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  • 學位論文

台灣股票市場日內群聚和動能策略分析

The Analysis of Intraday Herding and Momentum Strategies in Taiwan Stock Market

指導教授 : 林蒼祥 蔡蒔銓
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參考文獻


5.戴婉如,(2006),考慮市場磨擦與成交量交易策略,私立淡江大學財務金融系未出版碩士論文。
7.Atkins, A. B., and E. A. Dyl, 1990. “Price Reversals, Bid-ask Spreads, and Market Efficiency,” Journal of Financial and Quantitative Analysis, 25, 535-547.
8.Banerjee, A., 1992, “A Simple Model of Herd Behavior,” Quarterly Journal of Economics, 107, 797-817.
11.Bikhchandani, S., D. Hirshleifer, and I. Welch. 1992, “A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades.” Journal of Political Economy, 100, 992-1026.
13.Christic, W. G., and R. D. Huang, 1995, “Following the Pied Piper: Do Individual Returns Herd Around the Market?” Financial Analysts Journal, 54, 31-37

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