| dc.coverage.temporal | 計畫年度：92 起迄日期：20030801～20040731 | en_US |
| dc.creator (作者) | 劉玉珍 | zh_TW |
| dc.date (日期) | 2003 | en_US |
| dc.date.accessioned | 18-Apr-2007 16:41:45 (UTC+8) | en_US |
| dc.date.accessioned | 8-Sep-2008 16:32:14 (UTC+8) | - |
| dc.date.available | 18-Apr-2007 16:41:45 (UTC+8) | en_US |
| dc.date.available | 8-Sep-2008 16:32:14 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-Apr-2007 16:41:45 (UTC+8) | en_US |
| dc.identifier (Other Identifiers) | 922416H004023.pdf | en_US |
| dc.identifier.uri (URI) | http://tair.lib.ntu.edu.tw:8000/123456789/4133 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/4133 | - |
| dc.description (描述) | 核定金額：741000元 | en_US |
| dc.description.abstract (摘要) | 本文針對集團所屬企業之券商是否存在熟悉偏誤進行研究，以提供過 度自信與私有資訊假說提供實證證據。我們分析集團所屬企業之券商對於 集團股票與非集團股票的交易，結果顯示集團所屬企業之券商有偏好交易 集團股票的現象。本研究比較集團所屬企業之券商對於集團股票與非集團 股票的交易利潤，結果發現後者的績效遠大於前者，而且當集團所屬企業 之券商交易集團股票的獲利為負值。此一結果顯示集團所屬企業之券商對 於集團股票的交易被非根基於私有資訊，反而集團所屬企業之券商對於集團股票所認為的資訊優勢容易導致該券商過度自信，支持熟悉偏誤假說。 | - |
| dc.description.abstract (摘要) | This paper provides empirical evidence on overconfidence and information asymmetry by analyzing the trading preference of group-affiliated financial institutions. We examine the group-affiliated financial institution`s activities involving in group stocks and non-group stocks, documenting that there is a preference of traded for financial institutions. This study, then compare the trading performance for group-affiliated financial institutions involving in the trades on group stocks and non-group stocks, and we find that their trades on non-group stocks perform better than those on group stocks, and even more, the trades on group stocks are unprofitable. Our results indicate that their trades are not based on private information; instead, the information advantage of group stocks makes group-affiliated dealers overconfident, supporting the home bias hypothesis. | - |
| dc.format | applicaiton/pdf | en_US |
| dc.format.extent | bytes | en_US |
| dc.format.extent | 100959 bytes | en_US |
| dc.format.extent | 100959 bytes | - |
| dc.format.extent | 12367 bytes | - |
| dc.format.mimetype | application/pdf | en_US |
| dc.format.mimetype | application/pdf | en_US |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | text/plain | - |
| dc.language | zh-TW | en_US |
| dc.language.iso | zh-TW | en_US |
| dc.publisher (Publisher) | 臺北市：國立政治大學財務管理學系 | en_US |
| dc.rights (Rights) | 行政院國家科學委員會 | en_US |
| dc.subject (關鍵詞) | 熟悉偏誤;過度自信;資訊不對稱 | - |
| dc.subject (關鍵詞) | Home bias;Overconfidence;Information asymmetry | - |
| dc.title (題名) | 熟悉偏誤：市場法人與集團關係之研究(2/2) | zh_TW |
| dc.title.alternative (其他題名) | Home Bias for Group-Affiliated Financial Institutions | - |
| dc.type (資料類型) | report | en |
