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題名:The Impacts of Individual Attributes and Stock Characteristics on Herding
書刊名:證券市場發展季刊
作者:許培基邱顯比 引用關係葉秀娟
作者(外文):Shu, Pei-giChiu, Shean-biiYeh, Hsiu-chuan
出版日期:2009
卷期:21:2=82
頁次:頁1-33
主題關鍵詞:個人群聚關注效果假說代表性啟發處置效果過度自信Individual herdingAttention-grabbing hypothesisRepresentative heuristicThe disposition effectOverconfidence
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(1) 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:1
  • 共同引用共同引用:0
  • 點閱點閱:22
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.Shu, Pei-Gi、Yeh, Yin-Hua、Chiu, Shean-Bii、Chen, Hsuan-Chi(2005)。Are Taiwanese individual investors reluctant to realize their losses?。Pacific-Basin Finance Journal,13(2),201-223。  new window
3.Heath, C.、Huddart, S.、Lang, M.(1999)。Psychological Factors and Stock Option Exercise。Quarterly Journal of Economics,114(2),601-627。  new window
4.Lee, Y. T.、Liu, Y. J.、Roll, R.、Subrahmanyan, A.(2004)。Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange。Journal of Financial and Quantitative Analysis,39,327-342。  new window
5.Sias, R. W.(2004)。Institutional Herding。The Review of Financial Studies,17(1),165-206。  new window
6.Simon, D. P.、Wiggins, R. A. III(2001)。S&P futures and contrary sentiment indicators。Journal of Futures Markets,21(5),447-462。  new window
7.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
8.Saunders, E. M. Jr.(1993)。Stock Prices and Wall Street Weather。American Economic Review,83(5),1337-1345。  new window
9.Langer, Ellen Jane(1975)。The Illusion of Control。Journal of Personality and Social Psychology,32(2),311-328。  new window
10.Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance,51(1),111-135。  new window
11.Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1992)。A theory of fads, fashion, custom, and culture change as information cascades。Journal of Polotical Economy,100(5),992-1026。  new window
12.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
13.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。  new window
14.Tversky, A.、Kahnema, D.(1974)。Judgment under Uncertainty: Heuristic and Biases。Science,185(4157),1124-1131。  new window
15.Lee, Charles M. C.、Shleifer, Andrei、Thaler, Richard H.(1991)。Investor Sentiment and the Closed-End Fund Puzzle。The Journal of Finance,46(1),75-109。  new window
16.Shapira, Z.、Venezia, I.(2001)。Patterns of Behavior of Professionally Managed and Independent Investors。Journal of Banking and Finance,25(8),1573-1587。  new window
17.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
18.Froot, Kenneth A.、Scharfstein, David S.、Stein, Jeremy C.(1992)。Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation。Journal of Finance,47(4),1461-1484。  new window
19.Hirshleifer, David、Subrahmanyam, Avanidhar、Titman, Sheridan(1994)。Security Analysis and Trading Patterns When Some Investors Receive Information Before Others。Journal of Finance,49(5),1665-1698。  new window
20.Nofsinger, John R.、Sias, Richard W.(1999)。Herding and Feedback Trading by Institutional and Individual Investors。The Journal of Finance,54(6),2263-2295。  new window
21.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
22.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
23.Shiller, Robert J.(1984)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity,2,457-510。  new window
24.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
25.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
26.Shleifer, Andrei、Summers, Lawrence H.(1990)。The Noise Trader Approach to Finance。Journal of Economic Perspectives,4(2),19-33。  new window
27.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
28.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
29.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
30.Grinblatt, Mark S.、Keloharju, Matti(2001)。What makes investors trade?。Journal of Finance,56(2),589-616。  new window
31.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics,32(1),23-43。  new window
32.Fama, Eugene F.、MacBeth, James D.(1973)。Risk, Return, and Equilibrium: Empirical Tests。Journal of Political Economy,81(3),607-636。  new window
33.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
34.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance,49(5),1541-1578。  new window
35.Odean, Terrance(1999)。Do Investors Trade too Much?。American Economic Review,89(5),1279-1298。  new window
36.DeBondt, W. and R. Thaler(1985)。“Do the Stock Market Overreact?”。Journal of Finance,vol. 40,793-808。  new window
研究報告
1.Barber, B. M., T. Odean and N. Zhu(2003)。“Systematic Noise,”。  new window
2.Dhar, R. and N. Zhu(2002)。“Up Close and Personal: An Individual Level Analysis of the Disposition Effect,”。  new window
3.Hirshleifer, D. and T. Shumway(2001)。“Good Day Sunshine: Stock Returns and the Weather”。  new window
4.Baker, M. and J. Wurgler(2003)。“A Conditional Characteristics Model of Stock Returns,”。  new window
5.Barber, B. M. and T. Odean(2005)。“All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors,”。  new window
6.Locke, P. and S. Mann(2000)。“Do Professional Traders Exhibit Loss Realization Aversion?”。  new window
 
 
 
 
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