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題名:臺灣散戶投資人與機構法人處分效果之研究:考量資訊揭露、股票風險與投資人情緒之實證結果
書刊名:商管科技季刊
作者:徐中琦 引用關係黃劍鈺
作者(外文):Suyu, JonchiHuang, Jian-yu
出版日期:2010
卷期:11:1
頁次:頁109-137
主題關鍵詞:處分效果資訊揭露股票風險投資人情緒Disposition effectInformation disclosureStock riskInvestor sentiment
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:23
  • 點閱點閱:55
期刊論文
1.郭敏華、張瑞芬(20031200)。投資人出盈保虧行為偏誤之探討--臺灣與美國股市之比較。東海管理評論,6(1),31-49。new window  延伸查詢new window
2.Keim, D. B.(1983)。Sized-related anomalies and stock market seasonality: Further empirical evidence。Journal of Financial Economics,12,12-32。  new window
3.Chui, P. M. W.(2001)。An Experimental Study of the Disposition Effect: Evidence from Macau。Journal of Psychology and Financial Markets,2(4),216-222。  new window
4.Chen, G. M.、Rui, Oliver M.、Kim, Kenneth A.、Nofsinger, John R.(2007)。Trading performance, disposition effect, overconfidence, representativeness bias and experience of emerging market investors。Journal of Behavioral Decision Making,20(4),425-451。  new window
5.Coval, J. D.、Shumway, T.(2005)。Do Behavioral Biases Affect Prices?。The Journal of Finance,60(1),1-34。  new window
6.許光華、林秉瑋(20050200)。散戶投資人處分效果之研究--考量公司市場價值下之實證結果。管理學報,22(1),85-107。new window  延伸查詢new window
7.Brown, P.、Chappel, N.、Da Silva Rosa, R.、Walter, T.(2006)。The reach of the disposition effect: large sample evidence across investor classes。International Review of Finance,6(1/2),43-78。  new window
8.Ferris, Stephen P.、Haugen, Robert A.、Makhija, Anil K.(1988)。Predicting contemporary volume with historic volume at differential price levels: Evidence supporting the disposition effect。Journal of Finance,43(3),677-697。  new window
9.Frazzini, A.(2006)。The disposition effect and underreaction to news。Journal of Finance,61(4),2017-2046。  new window
10.Lakonishok, J.、Smidt, S.(1986)。Volume for winners and losers: taxation and othermotives for stock trading。Journal of Finance,41(4),951-974。  new window
11.Weber, M.、Camerer, C. F.(1998)。The disposition effect in securities trading: An experimental analysis。Journal of Economic Behavior and Organization,33(2),167-184。  new window
12.Bremer, M.、Kato, K.(1996)。Trading volume for winners and losers on the Tokyo Stock Exchange。Journal of Financial and Quantitative Analysis,31(1),127-142。  new window
13.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcement。Journal of Accounting Research,6(Suppl.),67-92。  new window
14.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
15.Benartzi, Shlomo、Thaler, Richard H.(1995)。Myopic Loss Aversion and the Equity Premium Puzzle。Quarterly Journal of Economics,110(1),73-92。  new window
16.Grossman, S. J.(1976)。On the efficiency of competitive stock markets where traders have diverse information。The Journal of Finance,31(2),573-583。  new window
17.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。  new window
18.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
19.Haigh, Michael、List, John A.(2005)。Do professional traders exhibit myopic loss aversion? An experimental analysis。Journal of Finance,60(1),523-534。  new window
20.Kahneman, D.、Riepe, Mark W.(1998)。Aspect of investors Psychology。Journal of Portfolio Management,24(4),52-65。  new window
21.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
22.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
23.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
24.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
25.Fisher, Kenneth L.、Statman, Meir(2000)。Investor Sentiment And Stock Returns。Financial Analysts Journal,56(2),16-23。  new window
26.Shefrin, Hersh M.、Statman, Meir(1994)。Behavioral capital asset pricing theory。Journal of Financial and Quantitative Analysis,29(3),323-349。  new window
27.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
28.Beaver, W. H.(1978)。Current trends in corporate disclosure。Journal of Accountancy,145(1),44-52。  new window
29.Locke, P.,、Mann, S.(2005)。Do professional traders exhibit myopic loss aversion?。Journal of Finance,60(1),523-534。  new window
會議論文
1.黃浩鈞、李盈玥(2005)。投資人之認同感、後悔傾向與處分效果之關聯研究。台北。  延伸查詢new window
研究報告
1.Charoenrook, A.(2003)。Does sentiment matter?。Vanderbilt University。  new window
2.Boebel, R. B.,、Taylor, L.(2000)。The disposition effect: do New Zealand investors keep their mistakes。  new window
學位論文
1.林秋雲(2002)。股票投資人錯置效果之研究(碩士論文)。輔仁大學。  延伸查詢new window
2.曾瑞弘(2003)。台灣股市投資人處分效果之研究。  延伸查詢new window
3.許祐瑞(2002)。台灣股市散戶與三大法人處分效果之研究(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
4.高亞蕾(2003)。處分效果與訊息釋放之關聯性--以臺灣股市為例(碩士論文)。靜宜大學。  延伸查詢new window
5.李朝明(2003)。臺灣股票市場投資人錯置效果與盈虧之細部研究(碩士論文)。國立臺灣大學。  延伸查詢new window
圖書
1.郭敏華(2008)。行為財務學:當財務學遇上心理學。臺北市:智勝文化事業有限公司。  延伸查詢new window
2.Beaver, W. H.(1998)。Financial Reporting: An Accounting Revolution。Prentice Hall。  new window
3.Shefrin, H.(2000)。Beyond Greed and Fear: Finance and the Psychology of Investing。Harvard Business School Press。  new window
4.Gibson, G.(1889)。The stock markets of London。Paris and New York. NY。  new window
5.Nofsinger, J.(2005)。The psychology of investing (2nd ed)。Upper Saddle River, NJ。  new window
 
 
 
 
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