| dc.contributor.advisor | 徐燕山 | zh_TW |
| dc.contributor.author (作者) | 林裕斌 | zh_TW |
| dc.contributor.author (作者) | Lin, Yu-Pin | en_US |
| dc.creator (作者) | 林裕斌 | zh_TW |
| dc.creator (作者) | Lin, Yu-Pin | en_US |
| dc.date (日期) | 2004 | en_US |
| dc.date.accessioned | 17-九月-2009 19:25:29 (UTC+8) | - |
| dc.date.available | 17-九月-2009 19:25:29 (UTC+8) | - |
| dc.date.issued (上傳時間) | 17-九月-2009 19:25:29 (UTC+8) | - |
| dc.identifier (其他 識別碼) | G0923570021 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/34085 | - |
| 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) | 92357002 | zh_TW |
| dc.description (描述) | 93 | zh_TW |
| dc.description.abstract (摘要) | 本文利用國內投資人參與民國八十五年一月至八十九年四月間77家IPO競價拍賣的投標資料為樣本，來探討投資人過度自信以及自我歸因偏誤的情形。實證結果發現:過度自信假說於對個人投資人在初級市場的投資行為仍有適用，並且男女皆有過度自信的現象，但沒有足夠證據顯示男性較女性過度自信。最後當投資者上次報酬為正時，投資者會更積極的投標。而上次報酬為負時，對其下次投標標價的影響並不顯著。此點符合自我歸因假說的推論。 | zh_TW |
| dc.description.tableofcontents | 第一章 緒論 第一節 研究目的與動機 1 第二節 研究架構與流程 6第二章 競價拍賣制度介紹與文獻探討 第一節 競價拍賣承銷配售方式之介紹 8 第二節 文獻探討 12 一、行為財務理論模型 12 二、過度自信理論 16第三章 研究資料分析與研究方法 第一節 研究資料分析 22 第二節 研究方法、假說與變數說明 32 一、過度自信 32 二、自我歸因偏誤 36第四章 實證結果分析 第一節 過度自信實證分析 40 第二節 自我歸因實證分析 46第五章 結論與建議 第一節 研究結論 49 第二節 後續研究建議 50 第三節 研究限制 51參考文獻 52圖表次圖1-1開放競拍後，採用競拍做為上市櫃承銷的家數變化……….…………….2表1-1研究期間內採用競拍公司的類別及數量…………………………………..2圖1-2研究流程圖…………………………………………………………………..7圖2-1兩階段承銷流程圖…………………………………………………………10圖2-2價值函數……………………………………………………………………15圖2-3決策權數函數………………………………………………………………15表3-1敘述統計:七十七家在樣本期間a以競拍為承銷方式的公司: 按投資人類別(個人投資人或機構投資人)分類…………………………24表3-2 敘述統計:七十七家在樣本期間以競拍為承銷方式的公司: 按性別分類…………………………………………………………………26圖3-1參與次數人數比例分配:按投資人類別分類…..…………………………29圖3-2參與次數人數比例分配:按性別分類…………..…………………………29圖3-3得標家數人數比例分配:按身份別分類………..…………………………31圖3-4得標家數人數比例分配:按性別分類…………..…………………………31表3-3自我歸因樣本數變化表……………………………………………………38表4-1得標家數與報酬間的關係:按身份別分類……..…………………………43表4-2得標家數與報酬間的關係:按性別分類…………..………………………44表4-3自我歸因迴歸實證結果……………………………………………………48 | zh_TW |
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| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0923570021 | en_US |
| dc.subject (關鍵詞) | 行為財務學 | zh_TW |
| dc.subject (關鍵詞) | 過度自信 | zh_TW |
| dc.subject (關鍵詞) | 自我歸因偏誤 | zh_TW |
| dc.subject (關鍵詞) | 競價拍價 | zh_TW |
| dc.subject (關鍵詞) | 初級市場 | zh_TW |
| dc.subject (關鍵詞) | Behavior finance | en_US |
| dc.subject (關鍵詞) | overconfidence | en_US |
| dc.subject (關鍵詞) | self-attribution bias | en_US |
| dc.subject (關鍵詞) | auction | en_US |
| dc.subject (關鍵詞) | primary market | en_US |
| dc.title (題名) | 投資人過度自信行為之研究:以初級市場為例 | zh_TW |
| dc.type (資料類型) | thesis | en |
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