南華大學機構典藏系統:Item 987654321/6346
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    Please use this identifier to cite or link to this item: http://nhuir.nhu.edu.tw/handle/987654321/6346


    Title: 從投資人交易活動探討台灣加權股價指數之星期效應
    Other Titles: The Day-of-the-Week Effect in Taiwan Weighted Stock Price Index: An Analysis of Investors' Trading Activities
    Authors: 詹淑慧;王嘉隆
    Keywords: 星期效應
    月內效應
    投資人交易活動
    Date: 2007-12-01
    Issue Date: 2010-12-21 16:24:14 (UTC+8)
    Publisher: 南華大學企業管理系管理科學碩士班
    Abstract: 本研究檢驗台股於01/01/1981 - 09/30/2005的星期效應，實證結果顯示1996年以後，台股存在顯著的星期一效應，而且集中在第三及第四個星期一，並未呈現均勻分佈的現象。而且散戶及機構投資人對台股星期一報酬均呈現負相關，雖然機構投資人在台股的交易比重逐年提高，但因散戶交易仍佔整體市場較高的比重，因此並未呈現國外研究顯示的逐漸消失或反轉的現象。
    Relation: 經營管理論叢
    3卷2期
    Appears in Collections:[The Journals of Nanhua University ] Operation management reviews
    [Department of Business Administration, Master/Ph.D Program in Management Sciences] Operation management reviews

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