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    题名: 共同基金之從眾行為與資訊及追隨領導者行為之關係(2/2)
    其它题名: Information, Follow-the-Leader and Mutual Fund Herding
    作者: 周行一
    关键词: 共同基金;從眾行為;資訊;串連;追隨領導者行為
    Mutual fund;Herding behavior;Information;Cascade;Following leader behavior
    日期: 2002
    上传时间: 2007-04-18 16:41:50 (UTC+8)
    出版者: 臺北市：國立政治大學財務管理學系
    摘要: Sias (2004) suggested that previous studies find little evidence of institutional herding because they use the herding measure of Lakonishok, Shleifer and Vishny (1992). Sias adopted a different methodology and concluded that institutional investors herded due to informational cascades. But mutual funds exhibited the weakest propensity to herd because institutional investors` tendency to herd was influenced by the different environment faced by them. The environment in which Taiwan`s mutual funds operate is conducive to information based herding. We find that herding measure becomes greater as sampling interval lengthens, implying that mutual funds receive and react to private information sequentially. We suggest that Sias` conclusion is a natural result of the limitation of his quarterly data.
    描述: 核定金額：860600元
    数据类型: report
    显示于类别:[財務管理學系] 國科會研究計畫

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