-
1
المؤلفون: 張正怡, Chang, Cheng-Yi
المساهمون: 淡江大學管理科學學系企業經營碩士在職專班, 莊忠柱, Chuang, Chung-Chu
مصطلحات موضوعية: inversed ETF, Leveraged ETF, Market timing, VIX, volatility index, 反向型ETF, 槓桿型ETF, 擇時指標
وصف الملف: 144 bytes; text/html
Relation: 一、 中文部分 許溪南、郭玟秀、鄭乃誠(2005)，「投資人情緒與股價報酬波動之互動關係：台灣股市之實證」，台灣金融財務季刊，6：3，107-121。 二、 英文部分 Baker, M. and J. C. Stein (2004) “Market liquidity as a sentiment indicator,” Journal of Financial Markets, 7, 271-299. Boscaljon, B., G. Filbeck, and X. Zhao (2011) “Market timing using the VIX for style rotation,” Financial Services Review, 20, 35-44. Brown, G. W. and M. T. Cliff (2004) “Investor sentiment and the near-term stock market,” Journal of Empirical Finance, 11:1, 1-27. Copeland, M. M. and T. E. Copeland (1999) “Market timing: Style and size rotation using the VIX,” Financial Analysts Journal, 55, 73-81. De Long, J. B., A. Shleifer, L. H. Summers, and R. J. Waldmann (1990) “Noise trader risk in financial markets,” Journal of Political Economy, 98:4, 703-738. Fleming, J., B. Ostdiek, and R. E. Whaley (1995) “Predicting stock market volatility: A new measure,” Journal of Futures Market, 15:3, 265-302. Giot, P. (2002) “Implied volatility indices as leading indicators of stock index returns?,” Working Paper No. 2002/50, University of Leuvain. Hartmann, U. and F. Ramirez (2013) “Real time detection of turning points in financial time series,” Munich: GRIN Verlag. Larry, C. (1999), “Extreme volatility trading,” Futures, 38. Larry, C. (2002), “Timing your S&P trades with VIX,” Futures, 46. Qadan, M. and G. Cohen (2011) “Is it profitable to invest according to the VIX fear index?,” Journal of Modern Accounting and Auditing, 7:1, 86-90. Rephael, A. B., S. Kandel, and A. Wohl (2012) “Measuring investor sentiment with mutual fund flows,” Journal of Financial Economic, 104, 363-382. Schmelling, M. (2009) “Investor sentiment and stock returns: Some international evidence,” Journal of Empirical Finance, 16:3, 394-408. Simon, D. P. (2003) “The Nasdaq volatility index during and after the bubble,” Journal of Derivatives, 11, 9-24. Simon, D. P. and R. A. Wiggins (2001) “S&P futures returns and contrary sentiment indicators,” Journal of Futures Market, 21:5, 447-462. Simon D. P. and Jim Campasano (2014) “The VIX futures basis: Evidence and trading strategies,”Journal of Derivatives, Spring, 54-69 Traub, H., L. Ferreira, M. Mcardle and M. Antognelli (2000) “Fear and greed in global asset allocation,” Journal of Investing, 9:1, 21-37. Treadway, P. T. and M. C. S. Wong (2013) “Investing in the age of sovereign defaults: How to preserve your wealth in the coming crisis,” New Jersey: Wiley. Whaley, R. E. (2000) “The investor fear gauge,” Journal of Portfolio Management, 26:3, 12-17.; U0002-2906201722464500; http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/114323; http://tkuir.lib.tku.edu.tw:8080/dspace/bitstream/987654321/114323/1/index.html
-
2
المؤلفون: 張正怡, Chang, Cheng-Yi
المساهمون: 淡江大學管理科學學系企業經營碩士在職專班, 莊忠柱, Chuang, Chung-Chu
مصطلحات موضوعية: inversed ETF, Leveraged ETF, Market timing, VIX, volatility index, 反向型ETF, 槓桿型ETF, 擇時指標, eco, manag