English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 62793/95819 (66%)
造访人次 : 3638199      在线人数 : 195
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/50402


    题名: Does Foreign Investors Trade Predict Stock Return ? Evidence from Taiwan
    作者: Lai, Chia-jui;婁國仁;Lou, Kuo-ren;Shiu, Cheng-yi
    贡献者: 淡江大學經營決策學系
    关键词: Foreign Investors;Information Advantage;Characteristics
    日期: 2008-09
    上传时间: 2010-08-09 16:47:12 (UTC+8)
    出版者: 淡江大學
    摘要: This paper analyzes the trade of foreign investors in Taiwan stock market by examining the firm level daily data. Foreign investors tend to buy stocks of past winners and to sell stocks of losers, implying that foreign investors are momentum traders. For large size or low book-to-market stocks, we find the trade of foreign investors can positively predict future returns. We interpret these results as foreign investors may have more information advantage or have less information disadvantage than local investors have in those stocks.
    關聯: International Journal of Information and Management Sciences 19(3), pp.477-494
    显示于类别:[管理科學學系暨研究所] 期刊論文

    文件中的档案:

    档案 大小格式浏览次数
    1017-1819_19(3)p477-494.pdf175KbAdobe PDF312检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回馈