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題名:機構投資人在不同時期的交易行為探討
書刊名:中華管理學報
作者:李顯儀 引用關係陳信宏 引用關係李亮君鄭雅方
作者(外文):Lee, Hsien-yiChen, Hsin-hungLee, Lian-chunCheng, Ya-fang
出版日期:2011
卷期:12:2
頁次:頁75-93
主題關鍵詞:機構投資人同步交易對作交易Institutional investorsSynchronous tradingOpposite trading
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:22
期刊論文
1.Banerjee, A.(1992)。A simple model of herd behavior。American Economic Review,88(4),724-748。  new window
2.Gorman, L.(2003)。Conditional performance, portfolio rebalancing, and momentum of small-cap mutual funds。Review of Financial Economics,12(3),287-300。  new window
3.Gultekin, Mustafa N.、Gultekin, N. Bulent(1983)。Stock market seasonality: International Evidence。Journal of Financial Economics,12(4),469-481。  new window
4.Forbes, Kristin J.、Rigobon, R.(2002)。No Contagion, Only Interdependence: Measuring Stock Market Comovements。Journal of Finance,57(5),2223-2261。  new window
5.Connolly, Robert A.、Wang, F. Albert(2003)。International equity market co-movements: economic fundamentals or contagion。Pacific Basin Finance Journal,11(1),23-43。  new window
6.Lindahl, S. M.(1980)。Redefining bull and bear markets。Financial Analysts Journal,36(1),76-93。  new window
7.Tong, Wilson H. S.(1992)。An Analysis of the January Effect of the United State, Taiwan and South Korean Stock Market。Asia Pacific Journal of Management,9(2),189-207。  new window
8.Brennan, Michael J.、Cao, H. Henry(1997)。International Portfolio Investment Flows。Journal of Finance,52(5),1851-1880。  new window
9.Lee, I.(1992)。Stock market seasonality: Some evidence from the Pacific-Basin countries。Journal of Business Finance and Accounting,19(2),199-210。  new window
10.Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance,51(1),111-135。  new window
11.Ang, Andrew、Chen, Joseph(2002)。Asymmetric Correlations of Equity Portfolios。Journal of Financial Economics,63(3),443-494。  new window
12.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。  new window
13.Choe, Hyuk、Kho, Bong-Chan、Stulz, René M.(1999)。Do foreign investors destabilize stock markets? The Korean experience in 1997。Journal of Financial Economics,54(2),227-264。  new window
14.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
15.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
16.Longin, Francois M.、Solnik, Bruno(2001)。Extreme Correlation of International Equity Markets。Journal of Finance,56(2),649-676。  new window
17.Fabozzi, Frank J.、Francis, Jack C.(1979)。Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination。Journal of Finance,34(5),1243-1250。  new window
18.Grinblatt, Mark、Titman, Sheridan、Wermers, Russ(1995)。Momentum investment strategies, portfolio performance, and herding: A study of mutual fund behavior。The American Economic Review,85(5),1088-1105。  new window
19.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
20.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
21.Lin, Wen-Ling、Engle, Robert F.、Ito, Takatoshi(1994)。Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility。Review of Financial Studies,7(3),507-538。  new window
22.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
23.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
24.Bae, K. H. Yamada,T.、Ito,K.(2008)。Interaction of investor trades and market volatility: evidence from the Tokyo stock exchange。Pacific-Basin Finance Journal,16(4),370-388。  new window
25.Bae, S. C. Min, J. H.、Jung, S.(2011)。Trading behavior, performance, and stock preference of foreigners, local institutions, and individual investors: evidence from the Korean stock market。Asia-Pacific Journal of Financial Studies,40(2),199-239。  new window
26.Carhart,M. M. Kaniel, R. Musto, D. K.、Reed, A. V.(2002)。“Leaning for the tape: evidence of gaming behavior in equity mutual funds. Journal of Finance, 57(2),661-693.。Journal of Finance,57(2),661-693。  new window
27.Lai, M. M.、Lau, S. H.(2010)。Evaluating mutual fund performance in an emerging Asian economy: the Malaysian experience。Journal of Asian Economics,21(4),378-390。  new window
研究報告
1.Covring,V. Lau, S. T.、Ng, L.(2002)。Do domestic and foreign fund managers have similar preferences for stock characteristics? a cross-country analysis。  new window
 
 
 
 
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