| Reference: | 吳志偉（2004）。《台灣股市外資與投信投資策略》。東華大學國際經濟研究所碩士論文。
周舒屏（2003）。《國際機構權益投資偏好成因之探討》。政治大學財務管理所碩士論文。
徐新舫（2007）。《投資人的偏好固定嗎》。政治大學財務管理研究所碩士論文。
烏瑤佩（2003）。《影響外資法人投資台股投資因子之探討》。政治大學金融所碩士論文。
郭曉穎（2004）。《投資人類型、投資注意力與投資決策關聯之研究》。中原大學會計研究所碩士論文。
陳櫻建（2001）。《外資持股比例、公司特性與公司價值》。中正大學財務金融所碩士論文。
湯慧玲（2000）。《外國專業投資機構持股策略與投資標的財務屬性關聯性之研究》。政治大學會計所碩士論文。
Aggarwal, R., L. Klapper, and P. D. Wysocki, 2005, “Portfolio preferences of foreign institutional investors,” Journal of Banking & Finance,29(12), 2919-2946.
Barber, B. M. and T. Odean, 2001, “Boys will be boys: Gender, overconfidence, and common stock investment,” Quarterly Journal of Economics, 116, 261-292.
Bennett, J. A., R. W. Sias, and L.T. Starks, 2003, “Greener Pastures and the Impact of Dynamic Institutional Preferences,” Review of Financial Studies, 16(4), 1203-1238.
Brands, S., D.R. Gallagher, L. Adrian, 2006, “Active Investment Manager Portfolios and Preferences for Stock Characteristics,”Accounting and Finance, 46(2), 169-190.
Chiao, C., and Lin, K. L., 2004, “The informative content of the net-buy information of institutional investors: evidence from the Taiwan stock market,” Review of Pacific Basin Financial Markets and Policies, 7, 259-288.
Covrig, V., S. T. Lau, and L. Ng , 2006,”Do domestic and foreign fund managers have similar preferences for stock characteristics? A cross-country analysis,” Journal of International Business Studies , 37, 407–429.
Cready, W. 1994, “Determinants of Relative Investor Demand for Common Stocks: Professional Adaptation,” Journal of Accounting, Auditing, & Finance, 9, 487-509.
Dahlquist, M. and G. Robertsson, 2001, “Direct foreign ownership, institutional investors, and firm characteristics,” Journal of Financial Economics, 59, 413-440.
Daniel, K. and S. Titman, 1997, “Evidence on the Characteristics of Cross Sectional Variation in Stock Returns,” Journal of Finance, 52(1), 1-33.
Dennis, P. J. and D. Strickland, 2002, “Who blinks in volatile markets, individuals or institutions?” Journal of Finance, 57, 1923-1949.
Del Guercio, D., 1996, “The distorting effect of the prudent-man laws on institutional equity investment,” Journal of Financial Economics, 40, 31-62.
Dierkens, N., 1991, “Information Asymmetry and Equity Issues,” Journal of Financial and Quantitative Analysis, 26, 181-199.
Eakins, S. G., S. R. Stansell, and P. E. Wertheim, 1998, “Institutional Portfolio Composition: An Examination of The Prudent Investment Hypothesis,” Quarterly Review of Economics and Finance,38, 93-109.
Elkinawy, S., 2005,”Mutual fund preferences for Latin American equities surrounding financial crises,”Emerging Markets Review, 6(3), 211-237.
Falkenstein, Eric G.,1996,”Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings,”Journal of Finance, 51(1), 11-135.
Gompers, P. A., and A. Metrick, 1998, “How are large Institutions different from other investors?” Working Paper.
Gompers, P. A., and A. Metrick, 2001, “Institutional investors and equity prices,” Quarterly Journal of Economics, 116, 229-260.
Hessel, C. A. and M. Norman., 1992,” Financial characteristics of neglected and institutionally held stocks,” Journal of Accounting, Auditing, and Finance, 7(2), 313-330.
Jiambalvo, J., S. Rajgopal, and M. Venkatachalam, 2002, “Institutional ownership and the extent to which stock prices reflect future earnings,” Contemporary Accounting Research, 19 (1), 117-146.
Karoui, A., and I. Meier, 2008,“Performance and Characteristics of Mutual Fund Starts,” Working paper.
Kang, J. K., and R. M. Stulz, 2006, “Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan,” Journal of Financial Economics , 46, 3-28.
Ng, L., and F. Wu, 2006, “Revealed stock preferences of individual investors: Evidence from Chinese equity markets,” Pacific-Basin Finance Journal , 14(2), 175-192.
Nofsinger, J., and R. Sias, 1999, “Herding and feedback trading by institutional and individual investors,” Journal of Finance, 54, 2263-2295.
Pinnuck, M., 2004, “Stock Preferences and Derivative Activities of Australian Fund Managers,” Accounting and Finance, 44, 97-120.
Shawky, Hany A., and Smith, David M., 2005, “Optimal Number of Stock Holdings in Mutual Fund Portfolios Based on Market Performance,”Financial Review, 40, 481-495.
Titman, S., K. C. J. Wei, and T. Yamada, 2004, “Stock holding preference and performance by different types of investors,” Working Paper.
Tong, S. and Y. Ning, 2004 “Dose capital structure affect institutional investor choices?” Journal of Investing, 13, 53-66.
Walther, B., 1997, “Investor sophistication and market earnings expectations,” Journal of Accounting Research 35 (2), 157–92. |
