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題名: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
書刊名:樹德科技大學學報
作者:傅英芬蔡惠丞張民昌劉海清
作者(外文):Fu, Ying-fenTsai, Hui-chengChang, Min-changLiu, Hai-ching
出版日期:2021
卷期:23:1
頁次:頁43-56
主題關鍵詞:股票型基金贏輸家動能效應績效持續性Equity fundsWinners and losersMomentum effectPerformance persistence
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 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:1
  • 共同引用共同引用:36
  • 點閱點閱:4
期刊論文
1.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
2.Goetzmann, William N.、Ibbotson, Roger G.(1994)。Do Winners Repeat? Patterns in Mutual Fund Performance。Journal of Portfolio Management,20(2),9-18。  new window
3.Fortin, R.、Michelson, S.、Jordan-Wagner, J.(1999)。Does Mutual Fund Manager Tenure Matter?。Journal of Financial Planning,12(7),72-79。  new window
4.Hendricks, D.、Patel, J.、Zeckhauser, R.(1993)。Hot hands in mutual funds: Short-run persistence of relative performance, 1974-1988。Journal of Finance,48(1),93-130。  new window
5.池祥萱、林煜恩、周賓凰(20070600)。基金績效持續與聰明錢效果:臺灣實證。管理學報,24(3),307-330。new window  延伸查詢new window
6.林修葳、王佳真(20030800)。臺灣共同基金績效持續性之研究。管理學報,20(4),655-688。new window  延伸查詢new window
7.郭維裕、李愷莉(20061200)。臺灣共同基金短期績效持續性的研究--以「漂移者-停駐者」模型為例。經濟論文,34(4),469-504。new window  延伸查詢new window
8.Bollen, Nicolas P. B.、Busse, Jeffrey A.(2004)。Short-term persistence in mutual fund performance。Review of Financial Studies,18(2),569-597。  new window
9.傅英芬、劉海清(20100600)。基金動能效應與基金投資人短線交易行為之研究。管理科學研究,6(2),31-45。new window  延伸查詢new window
10.Gruber, Martin J.(1996)。Another Puzzle: The Growth in Actively Managed Mutual Funds。Journal of Finance,51(3),783-810。  new window
11.Brennan, M. J.(1995)。The individual investor。Journal of Financial Research,18(1),59-74。  new window
12.Jan, Yin-Ching、Hung, Mao-Wei(2004)。Short-run and Long-run Persistence in Mutual Funds。Journal of Investing,13(1),67-71。  new window
13.邱永和、陳玉涓、陳素緞、陳剴夫(20081100)。國內共同基金之績效評估。會計學報,1(1),29-52。new window  延伸查詢new window
14.Malkiel, Burton G.(1995)。Returns from Investing in Equity Mutual Funds 1971 to 1991。Journal of Finance,50(2),549-572。  new window
15.Wang, C. P.、Huang, H. H.、Huang, C. C.(2012)。Momentum and Contrarian Profits Corresponding to the Coincident Economic Indicator on the Taiwan Stock Market。Emerging Markets Finance & Trade,48(1),29-40。  new window
16.Shu, P. G.、Yeh, Y. H.、Yamada, T.(2002)。The Behavior of Taiwan Mutual Fund Investors-Performance and Fund Flows。Pacific-Basin Finance Journal,10(5),583-600。  new window
17.Chow, Edward H.、Lin, Hsiao-Mei、Lin, Yo-Min、Weng, Yin-Che(2011)。The Performance of Overconfident Fund Managers。Emerging Markets Finance & Trade,47(2),21-30。  new window
18.Grinblatt, M.、Titman, S.(1992)。Performance persistence in mutual funds。Journal of Finance,47(5),1977-1984。  new window
19.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
20.Berggrun, Luis、Mongrut, Samuel、Umaña, Benito、Varga, Gyorgy(2014)。Persistence in Equity Fund Performance in Brazil。Emerging Markets Finance & Trade,50(2),16-33。  new window
21.Brown, Stephen J.、Goetzmann, William N.(1995)。Performance Persistence。Journal of Finance,50(2),679-698。  new window
22.Muga, Luis、Santamaria, Rafael(2007)。The Momentum Effect in Latin American Emerging Markets。Emerging Markets Finance and Trade,43(4),24-45。  new window
23.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
24.傅英芬、劉海清(20160200)。基金經理人績效持續性與過度自信。Journal of Data Analysis,11(1),45-70。new window  延伸查詢new window
25.黃錦川、朱美珍、留秀娟(20110500)。國內組合型基金之風險與效率前緣分析。輔仁管理評論,18(2),103-120。new window  延伸查詢new window
26.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
27.Bilson, C.、Frino, A.、Heaney, R.(2005)。Australian retail superannuation fund performance persistence。Accounting and Finance,45(1),25-42。  new window
28.Kang, J.、Lee, C.、Lee, D.(2011)。Equity fund performance persistence with investment style: evidence from Korea。Emerging Markets Finance & Trade,47(3),111-135。  new window
29.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
30.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
研究報告
1.Ibbotson, R.、Patel, A.(2002)。Do winners repeat with style?。  new window
學位論文
1.王純慧(2013)。基金篩選與四四三三法則之運用(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
2.林榕芳(2009)。台灣共同基金績效持續性與金流效果之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.吳家淦(2007)。台灣股票型基金績效持續性之再驗證(碩士論文)。東海大學。  延伸查詢new window
4.邱長盈(2008)。台灣股票型基金動能策略之研究(碩士論文)。國立中正大學。  延伸查詢new window
5.張鈞翔(2008)。台灣共同基金市場動能效應之研究(碩士論文)。國立中山大學。  延伸查詢new window
圖書
1.林傑宸(2017)。基金管理:資產管理的入門寶典。智勝出版社。  延伸查詢new window
 
 
 
 
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