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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/23605

    Title: 專家選股意見對股價的影響
    Other Titles: Stock Price Reactions to the Financial Analysts' Recommendations
    Authors: 徐靖志
    Contributors: 淡江大學財務金融學系
    Keywords: 專家意見;市場模型;異常報酬
    Date: 1999-11
    Issue Date: 2009-11-30 17:46:17 (UTC+8)
    Publisher: 淡江大學
    Abstract: 本研究探討專家選股意見對股票價量的影響。以投資週刊及晚報專欄為專家意見的代表;用市場模型計算推薦前後之異常報酬。結果顯示,被推薦的股票在推薦日前一週有顯著正的異常報酬,當週及其後異常報酬顯著為負。由日資料來看,推薦日前二日有顯著正的異常報酬;推薦日後異常報酬轉為負值。也就是說,專家推薦的確會對股價有影響;但投資者依照推薦買進並不能獲致利潤。專家推薦對交易量的影響則較不明顯。
    Relation: 淡江人文社會學刊 4,頁 39-64
    Appears in Collections:[財務金融學系暨研究所] 期刊論文

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