| 期刊論文| 1. | Brav, Alon、Heaton, J. B.(2002)。Competing theories of financial anomalies。The Review of Financial Studies，15(2)，575-606。   | | 2. | Hirshleifer, David、Hou, Kewei、Teoh, Siew H.、Zhang, Yinglei(2004)。Do Investors Overvalue Firms with Bloated Balance Sheets?。Journal of Accounting & Economics，38，297-331。 | | 3. | De Bondt, W. F. M.、Thaler, R. H.(1987)。Further evidence of investor overreaction and stock market seasonality。Journal of Finance，42(3)，557-581。 | | 4. | Hales, Jeffrey、Bloomfield, Robert(2002)。Predicting the Next Step of a Random Walk: Experimental Evidence of Regime-shifting Beliefs。Journal of Financial Economics，65(3)，397-414。 | | 5. | Chan, W. S.、Frankel, R.、Kothari, S. P.(2004)。Testing behavioral finance theories using trends and consistency in financial performance。Journal of Accounting and Economics，38(1/3)，3-50。 | | 6. | Xie, H.(2001)。The Mispricing of Abnormal Accruals。The Accounting Review，76(3)，357-373。 | | 7. | Andreassen, P.、Krause, S.(1990)。Judgmental Extrapolation and the Salience of Change。Journal of Forecastings，9，347-372。 | | 8. | Titman, S.、John Wei, K. C.(1999)。Understanding Stock Market Volatility: The Case Of Korea And Taiwan。Pacific-Basin Finance Journal，7(1)，41-66。 | | 9. | Rabin, M.(2002)。Inference by believers in the law of small numbers。Quarterly Journal of Economics，117(3)，775-816。 | | 10. | 劉玉珍、劉維琪、謝政能(19930500)。臺灣股市過度反應之實證研究。臺大管理論叢，4(1)，105-146。 延伸查詢 | | 11. | Daniel, K.、Titman, S.(2006)。Market Reactions to Tangible and Intangible Information。Journal of Finance，61(4)，1605-1643。 | | 12. | Fama, Eugene F.、French, K. R.(1998)。Market Efficiency, Long-Term Returns, and Behavioral Finance。Journal of Financial Economics，49(3)，283-306。 | | 13. | Tversky, A.、Kahnema, D.(1974)。Judgment under Uncertainty: Heuristic and Biases。Science，185(4157)，1124-1131。 | | 14. | Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research，6(2)，159-178。 | | 15. | Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics，49(3)，307-343。 | | 16. | Griffin, Dale、Tversky, Amos(1992)。The Weighing of Evidence and the Determinants of Confidence。Cognitive Psychology，24(3)，411-435。 | | 17. | Dhaliwal, D.、Subramanyam, K. R.、Trezevant, R.(1999)。Is comprehensive Income Superior to Net Income as a Measure of Firm Performance?。Journal of Accounting & Economics，26(1-3)，43-67。 | | 18. | Fairfield, P.、Sweeney, R.、Yohn, T.(1996)。Accounting Classification and the Predictive Content of Earnings。The Accounting Review，71(3)，337-355。 | | 19. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance，52(1)，57-82。 | | 20. | 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。 | | 21. | Kao, Lan-Feng、Chiou, Jeng-Ren、Chen, An-Lin(2004)。The agency problems, firm performance and monitoring mechanisms: The evidence from collateralized shares in Taiwan。Corporate Governance: An International Review，12(3)，389-402。 | | 22. | Demsetz, Harold、Villalonga, Belén(2001)。Ownership Structure and Corporate Performance。Journal of Corporate Finance，7(3)，209-233。 | | 23. | De Bondt, Werner F. M.(1993)。Betting on Trends: Intuitive Forecasts of Financial Risk and Return。International Journal of Forecasting，9(3)，355-371。 | | 24. | Fabozzi, Frank J.、Francis, Jack C.(1977)。Stability tests for alphas and betas over bull and bear market conditions。Journal of Finance，32(4)，1093-1099。 | | 25. | Lang, Larry H. P.、Stulz, René M.(1994)。Tobin's Q, Corporate Diversification, and Firm Performance。Journal of Political Economy，102(6)，1248-1280。 | | 26. | 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。 | | 27. | Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance，49(5)，1541-1578。 | | 28. | Sloan, Richard Geoffrey(1996)。Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?。The Accounting Review，71(3)，289-315。 | | 29. | De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance，40(3)，793-805。 | | 30. | 李春安(19990400)。後見之明心理與股市反應不足、過度反應理論。中國財務學刊，7(1)，17-58。 延伸查詢 | | 31. | Hong, Harrison、Stein, Jeremy C.(1999)。A Unified Theory of Underreaction, Momentum Trading, and Overreacton in Asset Markets。Journal of Finance，54(6)，2143-2184。 | | 32. | Newey, Whitney K.、West, Kenneth D.(1987)。A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix。Econometrica，55(3)，703-708。 | | 33. | Beaver, W.、Ryan, S.(1985)。How Well Do Statement No. 33 Earnings Explain Stock Returns?。Financial Analysts Journal，41(5)，66-71。 | | 34. | Alford, A.、Jones, J.、Zmijewski, M.(1994)。Extensions and Violations of the Statutory SEC form 10-K Filing Requirements。Journal of Accounting & Economics，17，229-254。 | | 35. | Beaver, W.、Christie, A.、Griffin, P.(1980)。The Information Content of SEC Accounting Release No. 190。Journal of Accounting & Economics，127-157。 | | 36. | Beaver, W.、Griffin, P.、Landsman, W.(1982)。The Incremental Information Content of Replacement Cost Earnings。Journal of Accounting & Economics，15-39。 | | 37. | Camerer, C.(1987)。Do Biases in Probability Judgmental Matter in Markets? Experimental Evidence。The American Economic Review，77，981-997。 | | 38. | Denis, D.、Dennis, D.、Sarin, A.(1994)。The Information Content of Dividend Changes: Cash Flow Signaling, Overinvestment, and Dividend Cienteles。Journal of Financial and Quantitative Analysis，29，567-587。 | | 39. | Durham, G.、Hertzel, M.、Martin, J. P.(2005)。The Market Impact of Trends and Sequences in Performance: New Evidence。The Journal of Finance，60，2551-2569。 | | 40. | McGahan, A. M.(1999)。The Performance of US Corporations: 1981-1994。The Journal of Industrial Economics，47，373-398。 | | 41. | McQueen, G.、Thorley, S.(1999)。Mining Fool's Gold。Financial Analysts Journal，55，61-72。 | 研究報告| 1. | Asparouhova, E.、Hertzel, M.、Lemmon, M.(2004)。Behavioral Biases and Investor Behavior: Predicting the Next Step of a Random Walk (revisited)。0。 | | 2. | Barber, B.、Lee, Y.-T.、Liu, Y.-J.、Odean, T.(2005)。Who Loses from Trade? Evidence from Taiwan。0。 | | 3. | Frieder, Laura(2004)。Earnings Announcements, Order Flow, and Returns。0。 | | 4. | Mullainathan, S.(2002)。Thinking through Categories。MIT。 | 圖書| 1. | White, Gerald I.、Sondhi, Ashwinpaul C.、Fried, Dov(1998)。The Analysis and Use of Financial Statements。New York, NY：John Wiley & Sons。 | | 2. | Bernstein, L. A.、Wild, J. J.(1992)。Analysis of Financial Statements。New York：McGraw-Hill。 | | 3. | Jorion, Philippe(2000)。Value at Risk: The New Benchmark for Managing Financial Risk。Irvine：University of California。 | | 4. | Campbell, John Y.、Lo, Andrew W.-C.、MacKinlay, A. Craig(1997)。The Econometrics of Financial Markets。Princeton University Press。 | | 5. | 王泰昌、林修葳、林蕙真、陳智瀛、張麗真(2004)。財務分析。財務分析。臺北。 延伸查詢 | | 6. | Shefrin, H.(2002)。Beyond Greed and Fear: Understanding Behaviora Finance and the Psychology of Investing。Beyond Greed and Fear: Understanding Behaviora Finance and the Psychology of Investing。New York, NY。 | 圖書論文| 1. | Edward, Ward(1968)。Conservatism in Human Information Processing。Formal Representation of Human Judgment。New York：John Wiley & Sons。 | | 2. | Bernard, V.(1993)。Stock Price Reactions to Earnings Announcements: A Summary of Recent Anomalous Evidence and Possible Explanations。Advances in Behavioral Finance。New York, NY：Russell Sage Foundation。 | |