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    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/95524


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    题名: 前期損益對投資人風險行為的影響
    The effects of prior gains and losses on investors' risk taking behavior
    作者: 陳怡君
    贡献者: 周行一
    陳怡君
    关键词: 行為財務學
    風險行為
    behavioral finance
    risk taking behavior
    日期: 2010
    上传时间: 2016-05-09 16:25:57 (UTC+8)
    摘要: Studies showed that prior outcomes do influence current decisions while we are interested in how prior performance affects individual investors’ risk taking behavior. Tracking 2,947 individual investors’ transaction in Taiwan Top50 Tracker Fund from June 2003 till December 2006, our empirical results indicate both the former risk taking and prior profits have significant influences on individual investors’ later risk taking behavior. We find a positive relation between later risk taking and prior gains but a negative relation between later risk taking and prior losses. Furthermore, according to the amount of prior gains and losses, we find those who experience large sum of gains or losses take far higher risks than those who have modest prior gains or losses.
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    描述: 碩士
    國立政治大學
    財務管理研究所
    96357017
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0096357017
    数据类型: thesis
    显示于类别:[財務管理學系] 學位論文

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