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題名:臺灣股票市場過度自信假說之實證
書刊名:證券市場發展季刊
作者:許光華 引用關係陳文華 引用關係黃嘉慧
作者(外文):Hsu, Kuang-huaChen, Wen-huaHuang, Char-huey
出版日期:2004
卷期:16:2=62
頁次:頁115-152
主題關鍵詞:過度反應過度自信行為財務學DHS模型OverreactionOverconfidenceBehavioral financeDHS model
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(9) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:9
  • 共同引用共同引用:47
  • 點閱點閱:63
期刊論文
1.Barber, Brad M.、Odean, Terrance(2002)。Online Investors: Do the Slow Die First?。Review of Financial Studies,15(2),455-487。  new window
2.Ritter, J. R.(2003)。Behavioral Finance。Pacific-Basin Finance Journal,11(4),429-437。  new window
3.周賓凰、池祥萱、周冠男、龔怡霖(2002)。行為財務學--文獻回顧與展望。證券市場發展季刊,14(2)=54,1-47。new window  延伸查詢new window
4.Kyle, A. S.、Wang, F. A.(1997)。Speculation duopoly with agreement to disagree: can overconfidence survive the market test?。Journal of Finance,52,2073-2090。  new window
5.Brown, K. C.、Van Harlow, W.(1988)。Market Overreaction: Magnitude and Intensity-- Surprising Asymmetries Exist in Both Direction and Time。The Journal of Portfolio Management,14(2),6-13。  new window
6.Barber, Brad M.、Odean, Terrance(2000)。Trading is hazardous to your wealth: The common stock investment performance of individual investors。The Journal of Finance,55(2),773-806。  new window
7.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
8.Odean, Terrance(1998)。Volume, Volatility, Price, and Profit When All Traders Are Above Average。Journal of Finance,53(6),1887-1934。  new window
9.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
10.Barber, Brad M.、Odean, Terrance(1999)。The Courage of Misguided Convictions。Financial Analysts Journal,55(6),41-55。  new window
11.Barber, B. M.、Odean, T.(2004)。Are Individual Investors Tax Savvy? Evidence from Retail and Discount Brokerage Accounts。Journal of Public Economics,88(1/2),419-442。  new window
12.Olsen, Robert A.(1998)。Behavioral Finance and its Implications for Stock-Price Volatility。Financial Analysts Journal,54(2),10-18。  new window
13.De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance,42(3),557-581。  new window
14.Barber, Brad M.、Odean, Terrance(2001)。Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment。The Quarterly Journal of Economics,116(1),261-292。  new window
15.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
16.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
17.Howe, J. S.(1986)。Evidence of Stock Market Overreaction。Financial Analysts Journal,42,74-77。  new window
18.林煜宗、洪祥文(1988)。臺灣股票市場投資者過度反應之研究。證券管理,6(2),2-10。  延伸查詢new window
19.Baber, W. R.、Kang, S. H.(2002)。The Impact of Split Adjusting and Rounding on Analysts' Forecast Error Calculations。Accounting Horizons,16(4),277-289。  new window
20.Bloomfield, R.、Nelson, L. M.、Libby, R.、Nelson, M.(2000)。Underreactions, Overreactions and Moderated Confidence。Journal of Financial Markets,3,113-137。  new window
21.Hilliard, J. E.、Savickas, R.(2002)。On the Significance of Event Effects on Unsystematic Volatility。The Journal of Financial Research,25(4),447-462。  new window
22.Kadiyala, P.、Vetsuypens, M. R.(2002)。Are Stock Splits Credible Signals? Evidence from Short-Interest Data。Financial Management,31,31-49。  new window
23.Paul, Z.(1989)。Short-Run Market Overreaction: Size and Seasonality Effects。The Journal of Portfolio Management,15,26-29。  new window
24.Pettengill, G. N.、Jordan, B. D.(1990)。The Overreaction by Hypothesis, Firm Size, and Stock Market Seasonality。The Journal of Portfolio Management,6(3),60-64。  new window
學位論文
1.林欽龍(1992)。臺灣股市有過度反應嗎?(碩士論文)。國立台灣大學。  延伸查詢new window
2.詹家昌(1991)。臺灣股票市場過度反應之實證研究(碩士論文)。私立東海大學。  延伸查詢new window
3.林美珍(1992)。股票價格過度反應的方向、幅度、與密度,0。  延伸查詢new window
4.史凱琳(1999)。過度反應假說在臺灣股票市場之實證研究,沒有紀錄。  延伸查詢new window
5.李紹嬅(2001)。除權除息日股價行為影響因素之探討,沒有紀錄。  延伸查詢new window
6.張淑貞(1998)。臺灣股市除權行情之再檢視,沒有紀錄。  延伸查詢new window
7.賴俊男(2002)。股票股利除權套利之研究,沒有紀錄。  延伸查詢new window
圖書
1.Edwards, R. D.、Magee, J.(2001)。Technical Analysis of Stock Trends。Technical Analysis of Stock Trends。New York, NY。  new window
2.Keynes, J. M.(1964)。The General Theory of Employment, Investment and Money。London, UK:Harcovrt Brace Jornaorich。  new window
3.Williams, J. B.(1956)。The Theory of Investment。The Theory of Investment。Amsterdam, Netherlands。  new window
 
 
 
 
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