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題名:臺股指數與投資人情緒:現貨與期貨市場比較
書刊名:臺灣期貨與衍生性商品學刊
作者:蔡怡純 引用關係
出版日期:2009
卷期:9
頁次:頁76-95
主題關鍵詞:散戶委託單失衡投資情緒股價指數股價指數期貨
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(4) 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:4
  • 共同引用共同引用:0
  • 點閱點閱:13
期刊論文
1.Barber is、ShlciTcr,N A、Wurglcr,J(2005)。Conioveinciu。Journal of Financial Fconoinics,75,283-317。  new window
2.Bodurtha, J. N. Jr.、Kim, D. S.、Lee, C. M. C.(1995)。Closed-End Country Funds and U.S. Market Sentiment。Review of Financial Studies,8,879-918。  new window
3.Chan, Ki、W. Fong(2000)。Trade Siz^, Order Iinbalanc^ and the Volatility-Volume Relation。Journal of Financial Economics,57,247-273。  new window
4.Chord ia,T、Subrahinanyani,A.(2004)。Order mb a lance and Individual Stock Returns: Theory and Evidence。Journal of Financial Economics,72,485-518。  new window
5.Gallan,A、Rossi,R、Tauchon,G(1992)。Slock Priccs and Volum。Review of Financial Studies,5,199-242.。  new window
6.Granger, C.W(1969)。Investigating Causal Relations by Econometric Models and Cross-Spcclral Mclhods。Econoniclrica,424-438。  new window
7.Hieinstr, C、tuid Jones(1994)。Testing for T,in ear and Nonlinear Grtuiger Causality in the Stock Price-Volume Relation。Journal of Finance,49,1639-1664。  new window
8.Kuma, A、C MC T(2006)。Retail Investor SeTitiment and Return ComovemeTits。The Journal of Finance,61(5),2451-2486.。  new window
9.Mh, Th McCormick、Xt Zliao(2005)。Order Imbalance and Liquidity Supply; Evidence from the Bubble Burst of Nasdaq Stocks。Journal of hmpiiical Finance,12,533-555。  new window
10.Tjchenstein, S、Fischoft,R.(1977)。Do Tliose Who KTIOVV More Also Know More About How Much Ihey Know? The Calibration of Probability Judgements。Organizational Behavior and 11uman Pcrlbrmanco,3。  new window
11.Lo, A、Wang(2000)。Trading Voluinc: DoImiLions, Dala Analysis, and [mplications of Portfolio Theory。Review ofFiTiuncial Studies,13,257-300。  new window
12.Sias, R.(1997)。Pricc Pressure and lht> Role of [nsliluiional Investors in Closed-End Funds。Journal of Financial ResearciL,20,211-229。  new window
13.Wermers, R.(1999)。Mutual Fnnd Herding and the Impact on Stock Prices。Journal of Finance,54,581-622。  new window
14.Kraus, Alan、Stoll, Hans R.(1972)。Parallel Trading by Institutional Investors。Journal of Financial and Quantitative Analysis,7(5),2107-2138。  new window
15.Chordia, T.、Roll, R.、Subrahmanyam, A.(2002)。Order imbalance, liquidity and market returns。Journal of Financial Economics,65(1),111-130。  new window
16.Karpoff, Jonathan M.(1987)。The Relation between Price Changes and Trading Volume: A Survey。Journal of Financial and Quantitative Analysis,22(1),109-126。  new window
17.Phillips, Peter C. B.、Perron, Pierre(1988)。Testing for a unit root in time series regression。Biometrika,75(2),335-346。  new window
18.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
 
 
 
 
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