+publisher:"NSYSU" +contributor:("Chun-Hua Tang")

NSYSU

1. Li, Fang-zhou. An Empirical Analysis on the Determinants of Financial Leasing:Evidence from Public Listed Companies in Mainland China.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-120739

► Theoretically, debt and leases are treated as substitutes, but empirical results are mixed. However, research that has empirically examined the relationship between leases, debt, and… (more)

Subjects/Keywords: financial leasing; firm size; debt; weight average cost of capital

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Li, F. (2014). An Empirical Analysis on the Determinants of Financial Leasing:Evidence from Public Listed Companies in Mainland China. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-120739

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Li, Fang-zhou. “An Empirical Analysis on the Determinants of Financial Leasing:Evidence from Public Listed Companies in Mainland China.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-120739.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Li, Fang-zhou. “An Empirical Analysis on the Determinants of Financial Leasing:Evidence from Public Listed Companies in Mainland China.” 2014. Web. 19 Jan 2021.

Vancouver:

Li F. An Empirical Analysis on the Determinants of Financial Leasing:Evidence from Public Listed Companies in Mainland China. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-120739.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li F. An Empirical Analysis on the Determinants of Financial Leasing:Evidence from Public Listed Companies in Mainland China. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-120739

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

2. Wu, Tzu-hui. Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138

► A comment investment question is: Is herding behavior rational or irrational? Previous studies donât propose effective methodologies to identify this behavior, or deeply investigate the… (more)

Subjects/Keywords: noise; efficiency; volatility; rational herding; irrational herding; VAR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Wu, T. (2014). Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Wu, Tzu-hui. “Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Wu, Tzu-hui. “Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality.” 2014. Web. 19 Jan 2021.

Vancouver:

Wu T. Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu T. Interaction between Intraday Rational and Irrational Herding Behavior and Market Quality. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527114-142138

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

3. Chen, Nai-wei. The impact of soil liquefaction on housing price â A case of Kaohsiung City.

Degree: Master, Master of Business Administration Program in International Business, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0105117-124604

► This paper analyzes the effects of soil liquefaction on local housing price. Buying a house has always a life-long pursuit. People seek a house which… (more)

Subjects/Keywords: 921 earthquake; Soil liquefaction; Real-estate Database; Hedonic pricing method

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APA (6^th Edition):

Chen, N. (2017). The impact of soil liquefaction on housing price â A case of Kaohsiung City. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0105117-124604

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chen, Nai-wei. “The impact of soil liquefaction on housing price â A case of Kaohsiung City.” 2017. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0105117-124604.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chen, Nai-wei. “The impact of soil liquefaction on housing price â A case of Kaohsiung City.” 2017. Web. 19 Jan 2021.

Vancouver:

Chen N. The impact of soil liquefaction on housing price â A case of Kaohsiung City. [Internet] [Thesis]. NSYSU; 2017. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0105117-124604.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen N. The impact of soil liquefaction on housing price â A case of Kaohsiung City. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0105117-124604

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

4. Chan, Yu-ju. Executive Job-hopping and Compensation.

Degree: Master, Finance, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0512116-230934

► This research analyzes the incentives that induce the executives to hop to the other firms and serve as the Chief Executive Officers (CEOs). We find… (more)

Subjects/Keywords: Executive; Compensation; Job-hopping; Managerial ability; Incentives

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chan, Y. (2016). Executive Job-hopping and Compensation. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0512116-230934

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chan, Yu-ju. “Executive Job-hopping and Compensation.” 2016. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0512116-230934.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chan, Yu-ju. “Executive Job-hopping and Compensation.” 2016. Web. 19 Jan 2021.

Vancouver:

Chan Y. Executive Job-hopping and Compensation. [Internet] [Thesis]. NSYSU; 2016. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0512116-230934.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chan Y. Executive Job-hopping and Compensation. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0512116-230934

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

5. Chang, Chun-Hsiang. An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902

► This paper applied Copula-GARCH methodology for asset allocation of a portfolio with commodities, including, gold, oil, cotton, stock, and bond. We used GARCH(1,1)-student- t to… (more)

Subjects/Keywords: Dependence Structure; Investment Portfolio; Copula-GARCH

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chang, C. (2013). An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chang, Chun-Hsiang. “An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chang, Chun-Hsiang. “An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond.” 2013. Web. 19 Jan 2021.

Vancouver:

Chang C. An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang C. An Application of Copula-GARCH on Asset Allocation: A Case for Gold, Oil, Cotton, Stock, and Bond. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524113-044902

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

6. Li, Jia-Syun. The Empirical Analysis of Volatility Smile in Taiwan Options Market.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-205722

► In this study, we use the regression by Pena (1999) as theoretical implied volatility estimation, and assuming three variables : âThe number of daysâ, âVolumeâ… (more)

Subjects/Keywords: Imply Volatility; Trading Strategy; Black model; Dynamic Hedging; Volatility smile

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Li, J. (2013). The Empirical Analysis of Volatility Smile in Taiwan Options Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-205722

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Li, Jia-Syun. “The Empirical Analysis of Volatility Smile in Taiwan Options Market.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-205722.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Li, Jia-Syun. “The Empirical Analysis of Volatility Smile in Taiwan Options Market.” 2013. Web. 19 Jan 2021.

Vancouver:

Li J. The Empirical Analysis of Volatility Smile in Taiwan Options Market. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-205722.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Li J. The Empirical Analysis of Volatility Smile in Taiwan Options Market. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520113-205722

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

7. Wu, Hsiu-yueh. Investment Performance of Technical Analysis on the Basis of Moving Average.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-160033

► In this research, we attempt to test whether technical analysis can help investors earn positive returns with the trading strategy constructed on the basis of… (more)

Subjects/Keywords: Candlestick; Moving average; Williams Overbought/Oversold Index; Technical analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Wu, H. (2013). Investment Performance of Technical Analysis on the Basis of Moving Average. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-160033

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Wu, Hsiu-yueh. “Investment Performance of Technical Analysis on the Basis of Moving Average.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-160033.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Wu, Hsiu-yueh. “Investment Performance of Technical Analysis on the Basis of Moving Average.” 2013. Web. 19 Jan 2021.

Vancouver:

Wu H. Investment Performance of Technical Analysis on the Basis of Moving Average. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-160033.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu H. Investment Performance of Technical Analysis on the Basis of Moving Average. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-160033

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

8. Huang, Chuan-Lung. Empirical Research on Short Strangle Strategies in TAIEX Option Market.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0616113-030449

► This study examines the performance of short strangle strategies in TAIEX option market with the data between December 2001 and December 2012. We consider two… (more)

Subjects/Keywords: TAIEX option market; short strangle strategies; trading strategies; option

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APA (6^th Edition):

Huang, C. (2013). Empirical Research on Short Strangle Strategies in TAIEX Option Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0616113-030449

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Huang, Chuan-Lung. “Empirical Research on Short Strangle Strategies in TAIEX Option Market.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0616113-030449.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Huang, Chuan-Lung. “Empirical Research on Short Strangle Strategies in TAIEX Option Market.” 2013. Web. 19 Jan 2021.

Vancouver:

Huang C. Empirical Research on Short Strangle Strategies in TAIEX Option Market. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0616113-030449.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang C. Empirical Research on Short Strangle Strategies in TAIEX Option Market. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0616113-030449

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

9. Hung, Chien-Yung. The impact of liquidity risk of collateral on reverse mortgage insurance premium.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-200611

► Taiwan became one of aging countries. The daily expense and health care costs of the elderly will exhaust their deposits and the elderly will face… (more)

Subjects/Keywords: Reverse Mortgage; the delay disposal of collateral; collateral price fluctuations; Insurance Premium Rate; Collateral Liquidity Risk

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Hung, C. (2013). The impact of liquidity risk of collateral on reverse mortgage insurance premium. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-200611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Hung, Chien-Yung. “The impact of liquidity risk of collateral on reverse mortgage insurance premium.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-200611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Hung, Chien-Yung. “The impact of liquidity risk of collateral on reverse mortgage insurance premium.” 2013. Web. 19 Jan 2021.

Vancouver:

Hung C. The impact of liquidity risk of collateral on reverse mortgage insurance premium. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-200611.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hung C. The impact of liquidity risk of collateral on reverse mortgage insurance premium. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0612113-200611

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

10. Yin, Jui-Chun. Analyzing How Insurance Company Invest in Fixed Income Product and Its Return by Cathay Life Insurance Case.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617113-141320

► According to statistics from Taiwan Insurance Institute (TII) on 2011, accumulated asset of insurance companies was amounted to 13 trillion while that of total financial… (more)

▼ According to statistics from Taiwan Insurance Institute (TII) on 2011, accumulated asset of insurance companies was amounted to 13 trillion while that of total financial institutes was 50 trillion. If there is no proper regulation on how insurance companies using their capital there would be sever consequence on financial market. However, insurance companies push up the price in commercial real estate market just reveals that they are in the dilemma of too much capital to allocate. The ratio of the real estate investment and mortgage loan to asset of Cathay started from 24.87% to 13.62% while its total asset grew from 1.6 trillion to 3.3 trillion during research period. It is obvious that its investment return is much affected by real estate market. There are many ways to invest in real estate market, the most influential ways to Cathay are possessing commercial real estate and lending to mortgage loan. Evaluating on asset allocation of insurance companies relies on data provided by companies or questionnaire survey in the previous papers. There was no paper about how to use financial report to do evaluation. This paper evaluates Cathayâs investment return on real estate based on financial report with two profit indicators and suggests ROA to do the following evaluation. The evaluation results are as followsï¼(1)possessing commercial real estateï¼Cathay possesses commercial real estate for rental income, its rental ROA is close to total ROA. However, Cathay has to comply with new regulations made by financial supervisory commission on investment in commercial real estate which will transfer Cathayâs capital from domestic to foreign commercial real estate market and domestic beneficiary arrangement. (2)lending to mortgage loanï¼resulting from low domestic interest rate for a long time, its interest income ROA is lower than total ROA. Whether there is any improvement in interest ROA in the future will affect total ROA a lot. Advisors/Committee Members: Jen-Tsung Huang (committee member), Hua%20Tang%22%29&pagesize-30">Chun-Hua Tang (chair), Wang Chou-wen (committee member), Chang-chiang Chin (chair).

Subjects/Keywords: Fixed Income; Asset Allocation; Financial Report; Real Estate; Insurance Company

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APA (6^th Edition):

Yin, J. (2013). Analyzing How Insurance Company Invest in Fixed Income Product and Its Return by Cathay Life Insurance Case. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617113-141320

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Yin, Jui-Chun. “Analyzing How Insurance Company Invest in Fixed Income Product and Its Return by Cathay Life Insurance Case.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617113-141320.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Yin, Jui-Chun. “Analyzing How Insurance Company Invest in Fixed Income Product and Its Return by Cathay Life Insurance Case.” 2013. Web. 19 Jan 2021.

Vancouver:

Yin J. Analyzing How Insurance Company Invest in Fixed Income Product and Its Return by Cathay Life Insurance Case. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617113-141320.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yin J. Analyzing How Insurance Company Invest in Fixed Income Product and Its Return by Cathay Life Insurance Case. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617113-141320

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

11. Kao, Han-Yuan. Enhance Shareholder Value from Financial Statement Analysis - A Case Study of Chunghwa Telecom.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-110633

► The crisis of American sub-prime loan caused the financial tsunami in 2007 and the crisis of European sovereign-debt forced the governments to implement austerity from… (more)

▼ The crisis of American sub-prime loan caused the financial tsunami in 2007 and the crisis of European sovereign-debt forced the governments to implement austerity from 2012 to now. One after another financial turmoil makes it more difficult for the enterprises to make a profit from businesses. The U.S. Federal Reserve first enacted quantitative easing in 2009 and successively enacted the second and the third round in 2010 and 2012. Japan's quantitative easing monetary policy was introduced in early 2013, resulting yen devaluation and causing other Asian countries to join the currency devaluation. The purpose of the policies is to stimulate domestic economy and to improve the competitiveness of the enterprises. Getting assistance from the government, the enterprises also need to know and analyze their own financial situation to raise the business growth so that the shareholder value may be enhanced. This study is attempting to understand the financial situation of the enterprise by financial statements so as to analyze the relation of the investing cash outflow and operating cash inflow, the condition of economic value added and current operating value, and the future growth value of the enterprise, and, furthermore, to explore the relation of weighted average cost of capital and implied growth rate of the enterprise. This study finds that the investing cash outflow and operating cash inflow of the Chunghwa Telecom are stable. If the Chunghwa Telecom invests more in its non-operating or operating businesses, it should enhance the shareholder value. The economic value added of the Chunghwa Telecom over the years is positive. It shows that the company obtains abnormal returns every year so that the weighted average cost of capital is decreasing year by year, which also contributes to enhance the shareholder value. The implied growth rate and the current operating value of the Chunghwa Telecom are also stable year by year. Therefore, if the future growth value of the company increases, the shareholder value may be enhanced as well. Advisors/Committee Members: Chin-Tarn Lee (chair), Jen-Jsung, Huang (committee member), Hua%20Tang%22%29&pagesize-30">Chun-Hua Tang (chair).

Subjects/Keywords: Future Growth Value; Current Operating Value; Economic Value Added; Chunghwa Telecom; Free Cash Flow

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kao, H. (2013). Enhance Shareholder Value from Financial Statement Analysis - A Case Study of Chunghwa Telecom. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-110633

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Kao, Han-Yuan. “Enhance Shareholder Value from Financial Statement Analysis - A Case Study of Chunghwa Telecom.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-110633.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Kao, Han-Yuan. “Enhance Shareholder Value from Financial Statement Analysis - A Case Study of Chunghwa Telecom.” 2013. Web. 19 Jan 2021.

Vancouver:

Kao H. Enhance Shareholder Value from Financial Statement Analysis - A Case Study of Chunghwa Telecom. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-110633.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kao H. Enhance Shareholder Value from Financial Statement Analysis - A Case Study of Chunghwa Telecom. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-110633

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

12. Yuan, Shu-Fang. Study on the Financial Model of Taiwan Finance Leasing in China â âChailease Finance Companyâ as an Example.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-225218

► In the past 20 years, Global leasing sector maintained a rapid growth. Leasing has become a second way of lending after bank lending nowadays. The… (more)

Subjects/Keywords: Market penetration; Leasing; DuPont Equation; BCG matrix; Chailease Finance Company

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Yuan, S. (2013). Study on the Financial Model of Taiwan Finance Leasing in China â âChailease Finance Companyâ as an Example. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-225218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Yuan, Shu-Fang. “Study on the Financial Model of Taiwan Finance Leasing in China â âChailease Finance Companyâ as an Example.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-225218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Yuan, Shu-Fang. “Study on the Financial Model of Taiwan Finance Leasing in China â âChailease Finance Companyâ as an Example.” 2013. Web. 19 Jan 2021.

Vancouver:

Yuan S. Study on the Financial Model of Taiwan Finance Leasing in China â âChailease Finance Companyâ as an Example. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-225218.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yuan S. Study on the Financial Model of Taiwan Finance Leasing in China â âChailease Finance Companyâ as an Example. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0802113-225218

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

13. Lai, Po-Cheng. Constructing Portfolios According to Financial Statement Information and Copula-GARCH Model in Taiwan Stock Market.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527113-113325

► Stock selection always has been a challenging and important task. This line of research is highly contingent upon reliable stock ranking for successful portfolio construction.… (more)

Subjects/Keywords: Portfolio; Stock Selection; Expected Utility Function; Copula; GARCH; ASKSR

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lai, P. (2013). Constructing Portfolios According to Financial Statement Information and Copula-GARCH Model in Taiwan Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527113-113325

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lai, Po-Cheng. “Constructing Portfolios According to Financial Statement Information and Copula-GARCH Model in Taiwan Stock Market.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527113-113325.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lai, Po-Cheng. “Constructing Portfolios According to Financial Statement Information and Copula-GARCH Model in Taiwan Stock Market.” 2013. Web. 19 Jan 2021.

Vancouver:

Lai P. Constructing Portfolios According to Financial Statement Information and Copula-GARCH Model in Taiwan Stock Market. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527113-113325.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lai P. Constructing Portfolios According to Financial Statement Information and Copula-GARCH Model in Taiwan Stock Market. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0527113-113325

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

14. Cheng, Han-Yi. A Study of Dependence Structure of Real Estate and Other Assets in Taiwan.

Degree: Master, Finance, 2013, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856

► This study investigates whether we can improve the portfolio performance by adding real estate when constructing a portfolio from the perspective of Taiwanese investors by… (more)

▼ This study investigates whether we can improve the portfolio performance by adding real estate when constructing a portfolio from the perspective of Taiwanese investors by observing the relationship between real estate and other assets. In order to focus on Taiwanese investors, this study selects five assets which are easily accessible to them, including stock, interest rate, US dollar, gold, and especially oil, which has a significant influence to economy. And the seasonal data from 1974 to 2012 is involved in this paper. ããConsidering the return of assets, this study takes GJR-GARCH-skew t as marginal distribution of each asset. Traditional multivariate probability distribution, such as normal distribution, has several constraints, including the symmetric structure and the normal marginal distribution, and so on. However, the assumptions are different from the reality. Copula, which allows asymmetric structure involve in joint distribution, and is flexible in choosing marginal distribution, is a method frequently used to solve these problems in recent years. Furthermore, considering that correlation coefficient is fluctuant with time, this study uses both static copula and dynamic copula. Finally, we use copula-vine to simply connect all variants to observe the relationship between assets. ããEmpirical Results show that real estate not only has significantly higher return and lower variance, but also has low correlation coefficient with other assets. No matter in static copula model or dynamic copula model, there is no significant evidence reveals that real estate is related to other assets in the long run. In copula-vine model, the result shows that real estate is not bridge between other assets. By the foregoing, real estate features high and stable return, relatively low variance and low correlation with other assets. Therefore, if investors add the real estates in their portfolios, it can enhance the performance of their portfolios. Besides, in dynamic copula analysis, this study finds that the correlation between real estates and other assets mainly influenced by four types of events, including policies of Central Bank of the Republic of China, the diplomatic events between Taiwan and mainland China, the condition of the Middle East and international financial crisis. As a result, this study suggests that domestic investors should adjust their portfolio by these events. Advisors/Committee Members: Ming-Chi Chen (committee member), Hua%20Tang%22%29&pagesize-30">Chun-Hua Tang (chair), Chia-Chien Chang (chair).

Subjects/Keywords: copula; portfolio; relational structure; Real estate; copula vine

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Cheng, H. (2013). A Study of Dependence Structure of Real Estate and Other Assets in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Cheng, Han-Yi. “A Study of Dependence Structure of Real Estate and Other Assets in Taiwan.” 2013. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Cheng, Han-Yi. “A Study of Dependence Structure of Real Estate and Other Assets in Taiwan.” 2013. Web. 19 Jan 2021.

Vancouver:

Cheng H. A Study of Dependence Structure of Real Estate and Other Assets in Taiwan. [Internet] [Thesis]. NSYSU; 2013. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cheng H. A Study of Dependence Structure of Real Estate and Other Assets in Taiwan. [Thesis]. NSYSU; 2013. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714113-181856

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

15. Yang, Chih-Hsiang. How Price and Volume Affect the Performance of Trading Strategies in Taiwan Stock Market.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619114-203139

► For six kind indices in Taiwan stock market, we use different price strategies and trading volume strategies to see their performances. The performance of the… (more)

Subjects/Keywords: invest strategy; behavior of Institution Investor; The relation between price and volume; cumulative return; performance of invest strategy

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Yang, C. (2014). How Price and Volume Affect the Performance of Trading Strategies in Taiwan Stock Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619114-203139

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Yang, Chih-Hsiang. “How Price and Volume Affect the Performance of Trading Strategies in Taiwan Stock Market.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619114-203139.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Yang, Chih-Hsiang. “How Price and Volume Affect the Performance of Trading Strategies in Taiwan Stock Market.” 2014. Web. 19 Jan 2021.

Vancouver:

Yang C. How Price and Volume Affect the Performance of Trading Strategies in Taiwan Stock Market. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619114-203139.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang C. How Price and Volume Affect the Performance of Trading Strategies in Taiwan Stock Market. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0619114-203139

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

16. Huang, Tang-Ling. Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809

► Baltic dry index (BDI) has a close connection with shipping market. Because BDI is not only a comprehensive freight index of bulk raw materials, but… (more)

▼ Baltic dry index (BDI) has a close connection with shipping market. Because BDI is not only a comprehensive freight index of bulk raw materials, but also the economic indicators of the shipping industry, this study focused on whether BDI is a leading indicator in share price movement of Taiwan shipping stocks and exploring the relationship between international raw material indexes related shipping transport and Taiwan shipping stocks. In this study, bulk shipping stocks in Taiwan were used as the main data which crossed a range of time points of the financial tsunami. The range was divided into two parts. One was January 2000 to July 2007; the other was August 2007 to February 2014. The results of this study are as follows: First, before the financial tsunami, BDI, coal spot price and Taiwan shipping category index had the cointegration relationship between them after the cointergation test. Because their linear combinations were steady-state, BDI, coal spot price and Taiwan shipping category index had the long-run equilibrium relationship. Second, after the financial tsunami, coal spot price, World Bank grain index, World Bank's commodity price index of raw materials had the cointegration relationship between them after cointergation test. Because their linear combinations were steady-state, coal spot price, World Bank grain index, World Bank's commodity price index of raw materials had the long-run equilibrium relationship. Third, the conintegration test showed that regardless of timing of the financial tsunami, coal spot price and Taiwan shipping category index had the long-run equilibrium relationship. Because coal spot price is a leading indicator in most Taiwan bulk shipping stocks, the investors can observe the share price movement of coal spot price to be a reference indicator in the investment of Taiwan bulk shipping stocks. In conclusion, although BDI is anticipated to be highly relevant to Taiwan shipping category index before research, it lost the long-run equilibrium relationship with Taiwan shipping category index after the financial tsunami Advisors/Committee Members: Jen-Tsung Huang (committee member), Hua%20Tang%22%29&pagesize-30">Chun-Hua Tang (chair), Pei-How Huang (chair).

Subjects/Keywords: Baltic dry index; coal spot price; financial tsunami; Taiwan shipping category index; cointergation test

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Huang, T. (2014). Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Huang, Tang-Ling. “Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Huang, Tang-Ling. “Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan.” 2014. Web. 19 Jan 2021.

Vancouver:

Huang T. Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Huang T. Exploring the Factors of Stock Price of Listed Bulk Carrier Companies in Taiwan. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0625114-005809

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

17. Cheng, Kuang-Yu. The Research of Relevance between Ship Price Index and Ship Asset Price.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624114-132812

► The characteristics of the bulk carrier industry are capital-intensive and higher risks. The decisions of purchasing prices of new bulk carriers determine the fixed operating… (more)

▼ The characteristics of the bulk carrier industry are capital-intensive and higher risks. The decisions of purchasing prices of new bulk carriers determine the fixed operating cost affecting the competitive capacity and the profit margin of the corporation. The researcher classified bulk carriers into Cap Size, Panamax Size and Handy Size and then chose new-building bulks price and second-hand bulks price as study objects. This thesis analyzed the probable factors affecting the prices of new-building bulks and second-hand bulks. This study adopts rent (including one-year forward rent, three-year forward rent and spot rent) and freight indexes (including BCI,BPI and BHI) of different bulk sizes as independent variables , and used unit root test, vector autoregressive model to analyze that whether there existed the significant correlation among these factors mentioned above and the price of new-building bulks and second-hand bulks or not in the short term and long term. In addition, the researcher analyzed the relationship between new-building bulks and second-hand bulks. In the further, the researcher used the Granger causality test to survey whether existed the lead-lag relationship among indexes, and the result can used as reference for the corporate management for making decisions. The following are empirical results identified by this thesis: 1. Unit root test identified that the time series data among indexes and bulk prices are non-stationary series. So the researcher transferred these data into stationary series by first order difference method to make the conclusion more accurately. 2. Johansen cointegration test identified that there existed closed relationship among bulk prices, rent, and the volatility of indexes, and these data had stationary equilibrium in the long run. 3. The volatility of spot rent and forward rent had better explanatory power to second-hand bulk price and new building Panamax size bulk, but had less explanatory power to the other. 4. We can regard the volatility of indexes as leading indicator of volatility of second-hand bulk price. 5. The Granger causality test identify that there existed two way causation among rents of shipping market ,indexes and second-hand bulk price, but this result was not found among these factors mention above and new-building bulk price. In conclusion, the author of the thesis suggested that the corporate management can consider volatility of rents, indexes as their reference before purchasing second-hand bulks. However, the new-building bulks price was another story. It didnât correlate with other variables significantly, but can only be explained by its past variation. Advisors/Committee Members: Pei-How Huang (chair), Hua%20Tang%22%29&pagesize-30">Chun-Hua Tang (chair), Jen-Tsung Huang (committee member).

Subjects/Keywords: BCI; unit root test; BPI; BHI; vector autoregressive model; Granger causality test; Cointegration; Vector error correction model

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Cheng, K. (2014). The Research of Relevance between Ship Price Index and Ship Asset Price. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624114-132812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Cheng, Kuang-Yu. “The Research of Relevance between Ship Price Index and Ship Asset Price.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624114-132812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Cheng, Kuang-Yu. “The Research of Relevance between Ship Price Index and Ship Asset Price.” 2014. Web. 19 Jan 2021.

Vancouver:

Cheng K. The Research of Relevance between Ship Price Index and Ship Asset Price. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624114-132812.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cheng K. The Research of Relevance between Ship Price Index and Ship Asset Price. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0624114-132812

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

18. Lin, Hui-ming. A Empirical Study on Risk and Performance of Bond Funds issued by Local Investment Trust Companies.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623114-230240

► The concept of risk and performance for the investors is often vague, and for the Sharpe and Treynor indicators also have inconsistent views. We analyze… (more)

Subjects/Keywords: market-timing; selectivity ability; bond fund; Treynor; Sharpe

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lin, H. (2014). A Empirical Study on Risk and Performance of Bond Funds issued by Local Investment Trust Companies. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623114-230240

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lin, Hui-ming. “A Empirical Study on Risk and Performance of Bond Funds issued by Local Investment Trust Companies.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623114-230240.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lin, Hui-ming. “A Empirical Study on Risk and Performance of Bond Funds issued by Local Investment Trust Companies.” 2014. Web. 19 Jan 2021.

Vancouver:

Lin H. A Empirical Study on Risk and Performance of Bond Funds issued by Local Investment Trust Companies. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623114-230240.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin H. A Empirical Study on Risk and Performance of Bond Funds issued by Local Investment Trust Companies. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0623114-230240

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

19. Lin, Sheng-yi. The impact of corporate performance and policies under the director overlapping among the U.S. REITs.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529114-180733

► Chou et al. (2013) have indicated that when the number of simultaneous directorships held by a person increases, the effects of those simultaneous directorships on… (more)

Subjects/Keywords: board of directors; real estate investment trusts (REITs); social network; corporate governance; director overlap

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APA (6^th Edition):

Lin, S. (2014). The impact of corporate performance and policies under the director overlapping among the U.S. REITs. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529114-180733

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lin, Sheng-yi. “The impact of corporate performance and policies under the director overlapping among the U.S. REITs.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529114-180733.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lin, Sheng-yi. “The impact of corporate performance and policies under the director overlapping among the U.S. REITs.” 2014. Web. 19 Jan 2021.

Vancouver:

Lin S. The impact of corporate performance and policies under the director overlapping among the U.S. REITs. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529114-180733.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin S. The impact of corporate performance and policies under the director overlapping among the U.S. REITs. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0529114-180733

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

20. Chang, Yi-ling. The Effect of Real Estate Mortgage with Prepayment Penalties on the Income Analysis of Financial Institution.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628114-132712

► We use the implicit difference method to measure the influence of four types of penalties on the value of a fixed-rate mortgage (FRM) that has… (more)

Subjects/Keywords: Finite difference method; Mortgage value; PDE; Prepayment and default option

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chang, Y. (2014). The Effect of Real Estate Mortgage with Prepayment Penalties on the Income Analysis of Financial Institution. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628114-132712

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chang, Yi-ling. “The Effect of Real Estate Mortgage with Prepayment Penalties on the Income Analysis of Financial Institution.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628114-132712.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chang, Yi-ling. “The Effect of Real Estate Mortgage with Prepayment Penalties on the Income Analysis of Financial Institution.” 2014. Web. 19 Jan 2021.

Vancouver:

Chang Y. The Effect of Real Estate Mortgage with Prepayment Penalties on the Income Analysis of Financial Institution. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628114-132712.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang Y. The Effect of Real Estate Mortgage with Prepayment Penalties on the Income Analysis of Financial Institution. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0628114-132712

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

21. Chiu, Ke-yu. Investment Performance of Technical Analysis on the Basis of Moving Average: Evidence from Constituent Stocks of TWSE Taiwan 50 Index.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614114-214759

► This research examines whether the technical analysis method helps investors earn positive returns. The trading strategy is constructed on the basis of moving average combined… (more)

Subjects/Keywords: Taiwan 50 Index; Williamâs percent R indicator; K line; Moving average; Technical analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chiu, K. (2014). Investment Performance of Technical Analysis on the Basis of Moving Average: Evidence from Constituent Stocks of TWSE Taiwan 50 Index. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614114-214759

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chiu, Ke-yu. “Investment Performance of Technical Analysis on the Basis of Moving Average: Evidence from Constituent Stocks of TWSE Taiwan 50 Index.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614114-214759.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chiu, Ke-yu. “Investment Performance of Technical Analysis on the Basis of Moving Average: Evidence from Constituent Stocks of TWSE Taiwan 50 Index.” 2014. Web. 19 Jan 2021.

Vancouver:

Chiu K. Investment Performance of Technical Analysis on the Basis of Moving Average: Evidence from Constituent Stocks of TWSE Taiwan 50 Index. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614114-214759.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chiu K. Investment Performance of Technical Analysis on the Basis of Moving Average: Evidence from Constituent Stocks of TWSE Taiwan 50 Index. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0614114-214759

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

22. Lee, Li-Chun. The Free Cash Flow Compositions of Touch Panel Industry and Their Impact Factors.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714114-223425

► Apple Smart Phone has rapidly swept the globe market since Apple launched iPhone series, and raised a wave of touch panels. Under the circumstance that… (more)

▼ Apple Smart Phone has rapidly swept the globe market since Apple launched iPhone series, and raised a wave of touch panels. Under the circumstance that consumer electronics applications have continually increased, the user-friendly touch panel technology gradually expanded from the phone to various kinds of accessories of display applications, such as handheld games, e-books, tablet PCs and multimedia broadcasting and other consumer electronics fields, which led to the great opportunities for global touch panel market. There are more and more companies join to this touch panel production line; upstream and downstream manufacturers invest a lot of capital to share this touch panel market. Taiwan has long been dominated by the foundry and manufacturing industry and its remarkable feature is capital-intensive. "Electronics industry" is the most one; capital has always been a major lifeline of development for enterprise. Therefore, companies often raise their funds through open market in order to maintaining the advantages for business with sustainable management and long-term competitiveness. Hence, the cash flow of enterprises will be significantly important; within the free cash flow, capital expenditure is regarded as a measure index for business expansion in the future, from which we realize that there are certain influence of capital expenditure on the free cash flow. Thus, "what is the business performance for enterprise on capital expenditure?" This is the core issue of this study we would like to discuss. Within the related domestic and international documents for discussing the influence of enterprise increased the capital expenditure on business performance, the empirical represents both positive and negative significant impacts; Within the related domestic and international documents for discussing the free cash flow, the empirical mostly shows that the over-investment will reduce the value of the company and damage the interests of shareholders; also there are some documents consider that operating capital could not deal with capital expenditure. Accordingly, the influence of capital expenditures on the free cash flow is worth to be researched. In this study, we take listed touch panel industry (TP industry) in Taiwan from year 2009 to 2012 as research examples. We expect that through this study, we will understand the factors for impacting the free cash flow of enterprise and the relationship between capital expenditures and the free cash flow. Moreover, to discuss whether the cash flow from operating activities of enterprise is able to deal with the capital expenditures in the future, from which we will observe the operating performance between different sub-industries. There are some empirical results as followings: 1. The main factor for impacting free cash flow is capital expenditure and operating capital increment; 2. The total investment capital of the whole touch panel industry could not create the operating profit; 3. From the aspect of each sub-industry performance, FPC industry has the best… Advisors/Committee Members: Jen-Tsung Huang (committee member), Hua%20Tang%22%29&pagesize-30">Chun-Hua Tang (chair), Pei How Hung (chair).

Subjects/Keywords: Business performance; Touch Panel Industry; Capital Expenditures; Free Cash Flow

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lee, L. (2014). The Free Cash Flow Compositions of Touch Panel Industry and Their Impact Factors. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714114-223425

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lee, Li-Chun. “The Free Cash Flow Compositions of Touch Panel Industry and Their Impact Factors.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714114-223425.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lee, Li-Chun. “The Free Cash Flow Compositions of Touch Panel Industry and Their Impact Factors.” 2014. Web. 19 Jan 2021.

Vancouver:

Lee L. The Free Cash Flow Compositions of Touch Panel Industry and Their Impact Factors. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714114-223425.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lee L. The Free Cash Flow Compositions of Touch Panel Industry and Their Impact Factors. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0714114-223425

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

23. Liu, Pu-ching. An analysis of bidders in mergers and acquisitions.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858

► This thesis analyzes the factors which affect acquirersâ decisions to take over target companies. We find that acquirers are more likely to use stock offers… (more)

Subjects/Keywords: mis-valuation; information asymmetry; mergers and acquisitions; stock offers; abnormal returns

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Liu, P. (2014). An analysis of bidders in mergers and acquisitions. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Liu, Pu-ching. “An analysis of bidders in mergers and acquisitions.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Liu, Pu-ching. “An analysis of bidders in mergers and acquisitions.” 2014. Web. 19 Jan 2021.

Vancouver:

Liu P. An analysis of bidders in mergers and acquisitions. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu P. An analysis of bidders in mergers and acquisitions. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0604114-131858

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

24. Yang, Ya-ting. Internet search query, Advertising and the firm performance.

Degree: Master, Finance, 2014, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0611114-002738

► This paper discusses the influence of internet search queries and advertising on firm performance, in order to explore whether there are differences when the states… (more)

Subjects/Keywords: sales; SVI; advertising; Internet search query

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Yang, Y. (2014). Internet search query, Advertising and the firm performance. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0611114-002738

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Yang, Ya-ting. “Internet search query, Advertising and the firm performance.” 2014. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0611114-002738.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Yang, Ya-ting. “Internet search query, Advertising and the firm performance.” 2014. Web. 19 Jan 2021.

Vancouver:

Yang Y. Internet search query, Advertising and the firm performance. [Internet] [Thesis]. NSYSU; 2014. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0611114-002738.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang Y. Internet search query, Advertising and the firm performance. [Thesis]. NSYSU; 2014. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0611114-002738

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

25. Lin, Sheng-Han. Mutual Fund Flows and Momentum â A Case Study of Taiwan.

Degree: Master, Finance, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0009117-161044

► The momentum effect is among the strongest and most pervasive return anomalies. Recently, the literature demonstrates that mutual fund flows could exacerbate stock market anomalies.… (more)

Subjects/Keywords: momentum effect; mutual fund flow; dumb money; short selling impediments

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lin, S. (2017). Mutual Fund Flows and Momentum â A Case Study of Taiwan. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0009117-161044

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Lin, Sheng-Han. “Mutual Fund Flows and Momentum â A Case Study of Taiwan.” 2017. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0009117-161044.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Lin, Sheng-Han. “Mutual Fund Flows and Momentum â A Case Study of Taiwan.” 2017. Web. 19 Jan 2021.

Vancouver:

Lin S. Mutual Fund Flows and Momentum â A Case Study of Taiwan. [Internet] [Thesis]. NSYSU; 2017. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0009117-161044.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin S. Mutual Fund Flows and Momentum â A Case Study of Taiwan. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0009117-161044

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

26. Yang, Ting-Yuan. How Do Continuous Information and Investor Sentiment Affect Momentum Effect.

Degree: Master, Finance, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-144425

► The momentum effect is the most pervasive return anomalies. Many financial scholars have tried to find what the underlying causes of momentum are. In the… (more)

▼ The momentum effect is the most pervasive return anomalies. Many financial scholars have tried to find what the underlying causes of momentum are. In the view of behavior explanation, investor biases display a main role. Investorsâ underreaction and overreaction to relevant information make return continuation. Among, the flow of the information and investor sentiment may be the causes of momentum effect. Our study investigate whether the information discretetness (ID) affects the return over time. Furthermore, we take investor sentiment into account. In high sentiment period, bad news contradicts with the sentiment due to cognitive dissonance. Bad news diffuse slowly, momentum arisen. Our study employ information discreteness to be a proxy for the flow of information. Under optimism and pessimism, how do information discreteness affect momentum effect. Conclusions listed as follows, 1. Limited with investor attention, investor could only take notice of information which are high media coverage and widely discussed. Since information discreteness is low, continuous information easily be ignored. Information diffuses slowly, stock price reaction delayed. 2. DeLong et al. (1990) provide empirical support sentiment is an irrational reason swayed noise trader. Our study discriminate between optimism and pessimism. Optimism appears to earn higher momentum risk adjusted return. When losersâ bad news contradict with the sentiment due to cognitive dissonance, information diffuses slowly. Also with short-sale impediments, losers return continued to be negative. 3. When investor sentiment arise one standard deviation in prior-period, continuous information return increase 0.6%. It investigate the ability of sentiment to predict return. Due to cognitive dissonance and short-sale impediments, losersâ bad news diffuse slowly, and the momentum effect stronger. Advisors/Committee Members: Jen-Sin Lee (chair), Miao-Ling Chen (committee member), Hua%20Tang%22%29&pagesize-30">Chun-Hua Tang (chair).

Subjects/Keywords: information discreteness; cognitive dissonance; continuous information; investor sentiment; discrete information; momentum effect

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Yang, T. (2017). How Do Continuous Information and Investor Sentiment Affect Momentum Effect. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-144425

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Yang, Ting-Yuan. “How Do Continuous Information and Investor Sentiment Affect Momentum Effect.” 2017. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-144425.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Yang, Ting-Yuan. “How Do Continuous Information and Investor Sentiment Affect Momentum Effect.” 2017. Web. 19 Jan 2021.

Vancouver:

Yang T. How Do Continuous Information and Investor Sentiment Affect Momentum Effect. [Internet] [Thesis]. NSYSU; 2017. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-144425.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yang T. How Do Continuous Information and Investor Sentiment Affect Momentum Effect. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-144425

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

27. Zeng, Jyun-ping. Necessity or Luxury?Luxury recognition, Brand image and Purchase Intention of iPhone.

Degree: Master, Institute of Marketing Communication, 2017, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114117-163433

► iPhone, among smartphone brands, does it project an idea of luxury? How is the brand image of iPhone? Do both of the luxury recognition and… (more)

Subjects/Keywords: iPhone; Purchase intention; Brand image; Smartphone; Luxury recognition

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Zeng, J. (2017). Necessity or Luxury?Luxury recognition, Brand image and Purchase Intention of iPhone. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114117-163433

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Zeng, Jyun-ping. “Necessity or Luxury?Luxury recognition, Brand image and Purchase Intention of iPhone.” 2017. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114117-163433.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Zeng, Jyun-ping. “Necessity or Luxury?Luxury recognition, Brand image and Purchase Intention of iPhone.” 2017. Web. 19 Jan 2021.

Vancouver:

Zeng J. Necessity or Luxury?Luxury recognition, Brand image and Purchase Intention of iPhone. [Internet] [Thesis]. NSYSU; 2017. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114117-163433.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zeng J. Necessity or Luxury?Luxury recognition, Brand image and Purchase Intention of iPhone. [Thesis]. NSYSU; 2017. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0114117-163433

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

28. Jiang, Lin-feng. Investor Attention, Investor Sentiment and Low Volatility Anomaly in Distinct Market State.

Degree: Master, Finance, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0501116-213622

► The âlow volatility anomalyâ is one of popular topics in Behavioral Finance recently. One of potential explanations for the low volatility anomaly is investors have… (more)

▼ The âlow volatility anomalyâ is one of popular topics in Behavioral Finance recently. One of potential explanations for the low volatility anomaly is investors have a preference for lottery-type payoffs. Fong and Toh (2014) indicated investor optimism increases preferences for lottery-type stocks when sentiment is high. However, pertinent literatures donât take investor attention into consideration with investor sentiment and low volatility anomaly simultaneously. Therefore, my study examines whether investor attention could affect low volatility anomaly. I also test the phenomenon that low volatility anomaly on high investor attention stocks should be more significant following high sentiment than low sentiment. This article adopts abnormal volume as the proxy variable of investor attention and then discusses the influence of investor attention on low-volatility strategy in different investor sentiments. The results are as follows: 1. Investors are more optimistic about the future payoffs of lottery-type stocks (speculative stocks) when sentiment is high. The propensity to gamble may also be reinforced by the tendency for investors to seek lottery-type stocks.The highest investor attention quintiles portfolios on low volatility strategies in high sentiment would gain 0.7% risk-adjusted returns higher than those in low sentiment. 2.Chung, Hung and Yeh (2012) examine the asymmetry in the predictive power of investor sentiment in low volatility anomaly across economic expansion and recession states. The result of this article is that investor sentiment displays positive significant predictive power for the highest investor attention quintiles portfolios on low volatility strategies in economic recession. It means that investor demand for lottery-type stocks increases in the short term during bad economic times. Investors who have a preference for lottery-type payoffs seek actively high investor attention stocks, and low volatility anomaly become strong. Advisors/Committee Members: Jen-Sin Lee (chair), Hua%20Tang%22%29&pagesize-30">Chun-Hua Tang (chair), Miao-Ling Chen (committee member).

Subjects/Keywords: Lottery-like stocks; Preferences for lottery-type stocks; Investor sentiment; Investor attention; Low volatility anomaly

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Jiang, L. (2016). Investor Attention, Investor Sentiment and Low Volatility Anomaly in Distinct Market State. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0501116-213622

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Jiang, Lin-feng. “Investor Attention, Investor Sentiment and Low Volatility Anomaly in Distinct Market State.” 2016. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0501116-213622.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Jiang, Lin-feng. “Investor Attention, Investor Sentiment and Low Volatility Anomaly in Distinct Market State.” 2016. Web. 19 Jan 2021.

Vancouver:

Jiang L. Investor Attention, Investor Sentiment and Low Volatility Anomaly in Distinct Market State. [Internet] [Thesis]. NSYSU; 2016. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0501116-213622.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jiang L. Investor Attention, Investor Sentiment and Low Volatility Anomaly in Distinct Market State. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0501116-213622

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

29. Liu, Yu-ling. Firm Size, Information Transfer and Revenue Announcement Price Response.

Degree: Master, Finance, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520116-110458

► At present the evidence on revenue announcements, our study examine observations by Taiwan companies in 2014 and 2015. We examine the relationship between firm size… (more)

Subjects/Keywords: pre-disclosure information; information content; revenue announcement; information transfer; firm size

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Liu, Y. (2016). Firm Size, Information Transfer and Revenue Announcement Price Response. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520116-110458

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Liu, Yu-ling. “Firm Size, Information Transfer and Revenue Announcement Price Response.” 2016. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520116-110458.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Liu, Yu-ling. “Firm Size, Information Transfer and Revenue Announcement Price Response.” 2016. Web. 19 Jan 2021.

Vancouver:

Liu Y. Firm Size, Information Transfer and Revenue Announcement Price Response. [Internet] [Thesis]. NSYSU; 2016. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520116-110458.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liu Y. Firm Size, Information Transfer and Revenue Announcement Price Response. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0520116-110458

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

NSYSU

30. Tsai, Dou-Jin. Permanent income shock and the cross-section of expected stock returns.

Degree: Master, Finance, 2016, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0521116-233423

► According to permanent income theory, because of a limited effect by transitory earning shock to human capital, it canât effect relatively to investorâs portfolio choice… (more)

Subjects/Keywords: Characteristic Portfolio; Cross-Section of Expected Stock Returns; Human Capital; CAPM; Permanent Income Theory

Record Details Similar Records Cite « Share

❌

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Tsai, D. (2016). Permanent income shock and the cross-section of expected stock returns. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0521116-233423

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Tsai, Dou-Jin. “Permanent income shock and the cross-section of expected stock returns.” 2016. Thesis, NSYSU. Accessed January 19, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0521116-233423.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Tsai, Dou-Jin. “Permanent income shock and the cross-section of expected stock returns.” 2016. Web. 19 Jan 2021.

Vancouver:

Tsai D. Permanent income shock and the cross-section of expected stock returns. [Internet] [Thesis]. NSYSU; 2016. [cited 2021 Jan 19]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0521116-233423.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Tsai D. Permanent income shock and the cross-section of expected stock returns. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0521116-233423

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Open Access Theses and Dissertations