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題名:過度自信與紀律投資
書刊名:臺南科大學報
作者:傅英芬 引用關係劉海清 引用關係
作者(外文):Fu, Ying-fenLiu, Hai-ching
出版日期:2009
卷期:28
頁次:頁177-196
主題關鍵詞:過度自信移動平均股價指數新興市場OverconfidenceMoving averageStock indexEmerging markets
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:9
  • 點閱點閱:18
期刊論文
1.Barber, B.、Odean, T.(2003)。Are Individual Investors Tax Sawy? Evidence from Retail and Discount Brokerage Accounts。Journal of Public Economics,88(2),419-442。  new window
2.Frank, J. D.(1935)。Some psychological determinants of the level of aspiration。American Journal of Psychology,47(2),285-293。  new window
3.Odean, T.(2003)。Good Reasons Sell: Reason-Based Choice Among Group and Individual Investors in the Stock Market。Management Science,49(12),1636-1652。  new window
4.Pruitt, S.W.、White, R.E.(1998)。The CRISMA Trading System:Who Says Technical Analysis Can't Beat the Market?。Journal of Portfolio Management,14(3),55-58。  new window
5.Shefrin, H.、Statman M.(1994)。Behaviral capital asset pricing theory。Journal of finance and quantitative analysis,29(3),323-349。  new window
6.許光華、陳文華、黃嘉慧(20040700)。臺灣股票市場過度自信假說之實證。證券市場發展,16(2)=62,115-152。new window  延伸查詢new window
7.Jeon, B. N.、Von Furstenberg, G. M.(1990)。Growing International Co-Movement in Stock Price Indexes。The Quarterly Review of Economics & Business,30(3),15-30。  new window
8.Ratner, M.、Leal, R. P. C.(1999)。Test of technical trading in the emerging equity markets of Latin America and Asia。Journal of Banking and Finance,23(12),1887-1905。  new window
9.De Bondt, W. F. M.(1998)。A portrait of the individual investor。European Economic Review,42(3-5),831-844。  new window
10.James, F. E. Jr.(1968)。Monthly Moving Averages: An Effective Investment Tool?。The Journal of Financial and Quantitative Analysis,3(3),315-326。  new window
11.Van Horne, J. C.、Parker, G. C.(1967)。The Random Walk Theory: An Empirical Test。Financial Analysts Journal,23(11),87-92。  new window
12.Hinich, M. J.、Patterson, D. M.(1985)。Evidence of nonlinearity in daily stock returns。Journal of Business & Economic Statistics,3(1),69-99。  new window
13.Lo, Andrew W.、Mamaysky, Harry M.、Wang, Jiang(2000)。Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation。Journal of Finance,55(4),1705-1765。  new window
14.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
15.Rozeff, Michael S.、Kinney, William R. Jr.(1976)。Capital Market Seasonality: The Case of Stock Returns。Journal of Financial Economics,3(4),379-402。  new window
16.Locke, P. R.、Mann, S. C.(2005)。Professional Trader Discipline and Trade Disposition。Journal of Financial Economics,76(2),401-444。  new window
17.Brock, William、Lakonishok, Josef、LeBaron, Blake(1992)。Simple Technical Trading Rules and the Stochastic Properties of Stock Returns。The Journal of Finance,47(5),1731-1764。  new window
18.Sullivan, R.、Timmermann, A.、White, H.(1999)。Data-snooping, Technical Trading Rule Performance, and the Bootstrap。Journal of Finance,54(5),1647-1691。  new window
19.Zarowin, Paul(1989)。Short-run Market Overreact: Size and Seasonality Effects。Journal of Portfolio Management,15(3),26-29。  new window
20.Gunasekarage, Abeyratna、Power, David M.(2001)。The profitability of moving average trading rules in South Asian stock markets。Emerging Markets Review,2(1),17-33。  new window
21.Camerer, Colin、Lovallo, Dan(1999)。Overconfidence and Excess Entry: An Experimental Approach。The American Economic Review,89(1),306-318。  new window
22.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
23.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
24.Grossman, Sanford J.、Stiglitz, Joseph E.(1980)。On the Impossibility of Informationally Efficient Markets。The American Economic Review,70(3),393-408。  new window
25.Odean, Terrance(1998)。Volume, Volatility, Price, and Profit When All Traders Are Above Average。Journal of Finance,53(6),1887-1934。  new window
26.Barber, Brad M.、Odean, Terrance(1999)。The Courage of Misguided Convictions。Financial Analysts Journal,55(6),41-55。  new window
27.Benos, A. V.(1998)。Aggressiveness and Survival of Overconfident Traders。Journal of Financial Markets,1(3/4),353-383。  new window
28.McKenzie, Michael D.(2007)。Technical Trading Rules in Emerging Markets and the 1997 Asian Currency Crises。Emerging Markets Finance and Trade,43(4),46-73。  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.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
31.Odean, Terrance(1999)。Do Investors Trade too Much?。American Economic Review,89(5),1279-1298。  new window
32.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
33.Stotz, Olaf、von Nitzsch, Rüdiger(2005)。The Perception of Control and the Level of Overconfidence: Evidence from Analyst Earnings Estimates and Price Targets。The Journal of Behavioral Finance,6(3),121-128。  new window
學位論文
1.王文聖(2007)。過度自信、處分效果及其因果關係--以台灣散戶投資人為例(碩士論文)。中興大學。  延伸查詢new window
2.甘斐任(2008)。台灣股市投資人過度自信行為之研究(碩士論文)。國立臺北大學。  延伸查詢new window
圖書
1.Montier, J.(2002)。Behavioural Finance: Insight into Irrational Minds and Markets。John Wiley and Sons Ltd.。  new window
圖書論文
1.Lichtenstein, S.、Fischhoff, B.、Phillips, L. D.(1982)。Calibration of Probability: The State of the Art to 1980。Judgment under Uncertainty: Heuristics and Biases。Cambridge University Press。  new window
 
 
 
 
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