| dc.contributor.advisor | 郭維裕 | zh_TW |
| dc.contributor.author (作者) | 張軒瑋 | zh_TW |
| dc.creator (作者) | 張軒瑋 | zh_TW |
| dc.date (日期) | 2005 | en_US |
| dc.date.accessioned | 18-九月-2009 14:10:11 (UTC+8) | - |
| dc.date.available | 18-九月-2009 14:10:11 (UTC+8) | - |
| dc.date.issued (上傳時間) | 18-九月-2009 14:10:11 (UTC+8) | - |
| dc.identifier (其他 識別碼) | G0093351010 | en_US |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/35102 | - |
| dc.description (描述) | 碩士 | zh_TW |
| dc.description (描述) | 國立政治大學 | zh_TW |
| dc.description (描述) | 國際經營與貿易研究所 | zh_TW |
| dc.description (描述) | 93351010 | zh_TW |
| dc.description (描述) | 94 | zh_TW |
| dc.description.abstract (摘要) | 本論文研究台灣股市的超額連動性.超額連動性乃資產報酬間非能用市場因子所解釋的部份.本論文建立一個衡量超額連動性的指標,並以該指標對台灣股市及其歷史事件,可能成因做出研究 | zh_TW |
| dc.description.tableofcontents | 1. Introduction 2. Methodology 3. Data 4. Empirical analysis5. ConclusionTableFigureReference | zh_TW |
| dc.format.extent | 44223 bytes | - |
| dc.format.extent | 55896 bytes | - |
| dc.format.extent | 11656 bytes | - |
| dc.format.extent | 23513 bytes | - |
| dc.format.extent | 123381 bytes | - |
| dc.format.extent | 17971 bytes | - |
| dc.format.extent | 42583 bytes | - |
| dc.format.extent | 21476 bytes | - |
| dc.format.extent | 57847 bytes | - |
| dc.format.extent | 142965 bytes | - |
| dc.format.extent | 32473 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | en_US | - |
| dc.source.uri (資料來源) | http://thesis.lib.nccu.edu.tw/record/#G0093351010 | en_US |
| dc.subject (關鍵詞) | 連動性 | zh_TW |
| dc.subject (關鍵詞) | 超額連動性 | zh_TW |
| dc.title (題名) | 台灣股市超額連動性之研究 | zh_TW |
| dc.title (題名) | excess comovement in Taiwan stock market | en_US |
| dc.type (資料類型) | thesis | en |
| dc.relation.reference (參考文獻) | Barberis, N., Shleifer, A., 2003. Style investing. Journal of Financial Economics 68, 161–199. | zh_TW |
| dc.relation.reference (參考文獻) | Barberis, N., Shleifer, A., Wurgler, J., 2002. Comovement. NBER working paper no. 8895. | zh_TW |
| dc.relation.reference (參考文獻) | Bodurtha, J., Kim, D., Lee, C.M., 1995. Closed-end country funds and U.S. market sentiment. Review of | zh_TW |
| dc.relation.reference (參考文獻) | Brad Cornell,2003. Comovement as an Investment Tool. Finance. Paper 17-03 | zh_TW |
| dc.relation.reference (參考文獻) | Campbell, J., Lo, A., MacKinley, C. (1997). The Econometrics of Financial | zh_TW |
| dc.relation.reference (參考文獻) | Markets. Princeton University Press, New Jersey. | zh_TW |
| dc.relation.reference (參考文獻) | Campbell, J., Lettau, M., Malkiel, B., Xu, Y. (2001). Have Individual | zh_TW |
| dc.relation.reference (參考文獻) | Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic | zh_TW |
| dc.relation.reference (參考文獻) | Risk. Journal of Finance, 56, pp. 1-43. | zh_TW |
| dc.relation.reference (參考文獻) | Fama, E., French, K. (1992). The Cross-Section of Expected Stock Returns. | zh_TW |
| dc.relation.reference (參考文獻) | Journal of Finance, 47, pp. 427-465. | zh_TW |
| dc.relation.reference (參考文獻) | Fama, E., French, K. (1993). Common Risk Factors in the Returns of | zh_TW |
| dc.relation.reference (參考文獻) | Stocks and Bonds. Journal of Financial Economics, 33, pp. 3-56. | zh_TW |
| dc.relation.reference (參考文獻) | Greene, W. (1997). Econometric Analysis. Prentice Hall, New Jersey. | zh_TW |
| dc.relation.reference (參考文獻) | Jarl Kallberg and Paolo Pasquariello, Dec, 2004. Time-Series and Cross-Sectional Excess Comovement in Stock Indexes | zh_TW |
| dc.relation.reference (參考文獻) | Pasquariello, P. (2002). Imperfect Competition, Information Heterogeneity, | zh_TW |
| dc.relation.reference (參考文獻) | and Financial Contagion. Working Paper, Stern School of Business, | zh_TW |
| dc.relation.reference (參考文獻) | New York University. | zh_TW |
| dc.relation.reference (參考文獻) | Pindyck, R., Rotemberg, J. (1990). The Excess Co-Movement of Commodity | zh_TW |
| dc.relation.reference (參考文獻) | Prices. Economic Journal, 100, pp. 1173-1189. | zh_TW |
| dc.relation.reference (參考文獻) | Pindyck, R., Rotemberg, J. (1993). The Comovement of Stock Prices. | zh_TW |
| dc.relation.reference (參考文獻) | Quarterly Journal of Economics, 108, pp. 1073-1104. | zh_TW |
| dc.relation.reference (參考文獻) | Sias, R. (2004). Institutional Herding. Review of Financial Studies, 17, pp. 165-206. | zh_TW |
