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重大事件對從眾行為與投資人情緒之影響：日內資料的實證研究 = The i...

國立高雄大學國際高階經營管理碩士在職專班(IEMBA)

重大事件對從眾行為與投資人情緒之影響：日內資料的實證研究 = The impacts of great events on the herding behavior and the investors' sentiments: Evidences from intraday data

紀錄類型:	書目-語言資料,印刷品 : 單行本
並列題名:	The impacts of great events on the herding behavior and the investors' sentiments: Evidences from intraday data
作者:	薛茗穗,
其他團體作者:	國立高雄大學
出版地:	[高雄市]
出版者:	撰者;
出版年:	2009[民98]
面頁冊數:	58面圖、表 : 30公分;
標題:	從眾傾向
標題:	herding tendency
電子資源:	http://handle.ncl.edu.tw/11296/ndltd/84452026278078034841
附註:	參考書目：面
附註:	指導教授：張志向
摘要註:	本研究旨在藉由日內資料來探討投資人行為與投資人情緒的從眾傾向。相對於早期相關文獻，本研究具有三點特色：首先，本研究採用日內資料進行實證分析。其次，本研究調查重大事件對投資人行為與投資人情緒之影響。最後，本研究調查投資行為、投資情緒與股價績效的領先落後關係。本文實證結果指出，投資人情緒領先投資人行為，而且當GARCH(1,1)模式納入重大事件的虛擬變數時，投資人情緒與投資人行為都具有從眾傾向。此外，在重大事件發生後，投資人情緒的條件波動性出現顯著地改變。 The aim of this study is to apply intraday data to examine the herding tendency of investor’s behavior and investor sentiments. This study differs from previous literature in at least three important aspects. First, this study uses intraday data to do empirical investigation. Second, this study investigates the impacts of great events on the investor’s behavior and the investor sentiments. Finally, we explore the lead-lag relationship among investor’s behavior, investor sentiments, and stock price performance. Our empirical results reveal that investor sentiment leads investor behavior, and both of them have herding tendency for the GARCH(1,1) model with great event dummy variables. Moreover, the conditional volatility of investor sentiments after great events happened is significantly different from that before great events happened.

重大事件對從眾行為與投資人情緒之影響：日內資料的實證研究 = The impacts of great events on the herding behavior and the investors' sentiments: Evidences from intraday data
薛, 茗穗

重大事件對從眾行為與投資人情緒之影響：日內資料的實證研究 = The impacts of great events on the herding behavior and the investors' sentiments: Evidences from intraday data / 薛茗穗撰 - [高雄市] : 撰者, 2009[民98]. - 58面 ; 圖、表 ; 30公分.
參考書目：面指導教授：張志向.
從眾傾向herding tendency

重大事件對從眾行為與投資人情緒之影響：日內資料的實證研究 = The impacts of great events on the herding behavior and the investors' sentiments: Evidences from intraday data
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