:::

詳目顯示

回上一頁
題名:投資人情緒與股價報酬之關係
書刊名:國立屏東商業技術學院學報
作者:王毓敏陳正佑 引用關係林繼正徐銘澤
作者(外文):Wang, Yu-minChen, Cheng-yuLin, Chi-chengHsu, Ming-tse
出版日期:2008
卷期:10
頁次:頁209-233
主題關鍵詞:行為財務學投資人情緒異質性主成份分析Behavior financeInvestors sentimentHeteroscedasticityPrincipal component analysis
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(0) 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:0
  • 共同引用共同引用:101
  • 點閱點閱:64
期刊論文
1.Otoo, M. W.(1999)。Consumer sentiment and the stock market。Journal of Economic Literature,12(1),1-20。  new window
2.Daniel, K. D.、Hirshleifer, David、Teoh, Siew Hong(2002)。Investor Psychology in Capital Markets: Evidence and Policy Implications。Journal of Monetary Economics,49(1),139-209。  new window
3.Coval, J. D.、Shumay, T.(2005)。Do behavior biases affect prices?。Journal of Finance,60(1),1-34。  new window
4.Fisher, K. L.、Statman, M.(2000)。The sentiment of investors, large and small。Financial Analysts Journal,56,16-23。  new window
5.Lee, C. M. C.、Shleifer, A.、Thaler, R. H.(1991)。Investor sentiment and closed-end fund puzzle。Journal of Finance,46(1),75-109。  new window
6.Kumar, A.、Lee, C. M. C.(2006)。Retail investor sentiment and return comvements。Journal of Finance,61(5),2451-2486。  new window
7.Cornelli, Francesca、Goldreich, David、Ljungqvist, Alexander(2006)。Investor Sentiment and Pre-IPO Markets。The Journal of Finance,61(3),1187-1216。  new window
8.Wang, Y.-H.、Keswani, A.、Taylor, S. J.(2006)。The relationships between sentiment, returns and volatility。International Journal of Forecasting,22(1),109-123。  new window
9.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
10.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
11.王毓敏(20020700)。臺股指數期貨與股票市場交易活動對於波動性的影響。證券市場發展,14(2)=54,49-70。new window  延伸查詢new window
12.Fama, Eugene F.、French, K. R.(1998)。Market Efficiency, Long-Term Returns, and Behavioral Finance。Journal of Financial Economics,49(3),283-306。  new window
13.Engle, Robert F.、Yoo, Byung Sam(1987)。Forecasting and Testing in Co-Integrated Systems。Journal of Econometrics,35(1),143-159。  new window
14.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。  new window
15.郭敏華、郭迺鋒、邱耀初、范秉航(20050800)。性別與投資行為:以臺灣股票市場為例。財務金融學刊,13(2),1-28。new window  延伸查詢new window
16.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
17.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
18.Brown, Gregory W.、Cliff, Michael T.(2004)。Investor sentiment and the near-term stock market。Journal of Empirical Finance,11(1),1-27。  new window
19.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
20.李春安、羅進水、蘇永裕(20060600)。動能策略報酬、投資人情緒與景氣循環之研究。財務金融學刊,14(2),73-109。new window  延伸查詢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.洪培元(2004)。市場情緒指標與股價報酬關係之研究(碩士論文)。雲林科技大學。  延伸查詢new window
3.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
圖書
1.徐俊明(2005)。投資學原理。新陸書局。  延伸查詢new window
2.楊奕農(2005)。時間序列分析--經濟與財務上之應用。臺北:雙葉書廊有限公司。  延伸查詢new window
3.Hamilton, James D.(1994)。Time Series Analysis。Princeton University Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關書籍
 
無相關著作
 
無相關點閱
 
QR Code
QRCODE