查詢結果分析
來源資料
頁籤選單縮合
題名 | 以信號賽局探討股票的鉅額交易行為=A Study of Signaling Game on Behavior of Block Trading |
---|---|
作者 | 溫育芳; Wen, Yue-fang; |
期刊 | 人文及管理學報 |
出版日期 | 20041100 |
卷期 | 1 2004.11[民93.11] |
頁次 | 頁61-90 |
分類號 | 563.54 |
語文 | chi |
關鍵詞 | 信號賽局; 鉅額交易; Signaling game; Block trading; |
中文摘要 | 有鑑於過去相關文獻的靜態分析,本研究採用動態的觀點,運用信號賽局討論巨額交易者與一般投資人互動的行為,即將巨額交易者與一般投資人視為參賽者,而巨額交易者為信號的放射者,一般投資人為信號的接收者。藉由賽局理論模式的探討,分析參賽者互動間個別期望報酬率的變化,以及巨額交易者與一般投資人的最佳決策為何。期以賽局的理論模式,進一步探討巨額交易事件是否可作為一般投資人的參考指標。 |
英文摘要 | This paper adopted dynamic view to discuss the interaction between the block traders and the general investors. From the viewpoint of signaling game, this paper considered the block traders as signal releasers and the general investors as signal receivers. Via the signaling game models, this paper analyzed the changes of expected return of both sides after the interaction on investment behavior. There are two purposes of this study. The first, this paper discussed the optimal choices for the block traders and the general investors. The second, this paper provided another point of view to estimate the value of block trading events to the general investors. |
本系統之摘要資訊系依該期刊論文摘要之資訊為主。