期刊論文1. | Ferris, Stephen P.、Haugen, Robert A.、Makhija, Anil K.(1988)。Predicting contemporary volume with historic volume at differential price levels: Evidence supporting the disposition effect。Journal of Finance,43(3),677-697。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Banz, R. W.(1981)。The relationships between return on market value of common stocks。Journal of Financial Economics,46,369-382。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Chan, K. C.、Chen, Nan-Fu(1991)。Structural and return characteristics on small and large firms。Journal of Finance,46,1467-1485。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | De Bondt, W.(1993)。Betting on trends:Intuitive forecasts of financial risks and return。International Journal of Forecasting,9,355-371。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Dyl, E.(1977)。Capital gains taxation and the year-end stock market behavior。Journal of Finance,32(1),165-175。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Jegadeesh, N.、Titman, S.(1993)。Returns to buy winners and selling losers: Implications for stock market efficiency。Journal of Finance,48,65-91。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Ritter, J.(1988)。The buying and selling behavior of individual investors at the turn of the year。Journal of Finance,53,1775-1793。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Garvey, Ryan、Murphy, Anthony(2004)。Are Professional Traders too Slow to Realize Their Losses?。Financial Analysts Journal,60(4),35-43。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Bremer, M.、Kato, K.(1996)。Trading volume for winners and losers on the Tokyo Stock Exchange。Journal of Financial and Quantitative Analysis,31(1),127-142。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Weber, Martin、Camerer, Colin F.(1998)。The disposition effect in securities trading: an experimental analysis。Journal of Economic Behavior and Organization,33(2),167-184。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy,96(2),246-273。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Lakonishok, Josef、Smidt, Seymour(1986)。Volume for Winners and Losers: Taxation and Other Motives for Stock Trading。Journal of Finance,41(4),951-974。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Shapira, Z.、Venezia, I.(2001)。Patterns of Behavior of Professionally Managed and Independent Investors。Journal of Banking and Finance,25(8),1573-1587。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Schlarbaum, Gary G.、Lewellen, Wilbur G.、Lease, Ronald C.(1978)。Realized Returns on Common Stock Investments: The Experience of Individual Investors。Journal of Business,51(2),299-325。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance,40(3),777-790。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Moskowitz, Tobias J.、Grinblatt, Mark(1999)。Do Industries Explain Momentum?。The Journal of Finance,54(4),1249-1290。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Olsen, Robert A.(1998)。Behavioral Finance and its Implications for Stock-Price Volatility。Financial Analysts Journal,54(2),10-18。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Statman, Meir(1999)。Behavioral Finance: Past Battles and Future Engagements。Financial Analysts Journal,55(6),18-27。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Thaler, Richard H.(1985)。Mental Accounting and Consumer Choice。Marketing Science,4(3),199-214。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Tversky, Amos、Kahneman, Daniel(1981)。The Framing of Decisions and the Psychology of Choice。Science,211(4481),453-458。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Thaler, Richard H.(1999)。Mental Accounting Matters。Journal of Behavioral Decision Makings,12(3),183-206。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Kahneman, Daniel、Tversky, Amos(1979)。Prospect Theory: An Analysis of Decision under Risk。Econometrica: Journal of the Econometric Society,47(2),263-292。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Reinganum, Marc R.(1981)。Misspecification of capital asset pricing: empirical anomalies based on earnings yields and market values。Journal of Financial Economics,9(1),19-46。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |