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Dissertations / Theses on the topic 'Investors' types'

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Published: 3 June 2025
Last updated: 31 July 2025

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1

Vasey, Kyle Austin. "Do Accounting Quality Characteristics Attract Different Types of Institutional Investors?" Thesis, The University of Arizona, 2014. http://hdl.handle.net/10150/322079.

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2

Reancharoen, Tipprapa. "Trading strategy and behavior of various investor types between spot and futures market : evidence from Thailand." Thesis, Middlesex University, 2016. http://eprints.mdx.ac.uk/18772/.

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In rational, efficient market, returns on derivative and underlying securities should be perfectly contemporaneously correlated. Due to market imperfections, one of these two markets may reflect information faster. The thesis analyzes the lead-lag relationship between the spot market and futures market, SET50 index and its futures contract, for the Thailand market. Various econometric tools like unit root tests and the Error-Correction Model (ECM) were employed in the study. The Augmented Dickey Fuller tests employed in the study proved that both the selected markets were stationary series aft
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3

OH, Natalie Yoon-na Banking &amp Finance Australian School of Business UNSW. "Essays on the dynamic relationship between different types of investment flow and prices." Awarded by:University of New South Wales. Banking and Finance, 2005. http://handle.unsw.edu.au/1959.4/22041.

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This thesis presents three related essays on the dynamic relationship between different types of investment flow and prices in the equity market. These studies attempt to provide greater insight into the evolution of prices by investigating not ???what moves prices??? but ???who moves prices??? by utilising a unique database from the Korean Stock Exchange. The first essay investigates the trading behaviour and performance of online equity investors in comparison to other investors on the Korean stock market. Whilst the usage of online resources for trading is becoming more and more prevalent
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4

Ozlanski, Michael Edward. "Effects of Principles vs. Rules Based Accounting Standards and Increased Audit Reporting on Investors' Perceptions of Management's Reporting Credibility." Diss., Virginia Tech, 2013. http://hdl.handle.net/10919/50564.

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The purpose of this study is to investigate how the effects of principles vs. rules based accounting standards and a potential change in the audit reporting model will affect investors' perceptions of management's reporting credibility.  The Securities and Exchange Commission is currently considering the adoption of International Financial Reporting Standards, which is considered to be a set of principles based accounting standards.  Whereas, U.S. Generally Accepted Accounting Principles are considered rules based.  Additionally, the Public Company Accounting Oversight Board is considering a p
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Morrison, John Harris III. "An analysis of investor types in real estate capital markets : their behavior and performance from 2000 to 2006." Thesis, Massachusetts Institute of Technology, 2006. http://hdl.handle.net/1721.1/37442.

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Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Architecture, 2006.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Includes bibliographical references (p. 58-59).<br>This thesis explores the timing and returns of eight types of real estate investors between 2000 and 2006. The investor types considered are 1) private local, 2) private national, 3) institutional, 4) public REIT (Real Estate Investment Trust), 5) foreign, 6) user/other, 7) syndicator and 8) condo converter. Obs
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Yi, Bingsheng. "Two Essays on Security Offerings: Information Production, Investor Perception and The Types of External Financing, and A Unified Analysis on Financing Choices and Offering Costs." [Tampa, Fla.] : University of South Florida, 2005. http://purl.fcla.edu/fcla/etd/SFE0001173.

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7

Lee, Samuel. "Information and control in financial markets." Doctoral thesis, Stockholm : Economic Research Institute, Stockholm School of Economics (EFI), 2009. http://www2.hhs.se/efi/summary/799.htm.

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8

Sener, Tournus Pinar. "Family involvement in firm and its implications for firm performance : dividend behavior and foreign holdings." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010069.

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Cette thèse, en portant une attention particulière sur les entreprises familiales turques et par l'utilisation d'une approche fondée sur la théorie de l'agence, a pour objectif de mettre en lumière les implications du capital familial sur la performance, la distribution de dividendes et les avoirs étrangers. Elle étudie premièrement en s'appuyant sur une méta-analyse, la relation entre l'impact net du capital familial sur la performance de l'entreprise et l'effet de modérateurs sur cette relation. Ensuite, elle examine si, en Turquie, le capital familial comble ou profite des lacunes instituti
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9

Wang, Yi-ting, and 王依婷. "The Analysis of Trading Preferences among Various Types of Investors." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/45699294138322038150.

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碩士<br>國立中正大學<br>會計與資訊科技所<br>95<br>This thesis investigates whether there are specific trading preferences for stock characteristics among various types of investors in Taiwan stock markets. By examining the stock trading, we apply the methods of statistical regression and data mining to investigate whether the investors with different characteristics, such as gender, wealth levels, and trading frequency show any preferences with respect to different stock characteristics, such as EPS, dividend yield, market-to-book, and prices. The results show that in general, investors in Taiwan show greater
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10

Lee, Chi-chuan, and 李其權. "The information of open interest of three major types institutional investors." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/87050817132469085184.

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11

Lin, Yu-Jing, and 林鈺靜. "Herding Behavior among Various Types of Investors in Taiwan Stock Market." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/11347655282495283083.

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碩士<br>國立臺灣科技大學<br>財務金融研究所<br>103<br>This study estimated herding behavior and feedback trading among four types of investors: foreign investors, security investment trust companies, dealers and non-institutional investors. We adopted Taiwan Stock Exchange daily data from February, 2009 to January, 2012 to calculate D ratio, the index from Lakonishok et al. (1992). We used this index as a variable in vector autoregression model and Granger causality test to estimate herding behavior and feedback trading behavior. Moreover, we separated the data as expansion period and contraction period to esti
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12

Wu, Yi-ling, and 吳宜凌. "Disposition effect of difference types of investors in Taiwan Futures Market." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/72224388235155867305.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>101<br>In this paper we examines whether the disposition effect, the tendency of investors to ride losses and realize gains. We use the trading records of all market participants from January 1, 2008 to October 31, 2008 and measure the disposition effect (DE) according the Odean (1998). We use the methodology which presents evidence on the existence of the disposition effect in Taiwan future market. Using a unique dataset, we find strong evidence for the disposition and explain this in terms of investor characteristics on three types of investors. We divide tra
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13

Lee, Po-ling, and 李伯霖. "Timing Ability of Three Major Types of Investors in Taiwan Futures Market." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/07267913019632833741.

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碩士<br>國立中央大學<br>財務金融學系在職專班<br>101<br>Abstract This article examines the market timing ability of three major types of investors, including foreign institutional investors, domestic institutional investors and proprietary investors, in the Taiwan index futures markets over November 25, 2009 - December 28, 2012, using the daily long and short trading net positions and net open interest. We investigate traders’ market-timing ability, and also study how traders’ performance varies with trade size. The results show that the foreign institutional investors have the best performance for their daily
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LIANG, Feng-Ling, and 梁鳳玲. "Analysis of Herding Behavior among Various Types of Investors in Taiwan Stock Market." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/65439523699173326050.

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15

Hsu, Ning-Fang, and 許寧芳. "Analysis of Trading Behavior among Various Types of Investors on Price Limits Days." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/41664800631104282946.

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碩士<br>國立中正大學<br>會計與資訊科技所<br>95<br>We analyze trading behavior among various types of investors and stock characteristics in the Taiwan bond futures market on price limits days , using data from January 2, 2004 to October 31, 2005. We find that investors make no profit of stocks on price limits days because investors take contrarian investment strategy so that they can make a profit on price reversal days and make no profit on price continuous days. For various types of investors, institutional and the wealthiest investors take momentum investment strategy and they gain a profit. We think that
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Hsu, Tsai-Hsuan, and 許彩璿. "Monthly Sales Announcements and Behavioral Bias: The Evidence of Different Types of Investors." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/kjz7zf.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>106<br>Based on the research hypothesis and empirical method proposed by Ku (2017), this paper focuses on the common stock listed on the Taiwan Stock Exchange or Taipei Exchange, and the research period is from January 2001 to December 2016. This paper utilizes the previous and the following monthly sales announcement to examine how different types of investors (institution investors and individual investors) respond to the consistent monthly sales performance and whether there are different behavioral biases between institution investors and individual investors. Th
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17

HOU, WEI-YU, and 侯威宇. "How Do the Trading Volume of Different Types of Investors Impact the Abnormal Returns ?" Thesis, 2017. http://ndltd.ncl.edu.tw/handle/q58pan.

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碩士<br>國立雲林科技大學<br>財務金融系<br>105<br>This study uses the event study method to realize the fluency of trading volume by different investors groups. The research’s data are based on the information of 106 listed companies in Taiwan and their statement dates during 2012-2015, and the stock trading volume in 10 days before and after the statement, reckoning whether the investor groups have got the information earlier than formal announcement. After the analysis, the result demonstrates the parts of abnormal return and transaction have positive reaction. According to results, we can comprehend:
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18

Hsu, Fei-cheng, and 許飛正. "A nalysis of Trading Behaviors amoung Various Types of Investors in Taiwan Stock Market." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/20474080521170215652.

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碩士<br>國立中正大學<br>會計所<br>94<br>This study is to evaluate if the trade behaviors of various type of investors in Taiwan can be explained by the various price-based trading strategies defined in the recent literature in behavior finance and evaluate if certain investor type is implementing the Sophisticated Technical Trading Strategy that also takes into account the relative price momentum to earnings. Our study focuses on trading behavior generated by returns up to six months in the past. The results show that foreign traders, mutual funds, domestic security firms, and individual investors all t
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Li, Chia-Yi, and 李佳益. "The Investment Strategies for Different Types of Investors: Evidence from the Taiwan Stock Market." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/b52vk2.

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碩士<br>國立勤益科技大學<br>工業工程與管理系<br>101<br>There were many empirical studies and theoretical discussed about the appearance of anomalies of momentum strategy return. The literature of recent years thought that the abnormal return of momentum strategy would be explained by macroeconomics. This study used the perspective of behavioral finance to discuss the investment strategies for different types of investors. We divide the five type investors into institute and nature investors and use the Taiwan stock market intraday trade as a sample. The period of study is from January to June, 2011. This paper
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20

Shiau, Jr-Jie, and 蕭志杰. "A Study of the Association of Types of Investors and Price Discount on Private Placement." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/35013877463900739458.

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碩士<br>崑山科技大學<br>企業管理研究所<br>101<br>In this study, the end of 2003 to 2011, listed on the OTC total of 526 private placement of common shares and preferred stocks event as samples to view the subscriber type of private equity discount rate. , Private equity discount rate to take Lai Xiu-Qing, LI Hong-Zhi Tang Pei-Hua (2011) measured in three ways: completion of the private placement closing price, the shareholders 'meeting the day before the tenth day after the average closing price of the closing price and the shareholders' meeting and private calculated as the difference between the price. The
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21

"Activist Investors and Firm Performance Empirical Evidence From Chinese A Share Market." Doctoral diss., 2017. http://hdl.handle.net/2286/R.I.44091.

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abstract: Shareholder Activism is a mechanism by which investors who hold a significant but non-majority percentage of a company’s stock, exercise their voting rights, participate in corporate governance and influence operational decisions of target companies. The purpose is improve corporate governance, increase firm performance and boost share -holders’ returns. Existing studies of shareholder activism, based largely in mature capital markets like the US, come to different conclusions regarding its impact on firm performance. In this paper, I collect data on shareholder activism event
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22

Lin, Kuan-Yu, and 林冠宇. "An Empirical Study of Intraday Herding Behavior for Different Types of Investors in the Taiwan Stock Market." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/37005285105306308731.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>96<br>In this study, we analyses whether Foreign Investors, Mutual funds, Security Dealers and Individual investors are engaged in herding behavior in Taiwan stock market. Different from past literature use infrequent trade data, we use intraday high frequent order data to observe investors’ herding behavior closely and measure accurately. We employ the measure of herding by Lakonishok et al.（1992）and Wermers（1999）.We find all investors use herding in Taiwan stock market. It shows that herding follows U-shaped intraday pattern and the most emphasis is Mutual funds, b
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23

Cheng, Yi-Ting, and 鄭宜庭. "The Dynamic Analysis of Intraday Herding Behavior for Different Types of Investors in the Taiwan Stock Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/26084713065286325584.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>97<br>We analyze whether Security Dealers,Mutual funds, Foreign Investors and Individual Investors are engaged in herding behavior in Taiwan stock market. Besides, we examine the daily and intraday relationship between characteristics of stocks and herding behavior of investors.Lastly,we use VAR and Granger Causality to detect whether leading or not of the behavior of herding for different types of investor.We use high frequency intraday data and employ the measure of herding by Patterson and Sharma(2005)to observe investors'' herding behavior.We find that all inves
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24

Fang, Hao, and 方豪. "An Empirical Study of Herding for the Three Major Types of Institutional Investors in the Taiwan Stock Market." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/wuczm4.

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博士<br>銘傳大學<br>管理研究所<br>97<br>This study examines whether share ownership adjustments and the herding measures of overbought and oversold on numbers and dollar amount by institutional investors in the Taiwan stock market are accompanied by herding effect, feedback trading, cascading and herding impact on price. This study clarifies whether institutional herding behavior in Taiwan results mainly from informational cascades rather than habit investing and on what types of stocks such herding behaviors occur. This study constructs a more rigorous two-dimensional research procedure to clarify which
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25

謝育芬. "The effect of weather on disposition effect of different types of investors: Evidence from the Taiwan futures exchange." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/4zfdza.

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碩士<br>國立政治大學<br>財務管理研究所<br>104<br>There are many studies indicated that weather influences investors’ mood and risk attitude, which then affect investors’ behavior and decision-making. The purpose of this paper is to research how weather influences disposition effect of different types of investors in the futures market through its effect on risk preference. In this paper, we examine two hypotheses. First, we test whether disposition effect may vary across different types of investors. Second, we test how weather influences disposition effect of different types of investors. Using the dataset
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Cheng, Wei-ling, and 鄭為齡. "How "Capital Reduction Policy" of Different Types of Listed Companies in Taiwan Affect Investors'' Rate of Return." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/62179358175184998029.

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碩士<br>國立中央大學<br>財務金融學系碩士在職專班<br>98<br>ABSTRACT This research focuses on the impact of different types of reduction on stockholders&apos;&apos; equity return. The data used in this research include the companies that had capital reduction from the year 1999 through 2009. We also compare the financial ratios of the before and after reduction and the resulting stock price change due to the announcement. The study shows that capital reduction to compensate loss and the share-in -stock reduction lead to the significant rise of debt ratio. This means that most reduction was done through borrowing mo
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27

Zhen-Lin, Chang, and 張震麟. "A Study of Moderating Effect of Types of Investors on the Association between Information Disclosure and Private Equity Placement Discount." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/94784117305811971356.

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碩士<br>崑山科技大學<br>企業管理研究所<br>103<br>This study applies 618 private placement common shares and preferred stocks event as samples which covered the years 2004 through 2013. One part of this study is to test the effects of “types of investors” on the discounting of private equity placement. The other part is to test the effects of “annual report information disclosure and its subpart” on the discounting rate of private placement. The empirical results of this study: Both internal and external investors have insignificantly positive and negative affect on discount rate of private placement, respect
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Lee, Hsin-Chiang, and 李欣強. "The trading behavior of various types of investors between the options and stock markets and the characteristic of structural changes in the variance." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/87384719815356921088.

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碩士<br>銘傳大學<br>財務金融學系碩士班<br>99<br>The main purpose of this study is to investigate the trading behavior of various types of investors between options and stock market as well as to detect the multiple sudden changes in volatility of time series data. This study adopts the intraday time-series data using 15-min frequency options volume, the returns and volume of stock price index to explore the trading behavior between the options and stock market. The empirical results of this study indicate that the trading behavior of individual investors is opposite to the trading behavior of institutional i
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Tsai, Shin-Hua, and 蔡欣樺. "The Impacts of Spot Net Buy and Index Futures Open Interests of the Three Major Types of Institutional Investors on the Return of Stock Index." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/05928482288725484736.

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碩士<br>國立臺灣大學<br>財務金融學研究所<br>100<br>Three major types of institutional investors, namely, investment trust funds, proprietary dealers of securities firms and foreign institutional investors, are becoming more active in Taiwan’s equity market in recent years. Their trading activities are closely watched by other market participants. Starting March 16 of 2009, their net changes in index futures and options positions are disclosed to the public by TAIFEX. We therefore investigate the effect, if any, of these information on the market, together with the information regarding their trading in stock
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Holta, Astri Cecilie Floettre. "Yieldcos: an analysis of which types of YieldCos that have provided investors with abnormal return, and the recognition of the major risk factor exposure for these." Master's thesis, 2020. http://hdl.handle.net/10362/111604.

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A YieldCo is an instrument that owns renewable energy assets and distributes most of its cashflow, coming from the sale of electricity, to investors. Furthermore, a YieldCo can be categorized based on geography, growth strategy, asset-bundling, sponsors and ROFO (right of first offer)agreements. This thesis analyzes whether different types of YieldCos have provided investors with abnormal return, and identifies the types’ risk exposures. Based on a sample of 17 listed European and North American YieldCos, I find that portfolios consisting of European YieldCos, non-growth YieldCos and single-bu
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Chang, Yu-han, and 張玉函. "INVESTOR TYPES AND INFORMATION." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/aghmme.

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碩士<br>大同大學<br>事業經營學系(所)<br>102<br>Insider investors allegedly sold shares of Top Pot before news was released in 2013, which avoiding losses of 60 million. Because of this event, I have some questions about the individual investors. For the individual investors, whether Top Pot Bakery&apos;s insider investors utilize the private information to prevent losses? Do insider individual investors gain from the private information trading? 　　The purpose of this study is to investigate the transactions of individual investors around earnings announcement, and compare the results with the trading behav
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Liao, Hsin-Yen, and 廖信彥. "Order Imbalances, Investor Types and Stock Returns." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/45553382616762822796.

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碩士<br>國立暨南國際大學<br>財務金融學系<br>97<br>This study uses the order and the trade intraday data from Taiwan Stock Exchange (TSE), dividing all the investors into five categories as follows: foreign investors, mutual funds, dealers, other institutions and individuals. As the procedure suggested by Lee and Ready (1991), we compute the order imbalances sorted by investor categories, and investigate the relationship between order imbalances and individual stock return. Furthermore, we examine if the order imbalances of each kind of investor would be the indicator of the future stock return. Results show t
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Su, Li-Hsin, and 蘇麗心. "Short Covering Strategies and Return Predictability of Investor Types." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/87404826230102125946.

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碩士<br>國立中正大學<br>財務金融研究所<br>103<br>Using the component stocks of the Taiwan 50 Index and Taiwan Mid-Cap 100 Index from 2012 to 2014, we examine the relation between short-covering activities and stock return. We find that a past stock return does not affect the behavior of closing a short position by individual investors, and that institutional investors do not cover their short positions at the best stock price (relative minima). Moreover, individual investors predict wrong future returns, whereas institutional investors have the ability to predict future returns. Our results are consistent wi
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MEI, HO HSIEN, and 何先梅. "THE PERFORMANCE OF INDIVIDUAL INVESTORS AND LOTTERY-TYPE STOCK." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/gp37zd.

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碩士<br>國立臺北大學<br>國際財務金融碩士在職專班<br>107<br>Some financial studies explore the possible impact of gambling on the operation of financial markets. They believe that gamblers will irrationally prefer assets that are right-skewed and tend to buy lottery-like stocks that have low prices, highly idiosyncratic skewness and idiosyncratic volatility. Buying such stocks is like holding a lottery. In a short period of time, there is a very low chance of getting extreme positive returns. Even when the average return is negative, investors are willing to take high risks. The research analyzes the impact of lot
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Chen, Jun-Xian, and 陳俊憲. "A Study of the Mutual Fund Performance of Bayesian Investor Types." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/12661222224040578211.

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碩士<br>國立中興大學<br>統計學研究所<br>102<br>In this thesis, we use European mutual funds monthly return data by Taiwan Economic Journal. The dataset spans a period from September 1999 to August 2013 and contains a total of 524 mutual funds. The data in this study is separated into two parts, which are before the financial crisis and after the financial crisis.We measure mutual funds performance under different Bayesian investor types by conditioning managerial skill on macroeconomic variables. Empirical results show that all five Bayesian investors investigated outperform the MSCI Europe Index. Investors
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Li, Yi-Juan, and 李易蓁. "The Investment Sentiment of Various Investor Types in the Stock Market." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/9na85e.

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碩士<br>國立虎尾科技大學<br>財務金融系碩士班<br>105<br>Eugene Fama (1970) proposed efficient market hypothesis, but as the study of the occurrence of historical events and many scholars found that many economic phenomena do not support the efficient market hypothesis, that the market there are many various investor types, however, In view of this, the main purpose of this study was to investigate the relationship between different types of investor sentiment and the stock market. In this study, an indirect investor sentiment indicators into all investors, large investors, medium and small investors sentiment an
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Lin, Chiao-hui, and 林巧惠. "Type of Institutional Investors, Corporate Governance and Strategic Asset Impairment Recognized." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/35916402005487392081.

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碩士<br>朝陽科技大學<br>會計所<br>97<br>Since asset impairment has been brought into practice in Taiwan from 2004, most past researches had only focused on market reaction of asset impairment, company features, motivation, and adoption timing. However, few of studies discussed issues of asset impairment reversing. As a result, this study integrating asset impairment recognized and its reversing comprehensively then examines the effect of strategic earning management induced from subjective judgment and discretionary space allowed in Statement of Financial Accounting Standards No. 35 (SFAS 35). Firstly, K
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Wu, Yan-ching, and 吳燕青. "The Trading Behavior of Various Investor Types in the Taiwan Futures Market." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/22674840075324373464.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險研究所<br>100<br>This study aims at conducting a detailed analysis on the trading patterns and interdependencies among retail investors, professional futures traders, and foreign institutions in the context of Taiwan&apos;&apos;s futures market by using the most active futures contracts, namely, TX futures contracts. We will first examine whose trades are more informative, and then analyze the liquidity provision among various types of investors, and finally the trading performance of various types of investors. The results suggest that retail investors have better info
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Chiao-Ying, Lai, and 賴橋瑩. "Investor Types, Financial Crisis and Price Efficiency: Evidence from China’s Stock Market." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/61792565721239327991.

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碩士<br>國立臺北大學<br>金融與合作經營學系<br>101<br>This research aims to explore whether investors types, pool of investors, and financial crisis would affect the market price efficiency. Based on the theory of Jagadeesh and Titman(1993), this research used the profits of momentum strategy as market price efficiency indicators. The results of this research found that there are four: 1. A-share market has a significant reversal phenomenon, B-share market has no significant momentum or reversal phenomenon. 2. B-share market price efficient than A-share market. 3. Pool of investors does not affect the market pr
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Hsieh, Wen-Xin, and 謝文欣. "Long-term performance of the private equity placements- a study on investor types." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/22182457793671611837.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>98<br>Private placement system has been implemented since February 2002 in Taiwan to cater for the financial need of enterprises. Previous studies indicate that the long-term performance of investment varies with different investors. The study, therefore, examines whether abnormal returns exist and how the investor types influence the long-term performance by analyzing 198 sets of data from private equity companies. Results show that one year later after private equity, abnormal returns significantly exist not only in all samples but also in active private placement
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Yang, Shi-Wei, and 楊世瑋. "Grouping Investor Types and Predicting Price Trends from Volume-Based Broker Network Topologies." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/zeds59.

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碩士<br>國立中山大學<br>財務管理學系研究所<br>106<br>In this study we construct volume-based broker information network and explore the relationship between network topologies and market quality; furthermore, the study uses machine learning to classify investor types and predict short-term price movements in the market. This study is the first use order volume to construct the information network and effectively grouping investors by network topology and machine learning. This study uses social network analysis methods to extract network topologies parameters such as centrality and modularity from the network.
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Koh, PS. "The impact of institutional investor type on corporate earnings management." Thesis, 2001. https://eprints.utas.edu.au/20498/7/whole_KohPingSheng2001.pdf.

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This thesis examines the relation between institutional investor type (specifically, transient and long-term oriented institutional investors) and the discretionary earnings management strategies of their portfolio firms. By focusing on accruals management, it extends current understanding of the relation between institutional investor type and earnings management beyond (a) earnings management through real investment decisions and (b) only firms with research and development activities (Bushee, 1998). The association between transient (long-term oriented) institutional investors and portfolio
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Lin, Shi-Cheng, and 林錫呈. "Analysis of Herding Behavior for Different Types of Investor in the Taiwan Stock Market." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/60143666583232793142.

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碩士<br>淡江大學<br>財務金融學系碩士班<br>98<br>In this study, we investigate the herding behavior of different types of investors, including proprietary dealers, investment trust, QFII and individuals, in the Taiwan stock market. Examining the relationship between Characteristics of stocks and herding behavior and influence of investor’s trading strategies on stock future price. We use intraday tick by tick order data and trade data to calculate the two measures of daily herding, introducing by Lakonishok et al. (1992) and Wermers (1999). It is apparent that proprietary dealers and QFII herd more heavi
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Hsu, Yu-ting, and 徐于婷. "How The Order Imbalance of Different Investor Type Affects Stock Return." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/38561462832523319595.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>101<br>In recent years, market microstructure research has explored, and liquidity and order flows do impact price formation. In Taiwan, the TSE (Taiwan security exchange) market is completely order-driven with no market makers. In our study, split the trading day into nine half-hour periods of trading day. Our approach net trading NT dollar volume of liquidity-demanded and liquidity-supply order imbalances within the trading day for nine intervals, and divide trader types according to trading actives. We examine the contemporaneous relationship between the tr
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Chen, Meng-Chian, and 陳孟謙. "Investors'' type, Sentiment, and Option Skewness－Empirical Evidence from Taiwan Stock Index Option." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/27542720884075478640.

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碩士<br>國立高雄第一科技大學<br>金融研究所<br>100<br>After Taiwan stock index options (TXO) have been listed in the Taiwan Futures Exchange (TAIFEX) at December 24, 2001, the option market has become much more prosperous. Therefore, arbitrageurs and investors have regarded TXO as one of the best financial instruments for the purpose of hedging. This paper examines whether investor sentiment proxy will affect the risk-neutral skewness of index option and the slope of the index option volatility smile. And we find that the risk-neutral skewness of index option is more (less) negative and the slope of the index o
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Lu, Chun-Ting, and 盧俊廷. "Which Type of Investors Makes More Money in the Falling Market, Volatility or Direction Traders?" Thesis, 2013. http://ndltd.ncl.edu.tw/handle/43583813186017734181.

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碩士<br>東海大學<br>財務金融學系<br>101<br>This study compares the influences of direction traders and volatility traders on option prices and investigates whether these impacts differ in the rising and falling markets. Based on empirical results, we first find that the impact of direction traders on TAIEX option prices is evident in both the bullish and bearish markets. It indicates that the direction traders on average make money no matter which market status is in. However, the impact of volatility traders is in a very different pattern. We find that the change in OTM call option prices can be accounte
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Chou, Shih-En, and 周世恩. "A Study of the Effect of Corporate Governance Mechanisms, Type of Investors on Private Placement Discount." Thesis, 2017. http://ndltd.ncl.edu.tw/handle/07776361093756182333.

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碩士<br>崑山科技大學<br>企業管理研究所<br>105<br>This study applies of 748 private placement discount or premium events in Taiwan listed and OTC market companies as research samples during 2004 to 2016. There existed 494 discounts issued, 254 premium issued. And then we discuss the effect of corporate governance mechanisms and type of investors on “whether private placement will have discount” and “the private placement discount rate”. The empirical results show that among corporate governance mechanisms, the higher the deviation from director seat and earning, the higher the likelihood that the private plac
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Tseng, Kuan-hui, and 曾光輝. "the empirical model for the mutual fund investing performance and the investor’s risk type." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/39031693303199012816.

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碩士<br>國立中央大學<br>產業經濟研究所碩士在職專班<br>96<br>The investment performance of mutual fund will influence the investor’s profit, financial solvency and the increase of personal assets, especially in the present of low deposit rate and high loan rate stage. This study examines 1,218 mutual fund investors chosen from A bank in Hsinchu spanning the period from year 2,002 to year 2,007. The econometric regression model is used to analyze the relationship between the mutual fund investing performance and the investor’s risk attitude. In the empirical process, a survey questionnaire is utilized to collect th
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Kao, Shin-Kuang, and 高世光. "The Moderating Effect of Type of Mutual Fund on Investor’s Disposition of Mutual Fund." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/97845038883181011673.

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碩士<br>國立交通大學<br>經營管理研究所<br>104<br>The disposition effect is an asymmetric disposition behavior discovered in behavioral finance. Investors tend to be risk-averse and sell financial assets with increased prices. Instead, investors tend to be risk-seeking and keep assets to wait for another price rise when the price dropped. The sample covers 335 Taiwan open-end equity mutual funds from 2013 June to 2016 January. This is the first case to research on the moderating effect of type of mutual fund on investor’s disposition. The major findings are as follows: Investors of all types of fund in
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Lin, Ruo-Cih, and 林若慈. "A Study of the Association between Type and Components of Investors, Information Disclosure on Private Placement Discount." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/06736072841503266740.

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碩士<br>崑山科技大學<br>企業管理研究所<br>105<br>This study applies 494 private equity placement discounting event as research samples, which occurred in Taiwan listed and OTC market companies issued common stock or preferred stock during 2004 to 2016. The purpose of our study is to verify the degree and impact direction of type and components of investors, annual report information disclosure and their components on “ private equity placement discounting”. Besides, this study is also try to verify the moderating effect of type of investors on the relationships between “annual report information disclosure a
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