- 期刊
The Profitability of the Weekend Effect: Evidence from the Taiwan Mutual Fund Market
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並列摘要
In this research we first investigated the day-of-the-week effect in the Taiwan mutual fund market. The results revealed significantly negative Monday returns and positive Friday returns. This weekend effect did not vary greatly between the early and later periods of the month. In the absence of transaction costs, weekend trading strategies, both simple and complex, can increase returns and moderate risk. Finally, the pattern triggered by macroeconomic news can only partially subsume the weekend effects of fund returns.
被引用紀錄
Ngea, S. Y. (2012). 不同投資人間未成交揭示資訊對期貨報酬和波動的影響 [master's thesis, National Taipei Uinversity]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0023-1107201213440500
延伸閱讀
- Shyong, C. T. (2006). A Study of Taiwan Mutual fund Performance, Security Selection and Market Timing [master's thesis, Tamkang University]. Airiti Library. https://www.airitilibrary.com/Article/Detail?DocID=U0002-2202200616484200
- 李能綉、李沃牆、徐孟淳（2016）。Market Timing and Stock Selection Ability of Taiwan Stock Mutual Fund。國立金門大學學報，6(1)，31-57。https://www.airitilibrary.com/Article/Detail?DocID=2221142X-201603-201604130028-201604130028-31-57
- Lin, M. C., & Chung, D. T. (2011). The Exit Determinants and Wealth Effects in the Taiwan Mutual Fund Industry. 交大管理學報, 31(2), 61-99. https://doi.org/10.6401/CMR.201112.0068
- 陳佳汎（2007）。Measuring the performance of Taiwan equity mutual funds〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2007.01988
- 王若竹（2014）。A Study of the Disposition Effect：Evidence from Taiwan Mutual Funds Market〔碩士論文，國立臺北科技大學〕。華藝線上圖書館。https://doi.org/10.6841/NTUT.2014.00676