臺灣博碩士論文加值系統

本文以台灣期貨交易所(Taiwan Futures Exchange, TAIFEX)中，交易台灣加權股價指數(TAIEX)期貨合約的散戶為樣本，透過兩個自我控制衡量指標量化散戶的自我控制能力，探討散戶自我控制能力與績效之關聯性。並且將樣本分為前、後兩期，研究交易者前期的自我控制能力是否能夠持續至後期。實證結果發現自我控制能力越高的散戶交易者，其績效品質越好，且越能夠讓獲利持續，顯示出交易者自我控制能力對於績效之影響性。

In this paper, our sample is from individual investors who trade Taiwan Weighted Stock Index (TAIEX) futures in the Taiwan Futures Exchange (TAIFEX). We use two self-control measures quantify the individual’s self-control ability, examine the correction of individual self-control and performance. And the sample is divided into two periods to test whether the early traders study of self-control is able to continue to post. Empirical results show that the higher the self-control of individual traders, the better the quality of its profits, and more continue to make a profit, showing traders the ability for self-control effect of profitability.

中文摘要 i
英文摘要 ii
誌　謝 iii
目錄 iv
表目錄 v
第一章、緒論 1
第二章、文獻探討 5
第一節、非理性的交易行為 5
第二節、自我控制與成功 5
第三章、資料和方法 7
第一節、資料 7
第二節、方法 7
第四章、實證結果 14
第五章、結論 24
參考文獻 25

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