The Relationship between Transaction of Institutional Investors and Cross-sectional Variation of Stock Returns
碩士 === 國立臺北大學 === 企業管理學系 === 100 === This paper detects the investors’ herding behavior and style investing under extreme market conditions and extreme institutional investors’ transaction. To test the existence of value styling, I decompose the cross-sectional variance depending on market risk, ind...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40825863447937484471 |