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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/85299


    Title: 內部人交易策略與股票價量之關係研究
    Authors: 張燕翎
    Chang, Yan-Ling
    Contributors: 林修葳
    張燕翎
    Chang, Yan-Ling
    Keywords: 內部人
    異常交易量
    異常報酬
    insiders
    abcdrmal trading volume
    abcdrmal return
    panel data
    Date: 2001
    Issue Date: 2016-04-18 16:24:19 (UTC+8)
    Abstract: 本篇論文探討在台灣獨有的先申報後轉讓的內部人交易制度下,到底內部人申報轉讓後之執行率公布對一般大眾的影響為何呢?內部人申報轉讓後,有可能實際轉讓,也可能不轉讓或不足額轉讓,端視內部人的策略。我們把焦點放在內部人申報轉讓持股後,當市場公布執行結果後,個股交易量的表現為何。結果發現異常交易量因執行率公布後獲知內部人之淨買淨賣行為而有所增加;但內部人無淨買賣時,交易量無明顯異常。
    Reference: (一)、英文部分
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    (二)、中文部分
    吳毓基, 內部關係人交易績效之研究,國立成功大學國際企業研究所未出版碩士論文,民國89年6月。
    李致榮, 內部關係人申報持股轉讓對股價與交易量的影響,私立輔仁大學管理研究所未出版碩士論文,民國89年6月。
    杜雅健, 內部關係人鉅額持股轉讓交易及申報對股價影響之實證研究, 國立中山大學企業管理研究所未出版碩士論文,民國81年6月。
    徐嘉志,集團內部關係人鉅額交易對其集團整體股價之影響,國立中興大學企業管理研究所未出版碩士論文,民國83年6月。
    郭郁琦, 公司內部關係人的交易行為與機構投資人的反應-以董監事申報持股轉讓為例,國立中正大學財務金融研究所未出版碩士論文,民國86年6月。
    賴薈群, 投資大眾對於內部關係人申報持股轉讓事件反應之實證研究,國立台灣大學國際企業研究所未出版碩士論文,民國87年6 月。
    繆震宇, 臺灣股票市場內部人交易與內部訊息及股價走勢之研究,國立台灣大學財務金融研究所未出版碩士論文,民國82年6月。
    Description: 碩士
    國立政治大學
    國際經營與貿易學系
    88351020
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002001511
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

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