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dc.contributor.authorMei-Chen Linen_US
dc.contributor.authorKwang-Li Yangen_US
dc.date.accessioned2017-07-25T06:33:39Z-
dc.date.available2017-07-25T06:33:39Z-
dc.date.issued2016-12-01en_US
dc.identifier.issn1028-7319en_US
dc.identifier.urihttp://hdl.handle.net/11536/137150-
dc.description.abstractThis study analyzes what individual traders who engage in TAIEX futures learn from their trading with data covering all TAEIX futures contracts between January 2004 and December 2008. We use a semi-parametric regression model and a Cox proportional hazard rate model for data analysis and find that losing traders stop trading actively after realizing their poor ability of trading, thus supporting the rational learning model. However, traders’ performance does not improve until they have enough trading experience. This finding indicates that traders have limited rationality and that the speed of learning from trading is irritatingly slow.en_US
dc.language.isoen_USen_US
dc.publisher交通大學zh_TW
dc.publisherNational Chiao Tung Universityen_US
dc.subjectExperience;;Learning;;Performanceen_US
dc.titleWhat do individual traders of TAIEX futures learn from their trading activities?en_US
dc.title是否台指期貨交易者能從交易中學習?zh_TW
dc.typeCampus Publicationsen_US
dc.identifier.journal交大管理學報zh_TW
dc.identifier.journalChiao Da Mangement Reviewen_US
dc.citation.volume36en_US
dc.citation.issue2en_US
dc.citation.spage31en_US
dc.citation.epage64en_US
顯示於類別:交大管理學報


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