DC 欄位 | 值 | 語言 |
dc.contributor | Department of Finance, National Taiwan University; Department of Finance, Yuan-Ze University; Department of International Trade and Finance, Fu-Jen Catholic University; Department of Business Administration, Fu-Jen Catholic University. | en |
dc.contributor.author | Chiu, Shean-Bii | en |
dc.contributor.author | Chen, Hsuan-Chi | en |
dc.contributor.author | Yeh, Yin-Hua | en |
dc.contributor.author | Shu, Pei-Gi | en |
dc.creator | Chiu, Shean-Bii; Chen, Hsuan-Chi; Yeh, Yin-Hua; Shu, Pei-Gi | - |
dc.date | 2002-12-19 | - |
dc.date.accessioned | 2006-09-27T10:32:14Z | - |
dc.date.accessioned | 2018-07-09T08:03:09Z | - |
dc.date.available | 2006-09-27T10:32:14Z | - |
dc.date.available | 2018-07-09T08:03:09Z | - |
dc.date.issued | 2002-12-19 | - |
dc.identifier | 20060927122728976527 | zh_TW |
dc.identifier.uri | http://ntur.lib.ntu.edu.tw//handle/246246/20060927122728976527 | - |
dc.description.abstract | Even though mutual fund investors in general are less active than individual investors,
they still exhibit the disposition effect: a tendency to sell winners too soon while keep
losers too long. However, in January and February, the months approaching Chinese
New Year, investors are less disposed to dealing with their winners and losers. This
might be related to their urgency in need of money for preparing the spending during
the Lunar New Year festival; or they trigger the self-control mechanism to clear
position, dubbed as yearend sweep that is a tradition before the Lunar New Year
festival in Chinese societies. In fact, we find that investors have higher average
returns and higher ex-post returns when their tendency of disposition is ameliorated,
as the case in January and February. Moreover, when the market return as a whole is
less than satisfactory, investors tend to exhibit the disposition effect. | en |
dc.format | application/pdf | zh_TW |
dc.format.extent | 182674 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.language | zh-TW | zh_TW |
dc.language.iso | zh_TW | - |
dc.publisher | 臺北市:國立臺灣大學財務金融學系 | zh_TW |
dc.source | http://www.fin.ntu.edu.tw/students/college/0212182.pdf | zh_TW |
dc.subject | disposition effect | en |
dc.subject | mutual fund investors | en |
dc.subject | yearend sweep | en |
dc.title | Does Yearend Sweep Ameliorate the Disposition Effect of
Mutual Fund Investors? | en |
dc.type | report | en |
dc.identifier.uri.fulltext | http://ntur.lib.ntu.edu.tw/bitstream/246246/20060927122728976527/1/0212182.pdf | - |
item.languageiso639-1 | zh_TW | - |
item.cerifentitytype | Publications | - |
item.fulltext | with fulltext | - |
item.openairecristype | http://purl.org/coar/resource_type/c_93fc | - |
item.openairetype | report | - |
item.grantfulltext | open | - |
crisitem.author.dept | Finance | - |
crisitem.author.parentorg | College of Management | - |
顯示於: | 財務金融學系
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