學術論文研討會(#4)

日期：2002年5月24日(星期五)

時間：下午13:40~15:10

地點：地下一樓 演講廳 B

主題：行為財務

主持人：周行一

語言：英文

Paper/Authors:

1. Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets*

  Andy C.W. Chui                         The Hong Kong Polytechnic University, HK

  Sheridan Titman                         University of Texas at Austin and NBER, Austin, USA

  K.C. John Wei                            Hong Kong University of Science and Technology, HK

2. Domestic Investors’ Herding Behavior in Reaction To Foreign Trading

  Yea-Mow Chen                           San Francisco State University, USA

3. Optimal Portfolio and Background Risk: An Exact and an Approximated Solution.

  Francesco Menoncin              Université catolique de Louvain, Belgium

4. The Illusory Nature of Momentum Profits

  David A. Lesmond                      Tulane Universityy, USA

  Michael J. Schill                         University of Virginia, USA

  Chung-Sheng Zhou                     University of Vcalifornia, Riverside, USA

Discussant:

  Chao-shin Chiao     （蕭朝興）     National Dong Hwa University

  MingGyi Hung        （洪明儀）      University of Southern California, USA  

  Edward H. Chow     （周行一）         National Cheng-Chi University

  Yea-Mow Chen                             San Francisco State University, USA