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題名:關聯公司與投資策略:基亞和云辰個案研究
書刊名:創新研發學刊
作者:練有為鄭素珍 引用關係
作者(外文):Lan, Yu-weiCheng, Su-jan
出版日期:2016
卷期:12:2
頁次:頁14-30
主題關鍵詞:均值迴歸程式交易Granger因果檢定裙帶資本主義效率市場Mean reversionProgram tradingGranger casualty testCrony capitalismEfficient market
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:15
期刊論文
1.Hwang, Byoung-Hyoun、Kim, Seoyoung(2009)。It pays to have friends。Journal of Financial Economics,93(1),138-158。  new window
2.Hong, Harrison、Kubik, Jeffrey D.、Stein, Jeremy C.(2005)。The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers。Journal of Finance,60(6),2801-2824。  new window
3.Bergman, Nittai K.、Roychowdhury, Sugata(2008)。Investor sentiment and corporate disclosure。Journal of Accounting Research,46(5),1057-1083。  new window
4.Tversky, A.、Shafir, E.(1992)。The disjunction effect in choice under uncertainty。Psychological Science,3(5),305-309。  new window
5.Leary, Mark T.、Roberts, Michael R.(2014)。Do peer firms affect corporate financial policy?。Journal of Finance,69(1),139-178。  new window
6.Cohen, Lauren、Frazzini, Andrea、Malloy, Christopher(2008)。The small world of investing: board connections and mutual fund returns。Journal of Political Economy,116(5),951-979。  new window
7.Fracassi, C.、Tate, G.(2012)。External networking and internal firm governance。The Journal of Finance,67(1),153-194。  new window
8.Watson, Mark W.、Stock, James H.、Sims, Christopher A.(1990)。Inference in Linear Time Series Models with Some Unit Roots。Econometrica,58(1),113-144。  new window
9.Lo, Andrew W.、MacKinlay, A. Craig(1990)。Data-snooping biases in tests of financial asset pricing models。Review of Financial Studies,3(3),431-468。  new window
10.Cutler, David M.、Poterba, James M.、Summers, Lawrence H.(1991)。Speculative Dynamics。The Review of Economic Studies,58(3),529-546。  new window
11.Granger, C. W. J.(1988)。Some Recent Development in the Concept of Causality。Journal of Econometrics,39(1/2),199-211。  new window
12.Mazur, Laura(1999)。Time to Buff the Chief Executive's Global Charisma。Marketing,20,20-25。  new window
13.Rozeff, Michael S.、Zaman, Mir A.(1998)。Overreaction and Insider Trading: Evidence from Growth and Value Portfolios。The Journal of Finance,53(2),701-716。  new window
14.Basu, S.(1977)。Investment performance of common stock in relation to their price-earnings ratios: A test of the efficient market hypothesis。Journal of Finance,32(3),663-682。  new window
15.練有為、鄭素珍(20150600)。認知偏誤與臺灣觀光類股的投資策略。臺灣企業績效學刊,8(2),121-139。new window  延伸查詢new window
16.Fracassi, Cesare(2016)。Corporate Finance Policies and Social Networks。Management Science。  new window
17.Granger, Clive W. J.(1969)。Investigating Causal Relations by Econometric Model and Cross-spectral Methods。Econometrica,37(3),424-438。  new window
18.Kuhnen, C. M.(2009)。Business Networks, Corporate Governance, and Contracting in the Mutual Funds Industry。Journal of Finance,64(5),2185-2220。  new window
19.Lan, Yu-Wei、Chien, Yung-Chieh、Chen, Yi-Ming、Lee, Yu-Je(2012)。Short Selling and Efficiency Market Hypothesis Tests: Evidence from Taiwan's Futures Market in Financial Crisis。Journal of Business and Economic Management,1(1),1-9。  new window
20.Lan, Yu-Wei、Lin, Dan、Lin, Lu(2014)。How to Invest Safely in Emerging Country during Global Financial Crisis: A Case Study of Taiwan。Global Journal of Management and Business Research,14(4),29-41。  new window
21.練有為、鄭素珍、林憲平(20120600)。外資為何在臺灣金融市場瘋狂借券?--以2008年金融崩解及其後效為鑒。創新研發學刊,8(1),1-18。new window  延伸查詢new window
22.Brock, William、Lakonishok, Josef、LeBaron, Blake(1992)。Simple Technical Trading Rules and the Stochastic Properties of Stock Returns。The Journal of Finance,47(5),1731-1764。  new window
23.White, H.(2000)。A Reality Check for Data Snooping。Econometrica,68(5),1097-1126。  new window
24.Brown, K. C.、Van Harlow, W.(1988)。Market Overreaction: Magnitude and Intensity-- Surprising Asymmetries Exist in Both Direction and Time。The Journal of Portfolio Management,14(2),6-13。  new window
25.Shiller, Robert J.(1979)。The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure。Journal of Political Economy,87(6),1190-1219。  new window
26.Tversky, Amos、Kahneman, Daniel(1973)。Availability: A Heuristic for Judging Frequency and Probability。Cognitive Psychology,5(2),207-232。  new window
27.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
28.de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy,98(4),703-738。  new window
29.Shefrin, Hersh M.、Statman, Meir(1994)。Behavioral capital asset pricing theory。Journal of Financial and Quantitative Analysis,29(3),323-349。  new window
30.Daily, Catherine M.、Johnson, Jonathan L.(1997)。Sources of CEO Power and Firm Financial Performance: A Longitudinal Assessment。Journal of Management,23(2),97-117。  new window
31.Fama, Eugene F.、Fisher, Lawrence、Jensen, Michael C.、Roll, Richard J.(1969)。The adjustment of stock prices to new information。International Economic Review,10(1),1-21。  new window
32.Fama, Eugene F.、French, Kenneth R.(1988)。Dividend Yields and Expected Stock Returns。Journal of Financial Economics,22(1),3-25。  new window
33.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
34.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
35.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
36.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
37.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
38.LeRoy, Stephen F.、Porter, Richard D.(1981)。The Present-Value Relation: Tests Based on Implied Variance Bounds。Econometrica,49(3),555-574。  new window
39.Lo, Andrew W.、MacKinlay, A. Craig(1988)。Stock market prices do not follow random walks: Evidence from a simple specification test。Review of Financial Studies,1(1),41-66。  new window
40.Poterba, James M.、Summers, Lawrence H.(1988)。Mean Reversion in Stock Prices: Evidence and Implications。Journal of Financial Economics,22(1),27-59。  new window
研究報告
1.Bremer, M. A.、Sweeney, R. J.(1988)。The Information Content of Extreme Negative Rates of Return。Claremont McKenna College。  new window
圖書
1.Thaler, Richard H.(1992)。The Winner's Curse: Paradoxes and Anomalies of Economic Life。New York:The Free Press。  new window
2.Williams, Larry(1999)。Long-term Secrets to Short-term Trading。John Wiley & Sons。  new window
3.陳浪南、王藝明、金波、王瑞錕、何秀紅(2008)。實證金融。北京:中國財政經濟出版社。  延伸查詢new window
單篇論文
1.Chidambaran, N. K.,Kedia, S.,Prabhala, N. R.(2012)。CEO-director Connections and Corporate Fraud(1681472)。  new window
2.Parsons, C. A.,Sulaeman, J.,Titman, S.(2014)。Peer Effects and Corporate Corruption(2412970)。  new window
圖書論文
1.Tversky, A.、Kahneman, D.(1982)。Judgment of and by Representativeness。Judgment under Uncertainty: Heuristics and Biases。Cambridge:Cambridge University Press。  new window
 
 
 
 
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