| dc.contributor.advisor | 徐燕山 | zh_TW |
| dc.contributor.author (Authors) | 劉威醇 | zh_TW |
| dc.creator (作者) | 劉威醇 | zh_TW |
| dc.date (日期) | 2008 | en_US |
| dc.date.accessioned | 14-Sep-2009 09:06:51 (UTC+8) | - |
| dc.date.available | 14-Sep-2009 09:06:51 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-Sep-2009 09:06:51 (UTC+8) | - |
| dc.identifier (Other Identifiers) | G0963570321 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/31039 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 財務管理研究所 | zh_TW |
| dc.description (描述) | 96357032 | zh_TW |
| dc.description (描述) | 97 | zh_TW |
| dc.description.abstract (摘要) | 許多實証研究發現股票市場存著月轉換期間效應，即每月最後幾個交易至次月前幾個交易日的報酬率顯著高於其他交易日期間，本研究將針對台灣股票市場於月轉換期間是否亦有此效應進行研究。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論 - 3 - 第一節 研究背景與動機 - 3 - 第二節 研究目的與架構 - 5 - 第二章 文獻探討 - 6 - 第一節 元月效應 - 6 - 第二節 星期效應 - 8 - 第三節 月轉換效應 - 10 - 第三章 研究設計 - 12 - 第一節 研究主題名詞定義及樣本選取 - 12 - 第二節 實證方法 - 15 - 第四章 實證結果與分析 - 21 - 第一節 月轉換效應敘述統計 - 22 - 第二節 月轉換效應統計檢定 - 28 - 第三節 二項檢定 - 35 - 第四節 期貨市場建立與月轉換效應 - 36 - 第五章 結論與建議 - 44 - 第一節 研究結論 - 44 - 第二節 後續研究建議 - 46 - 參考文獻 - 47 - | zh_TW |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0963570321 | en_US |
| dc.subject (關鍵詞) | 月轉換效應 | zh_TW |
| dc.subject (關鍵詞) | 元月效應 | zh_TW |
| dc.subject (關鍵詞) | 週末效應 | zh_TW |
| dc.title (題名) | 月轉換效應 | zh_TW |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | 一、 中文參考文獻： | zh_TW |
| dc.relation.reference (參考文獻) | 王彥茸，2000，「台灣實施隔週休二日制度對股市報酬率之影響」，國立中央大學企業管理研究所碩士論文。 | zh_TW |
| dc.relation.reference (參考文獻) | 李春旺，1989，「股價行為與規模效應：台灣股票市場實證研究」，國立政治大學企業管理研究所博士論文。 | zh_TW |
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