博碩士論文 93428019 完整後設資料紀錄

DC 欄位	值	語言
DC.contributor	財務金融學系	zh_TW
DC.creator	林育屏	zh_TW
DC.creator	Yu-Ping Lin	en_US
dc.date.accessioned	2006-7-20T07:39:07Z
dc.date.available	2006-7-20T07:39:07Z
dc.date.issued	2006
dc.identifier.uri	http://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=93428019
dc.contributor.department	財務金融學系	zh_TW
DC.description	國立中央大學	zh_TW
DC.description	National Central University	en_US
dc.description.abstract	許多前人研究發現在台灣股市中跟隨法人投資是沒有獲利空間的。這篇論文檢視法人日內交易行為，並且跟隨法人日內交易。 我們利用cite{crvhier04}的方法，發現機構投資人喜歡在開盤跟收盤下積極定單交易且從沒有資訊的投資人那獲得報酬。 此外，機構投資人是趨勢交易者，且不喜歡在前期交易量大或是前期波動性大時交易。 我們也發現考慮法人日內資訊是有價值的。	zh_TW
dc.description.abstract	In Taiwan stock market, followiing daily institutional investors’’ net-buy (sell) information after close is found not to be profitable in previous literatures. This paper examines the intraday trading behavior of institutional investors in Taiwan Stock Exchange and the investment strategy following intraday institutional investors. Using the methodology employed by Campbell et al (2004),we find institutional investors fare more likely to submit aggressive orders at open and close than midday to gain from uninformed traders;besides, institutional investors are momentum traders and do not like to submit aggressive orders when previous traded volume and volatility is large. We also find intarday institutional information is worth taking into consideration.	en_US
DC.subject	機構投資人	zh_TW
DC.subject	限價單	zh_TW
DC.subject	日內交易行為	zh_TW
DC.subject	Limit Order	en_US
DC.subject	Aggressive Order	en_US
DC.subject	Intraday Trading Behavior	en_US
DC.subject	Institutional Investors	en_US
DC.title	法人日內投資行為及跟隨法人投資策略	zh_TW
dc.language.iso	zh-TW	zh-TW
DC.title	A Study on Intraday Trading Behavior of Institutional Investors and StrategyFollowing Intraday Institutional Information	en_US
DC.type	博碩士論文	zh_TW
DC.type	thesis	en_US
DC.publisher	National Central University	en_US