1035-1058。  new window
42.Gorman, L.(1991)。A study of the Relationship between Mutual Fund Return and Asset Size。Akron Business and Economic Review,22,53-61。  new window
會議論文
1.Ding B.、Wermers, R.(2006)。Mutual Fund Performance and Governance Structure: the Role of Portfolio Managers and Boards of Directors1-44.。  new window
學位論文
1.Chiu, S. B.(1989)。The behavior of mutual funds investors and managers: theory and practice(博士論文)。  new window
2.張志宏(1996)。台灣共同基金投資績效評估之研究(碩士論文)。國立成功大學。  延伸查詢new window
3.蔡承家(2000)。基金經理人替換與風格移轉之研究(碩士論文)。國立政治大學。  延伸查詢new window
4.孫志雄(1998)。基金經理人更換與基金基效、風險、投資策略之實證研究(碩士論文)。國立中正大學。  延伸查詢new window
5.許朱賢(2005)。市場紀律與共同基金治理。東吳大學。  延伸查詢new window
 
 
 
 
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