| 期刊論文| 1. | Mehra, R.、Sah, R.(2002)。Mood, Projection Bias and Equity Market Volatility。Journal of Economic Dynamics and Control，26，869-887。   | | 2. | Weiss, A.(1986)。ARCH and Bilinear Time Series Models: Comparison and Combination。Journal of Business and Economic Statistics，4，59-70。 | | 3. | Eagles, Jong M.(1994)。The Relationship between Mood and Daily Hours of Sunlight in Rapid Cycling Bipolar Illness。Biological Psychology，36(6)，422-424。 | | 4. | Hirshleifer, David、Shumway, Tyler(2003)。Good Day Sunshine: Stock Returns and the Weather。The Journal of Finance，58(3)，1009-1032。 | | 5. | Saunders, E. M. Jr.(1993)。Stock Prices and Wall Street Weather。American Economic Review，83(5)，1337-1345。 | | 6. | Forgas, Joseph P.(1995)。Mood and Judgment: The Affect Infusion Model (AIM)。Psychological Bulletin，117(1)，39-66。 | | 7. | Ljung, Greta M.、Box, George E. P.(1978)。On a Measure of Lack of Fit in Time Series Models。Biometrika，65(2)，297-303。 | | 8. | Wright, William. F.、Bower, Gordon H.(1992)。Mood effects on subjective probability assessment。Organizational Behavior and Human Decision Processes，52(2)，276-291。 | | 9. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics，31(3)，307-327。 | | 10. | Granger, Clive William John、Newbold, Paul(1974)。Spurious Regressions in Econometrics。Journal of econometrics，2(2)，111-120。 | 會議論文| 1. | 黃嘉興、王朝仕(2003)。台股指數對美國三大主要指數理性預期關係之探討。2003中華決策科學學會年會暨論文研討會。中華決策科學學會與元培科學技術學院。 延伸查詢 | 研究報告| 1. | Kamstra, M.、Kramer, L.、Levi, M.(2000)。Winter Blues: Seasonal Affective Disorder (SAD), the January Effect, and Stock Market Returns。Faculty of Commerce, University of British Columbia。 | 圖書| 1. | Box, G. E. P.、Jenkins, G. M.、Reinsel, G. C.(1976)。Time Series Analysis: Forecasting and Control。San Francisco：Holden-Day。 | 圖書論文| 1. | Slovic, P.、Melissa, F.、Ellen, P.、Donald, G.(2002)。The Affect Heuristic。Intuitive Judgment: Heuristics and Biases。Cambridge：Cambridge University Press。 | | 2. | Clore, G. L.、Schwarz, N.、Conway, M.(1994)。Affective causes and consequences of social information processing。Handbook of Social Cognition: Basic Processes。Lawrence Erlbaum Associates。 | |