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題名:應用資料探勘探討共同基金績效之持續性與從眾行為
書刊名:管理資訊計算
作者:林佳靜陳建勳
作者(外文):Lin, Chia-chingChen, Jian-xun
出版日期:2022
卷期:11:1
頁次:頁216-228
主題關鍵詞:共同基金績效持續性關聯規則從眾行為Mutual fundPerformance persistenceAssociation ruleHerd behaviors
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:16
  • 點閱點閱:7
期刊論文
1.Blake, C. R.、Morey, M. R.(2000)。Morningstar Ratings and Mutual Funds Performance。Journal of Financial and Quantitative Analysis,35(3),451-483。  new window
2.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Return to buying winners and selling losers: Implications for stock market efficiency。The Journal of Finance,48(1),65-91。  new window
3.李顯儀、吳幸姬(20091200)。技術分析資訊對共同基金從眾行為的影響。臺大管理論叢,20(1),227-260。new window  延伸查詢new window
4.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。  new window
5.李春安、劉維琪(20060400)。基金從眾、基金聲譽價值與基金折價關係之研究。證券市場發展季刊,18(1)=69,107-141。new window  延伸查詢new window
6.PhridviRaj, M. S. B.、GuruRao, C. V.(2014)。Data Mining--Past, Present and Future--A Typical Survey on Data Streams。Procedia Technology,12,255-263。  new window
7.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
8.黃聖棠、溫英幹、鄢欽瑞(20060600)。共同基金之績效評比--臺灣地區之實證研究(1995-2002)。華岡經濟論叢,5(2),31-67。  延伸查詢new window
9.徐忠誠、林珈如、李權晃、趙金芳(20150600)。臺灣證券市場股票型基金績效持續性之研究。嶺東學報,37,1-21。new window  延伸查詢new window
10.蕭文姃、江慧貞、顏慧明、黃詩芳(20190600)。經理費對績效持續性與資金流量之影響--以臺灣股票型基金為例。管理科學研究,13(1),1-17。new window  延伸查詢new window
11.邱展謙、劉濠葦(20040700)。共同基金經理人績效之研究:類神經網路之應用。朝陽商管評論,3(2),69-100。new window  延伸查詢new window
12.李顯儀(20120600)。基金經理人之間的從眾行為研究。管理研究學報,12(1),1-25。new window  延伸查詢new window
13.袁淑芳、曾琪雯(20140900)。國內指數型股票基金的淨值與操作績效、績效持續性之關係分析。管理資訊計算,3(2),345-356。new window  延伸查詢new window
14.葉智丞、李春安(2019)。投資人情緒、從眾與非從眾行為關聯性之研究。證券市場發展季刊,行為財務學特別專刊,111-152。  延伸查詢new window
15.傅英芬、蔡惠丞、張民昌、劉海清(20210100)。臺灣股票型基金動能效應再探--多重期間贏輸家績效持續性分析。樹德科技大學學報,23(1),43-56。new window  延伸查詢new window
16.謝文閣、姚爽、李欣(2010)。關聯規則在基金信息分析中的應用。桂林理工大學學報,30(3),449-451。  延伸查詢new window
17.羅進水(20191200)。基金經理人從眾行為與股價崩盤風險。商管科技季刊,20(4),371-401。new window  延伸查詢new window
18.王南喻、陳信憲(20091200)。存續者偏誤、基金分類與績效持續性之研究。管理學報,26(6),673-696。new window  延伸查詢new window
19.Apte, C.、Weiss, S.(1997)。Data mining with decision trees and decision rules。Future Generation Computer Systems,13(2/3),197-210。  new window
20.Carlson, Robert S.(1970)。Aggregate Performance of Mutual Funds, 1948-1967。Journal of Financial and Quantitative Analysis,5(1),1-32。  new window
21.Dun, Patricia C.、Theisen, Rolf D.(1983)。How Consistently Do Active Managers Win?。Journal of Portfolio Management,9(4),47-50。  new window
22.Grinblatt, Mark、Titman, Sheridan(1993)。Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns。The Journal of Business,66(1),47-68。  new window
23.Huij, Joop、Verbeek, Marno J. C. M.(2007)。Cross-sectional learning and short-run persistence in mutual fund performance。Journal of Banking & Finance,31(3),973-997。  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.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
26.Tadelis, S.(1999)。What's in A Name? Reputation as a Tradeable Asset。American Economic Review,89(3),548-563。  new window
27.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
28.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
會議論文
1.馬麗菁、林美珍、徐啟睿、鍾宇翔、蔡美惠(2006)。以資料探勘技術應用於時間因素與基金績效分析:以國內開放式股票一般型基金為例。2006工研院創新與科技管理研討會。  延伸查詢new window
2.Agrawal, R.、Imielinski, T.、Swami, A.(1993)。Mining Association Rules between Sets of Items in Very Large Database。The ACM SIGMOD Conference on Management of Data,207-216。  new window
3.Agrawal, R.、Srikant, R.(1994)。Fast algorithms for mining association rules in large database。The 20th International Conference on Very Large Data Bases。Morgan Kaufmann Publishers Inc.。478-499。  new window
學位論文
1.林宣妤(2020)。台灣股票型共同基金投資集中度與績效持續性之關聯探討(碩士論文)。臺灣大學。  延伸查詢new window
2.鄧子綱(2009)。台灣股票型基金市場連動性探勘之研究(碩士論文)。淡江大學。  延伸查詢new window
 
 
 
 
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