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Finance 2014
机构投资者股票投资业绩研究——基于中国A股的经验数据
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Abstract:
[1] | Micheal, C.J. (1968) The performance of mutual funds in the period 1945-1964. The Journal of Finance, 23, 28-30. |
[2] | Gruber, M.J. (1996) Another puzzle: The growth in actively managed mutual funds. Journal of Finance, 51, 783-810. |
[3] | Jonathan, L. (2011) Institutional investors and the limits of arbitrage. Journal of Financial Economics, 102, 62-80. |
[4] | Grinblatt, M. and Sheridan, T. (1992) The persistence of mutual fund performance. Journal of Finance, 47, 1977-1985. |
[5] | Hendricks, D., Jayendu, P. and Richard, Z. (1993) Hot hands in mutual funds. Journal of Business Finance & Accounting, 20, 93-223. |
[6] | Coetzmann, W.N. and Roger, G.I. (1994) Do winners repeat: Predicting mutual fund performance. The Journal of Portfolio Management, 20, 50-54. |
[7] | Daniel, K., Grinblatt, M., Titman, S. and Wermers, R. (1997) Measuring mutual fund performance with characteristic-based benchmarks. Journal of Finance, 52, 1035-1058. |
[8] | Gompers, P. and Metrick, A. (2001) Institutional investors and equity prices. Quarterly Journal of Economics, 116, 229-260. |
[9] | Cohen, R., Gompers, P. and Vuolteenaho, T. (2002) Who underreacts to cash?ow news? Evidence from trading between individuals and institutions. Journal of Financial Economics, 66, 409-462. |
[10] | 彭晗 (2002) 中国证券投资基金选股能力和择机能力的实证研究. 经济评论, 4, 91-94. |
[11] | 王金田, 陆旭先 (2004) 证券投资基金选股和择机能力的实证分析. 统计与信息论坛, 1, 82-84. |
[12] | 唐松莲, 胡奕明 (2011) 机构投资者关注上市公司的信息透明度吗?——基于不同类型机构投资者选股能力视角. 管理评论, 6, 31-40, 48. |
[13] | 缪世岭 (2011) 基于季度时间窗的机构投资者行为效应研究. 经济研究导刊, 8, 111-114. |