A Study of Synchronous and Bucket Trading Behavior of Institutional Investors
The synchronous or contrarian trading behavior was made differently because the stock markets investment strategies for institutional investors who may have the same or different anticipation for the future. The purpose of this study is to explore whether the institutional investors were easy to make the synchronous or contrarian trading behavior for the specific periods. There are important empirical findings for the institutional investors. The results imply the institutional investors trading behavior is not consistent in the different period, especially after the crucial crisis happened, at the ending of the year and in the extreme down period of bull market.
Institutional investors synchronous trading behaviour contrarian trading
Po-Sheng Ko Wen-Chih Lee Cheng-Chung Wu
Department of Public Finance and Taxation National Kaohsiung University of Applied Sciences Department of Institute Finance. Economics and Business Decision National Kaohsiung University of Ap Graduate School of Management National Kaohsiung First University of Science and Technology
国际会议
贵阳
英文
309-312
2011-01-26（万方平台首次上网日期，不代表论文的发表时间）