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題名:臺灣股市投資人情緒持續反應與股票報酬關係之研究
書刊名:嶺東通識教育研究學刊
作者:葉智丞朱靜眉 引用關係李春安 引用關係
作者(外文):Yeh, Chih-chengChu, Ching-meiLi, Chun-an
出版日期:2008
卷期:2:4
頁次:頁121-142
主題關鍵詞:投資人情緒市場週轉率Investor's sentimentTurnover
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(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:55
  • 點閱點閱:52
期刊論文
1.Howarth, E.、Hoffman, M. S.(1984)。A Multidimensional Approach to the Relationship between Mood and Weather。British Journal of Psychology,75(1),15-23。  new window
2.許溪南、郭玟秀、鄭乃誠(20050900)。投資人情緒與股價報酬波動之互動關係:臺灣股市之實證。臺灣金融財務季刊,6(3),107-121。new window  延伸查詢new window
3.DeLong, J. Bradford、Shleifer, Andrei(1991)。The Stock Market Bubble of 1929: Evidence from Closed-end Funds。Journal of Economic History,52,675-700。  new window
4.Cornelli, Francesca、Goldreich, David、Ljungqvist, Alexander(2006)。Investor Sentiment and Pre-IPO Markets。The Journal of Finance,61(3),1187-1216。  new window
5.Froot, K. A.、O'Connell, P. G.、Seasholes, M. S.(2000)。The Portfolio Flows of International Investors。Journal of Financial Economics,59(2),151-193。  new window
6.Brown, G. W.、Cliff, M. T.(2004)。Investor Sentiment and Near Term Stock Market。Journal of Empirical Finance,11,1-27。  new window
7.Abraham, Abraham、Ikenberry, David L.(1994)。The Individual Investor and the Weekend Effect。Journal of Financial and Quantitative Analysis,29(2),263-277。  new window
8.Eagles, Jong M.(1994)。The Relationship between Mood and Daily Hours of Sunlight in Rapid Cycling Bipolar Illness。Biological Psychology,36(6),422-424。  new window
9.Hirshleifer, David、Shumway, Tyler(2003)。Good Day Sunshine: Stock Returns and the Weather。The Journal of Finance,58(3),1009-1032。  new window
10.Saunders, E. M. Jr.(1993)。Stock Prices and Wall Street Weather。American Economic Review,83(5),1337-1345。  new window
11.Chordia, T.、Swaminathan, B.(2000)。Trading Volume and Cross Autocorrelations in Stock Return。The Journal of Finance,55,913-935。  new window
12.Cooper, M.(1999)。Filter rules based on price and volume in individual security overreaction。The Review of Financial Studies,12,901-935。  new window
13.Gervais, S.、Kaniel, R.、Mingelgrin, D. H.(2001)。The High-Volume Return Premium。The Journal of Finance,56(3),877-919。  new window
14.Neal, Robert、Wheatley, Simon M.(1998)。Do Measures of Investor Sentiment Predict Returns?。Journal of Financial and Quantitative Analysis,33(4),523-547。  new window
15.Lee, Charles M. C.、Swaminathan, Bhaskaran(2000)。Price Momentum and Trading Volume。The Journal of Finance,55(5),2017-2069。  new window
16.周賓凰、張宇志、林美珍(20070700)。投資人情緒與股票報酬互動關係。證券市場發展季刊,19(2)=74,153-190。new window  延伸查詢new window
17.Baker, Malcolm、Stein, Jeremy C.(2004)。Market liquidity as a sentiment indicator。Journal of Financial Markets,7(3),271-299。  new window
18.de Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Noise trader risk in financial markets。Journal of Political Economy,98(4),703-738。  new window
19.Fisher, Kenneth L.、Statman, Meir(2000)。Investor Sentiment And Stock Returns。Financial Analysts Journal,56(2),16-23。  new window
20.Solt, Michael E.、Statman, Meir(1988)。How Useful is the Sentiment Index?。Financial Analysts Journal,44(5),45-55。  new window
21.Campbell, John Y.、Grossman, Sanford J.、Wang, Jiang(1993)。Trading volume and serial correlation in stock returns。The Quarterly Journal of Economics,108(4),905-939。  new window
22.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
23.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
24.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
25.Lee, Wayne Y.、Jiang, Christine X.、Indro, Daniel C.(2002)。Stock Market Volatility, Excess Returns, and the Role of Investor Sentiment。Journal of Banking & Finance,26(12),2277-2299。  new window
26.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
27.Zweig, Martin E.,(1973)。An investor expectations stock price predictive model using closed-end fund premiums。Journal of Finance,28,67-78。  new window
28.Barkham, R. J.、C. W. R. Ward,(1999)。Investor sentiment and noise traders: Discount to net asset value in listed property companies in the U.K.,。Journal of Real Estate Research,18,291-312。  new window
29.Gemmill, G.、D. C. Thomas,(2003)。Does governance affect the performance of closed-end funds?。Working paper, Cass Business School.。  new window
30.Goldstein, K. M.,(1972)。Weather, mood and internal-external control。Percept & Motor Skill,35,786。  new window
31.Lee, C. M. C.、A. Shleifer、R. H. Thaler,(1991)。Invester sentiment and the closed-end fund puzzle。The Journal of Finance,46,75-109。  new window
研究報告
1.Qiu, L.、Welch, I.(2006)。Investor sentiment measures。  new window
2.Barber, B.M.、T.Ordean、N.Zhu(2006)。Do noise traders move market。  new window
學位論文
1.林佳陵(2003)。情緒指標在期貨市場的應用--以日經225指數期貨為例(碩士論文)。銘傳大學。  延伸查詢new window
2.古金尚(2003)。臺灣股票市場投資者心理情緒影響因素之實證研究(碩士論文)。朝陽科技大學。  延伸查詢new window
3.陳達勳(2000)。市場情緒與股票報酬之研究。國立政治大學。  延伸查詢new window
 
 
 
 
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