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研究生:林應松
研究生(外文):Lin,Edwin
論文名稱:投資人特徵與委託單下單策略
指導教授:王明昌王明昌引用關係
指導教授(外文):Wang,Ming-Chang
口試委員:劉亞秋鄭揚耀
口試委員(外文):Lio,Ya-ChiuZheng,Yang-Yao
口試日期:2011-07-26
學位類別:碩士
校院名稱:國立中正大學
系所名稱:企業管理研究所
學門:商業及管理學門
學類:企業管理學類
論文種類:學術論文
論文出版年:2011
畢業學年度:99
語文別:中文
論文頁數:31
中文關鍵詞:委託單
外文關鍵詞:stock
相關次數:
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  • 下載下載:45
  • 收藏至我的研究室書目清單書目收藏:1
在證券業多年,投資人往往在做決策時,會受到外在資訊的干擾而改變委託方式,改變委託方式進而就會影響最終投資損益。過去許多研究常偏重盤面資訊影響下單決策;本文主要實證為個人特徵是否會影響下單策略,另本文發現盤面資訊確實會影響下單策略,但個人特徵及個股特質亦會影響下單策略。
Over the years in the Taiwan stock market, investors’ decisions have often been influenced by external sources of information causing investor behavior to change and ultimately influence investment results. Past research into this area has heavily focused on information generated by the broader Taiex Index impacting investment decisions; this thesis is primarily focused on how different individuals make differing investment decisions while given the same set of information to base those decisions on.In the process of research, the broader index was still able to impact investment decisions, even though individual investor differences and the peculiarities of individual stocks also impacted investment decisions.
目 錄


圖目錄 III
表目錄 III

第一章 緒論 3
第一節 研究背景與動機 3
第二節:研究目的 3
第三節 研究架構 3

第二章 文獻回顧與假說 3
第一節 文獻回顧 3
第二節 假說 3

第三章 研究資料與方法設計 3
第一節 台灣股票市場委託方式之介紹 3
第二節 研究資料樣本與期間 3
第三節 研究方法 3
第四節 統計結果敘述統計資料 3

第四章 實證結果與分析 3

第五章、結論 3
第一節 研究結果 3
第二節 議題討論與研究意涵 3

參 考 文 獻 3
一、中文部分 3
二、英文部分 3


圖目錄
圖3-1:撮合前買賣委託狀況 3
圖3-2:集合競價 3



表目錄
表1-1 投資人類別交易比重統計表 3
表3-1 假說MODEL之變數定義 3
表3-2 將資料分為年齡與男女來進行其敘述統計。 3
表3-3 將資料分為年齡、男女、與財富,以四分位法來進行其敘述統計。(以成交值最大為根據標的) 3
表3-4 將資料分為年齡、男女、與交易次數,以四分位法來進行其敘述統計。 3
表3-5 將資料分為年齡、男女、與市價或限價單為其敘述統計。(以市價單量為主,若市價單量大於總單量之0.5以上為1,小於則為0) 3
表4-1 當投資者為買單的情況下,所得之模擬計算結果 (1市價單,0為限價單) 3
表4-2 當投資者為賣單的情況下,所得之模擬計算結果 (1市價單,0為限價單) 3


參 考 文 獻
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