期刊論文1. | 葉智丞、朱靜眉、李春安(20080800)。臺灣股市投資人情緒持續反應與股票報酬關係之研究。嶺東通識教育研究學刊,2(4),121-142。 延伸查詢 |
2. | 鄭高輯、林泉源(2010)。投資人情緒對投機型股票報酬之影響。商略學報,2(1),21-35。 延伸查詢 |
3. | Park, Jungwook、Ratti, Ronald A.(2008)。Oil Price Shocks and Stock Markets in the U.S. and 13 European Countries。Energy Economics,30(5),2587-2608。 |
4. | 高櫻芬、施衍礽(20020500)。公司價值與匯率變動之間的關係--臺灣上市公司之實證研究。風險管理學報,4(1),19-45。 延伸查詢 |
5. | 許溪南、郭玟秀、鄭乃誠(20050900)。投資人情緒與股價報酬波動之互動關係:臺灣股市之實證。臺灣金融財務季刊,6(3),107-121。 延伸查詢 |
6. | Papapetrou, Evangelia(2001)。Oil price shocks, stock market, economic activity and employment in Greece。Energy Economics,23(5),511-532。 |
7. | 張宮熊(20000100)。臺灣股票市場三大法人與一般投資人間資訊傳遞結構之研究--以農曆新年效應為例。證券金融,64,87-105。 延伸查詢 |
8. | Jarrow, Robert A.(1994)。Derivative security markets, market manipulation, and option pricing theory。Journal of Financial and Quantitative Analysis,29(2),241-261。 |
9. | Brown, G. W.、Cliff, M. T.(2005)。Investor Sentiment and Asset Valuation。Journal of Business,78(2),405-440。 |
10. | 陳玲慧(2001)。台灣股票加權股價指數漲跌與法人交易互動關係之VAR模式研究。環球技術學院學報,1,45-54。 延伸查詢 |
11. | Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。 |
12. | Lee, Y. W.、Song, Z.(2003)。When do value stocks outperform growth stocks-investor sentiment and equity style rotation strategies。Journal of Economic Literature,11(14),1-31。 |
13. | Stoll, Hans R.、Whaley, Robert E.(1987)。Program Trading and Expiration-day Effects。Financial Analysts Journal,43(2),16-28。 |
14. | Milonas, N. T.(1986)。Price Variability and the Maturity Effect in Futures Markets。Journal of Futures Markets,6(3),443-460。 |
15. | Neal, Robert、Wheatley, Simon M.(1998)。Do Measures of Investor Sentiment Predict Returns?。Journal of Financial and Quantitative Analysis,33(4),523-547。 |
16. | Samuelson, Paul A.(1965)。Proof that Properly Anticipated Prices Fluctuate Randomly。Industrial Management Review,6(2),41-49。 |
17. | Sadorsky, Perry(1999)。Oil Price Shocks and Stock Market Activity。Energy Economics,21(5)。 |
18. | 周賓凰、張宇志、林美珍(20070700)。投資人情緒與股票報酬互動關係。證券市場發展季刊,19(2)=74,153-190。 延伸查詢 |
19. | Black, Fisher(1986)。Noise。Journal of Finance,41(3),529-543。 |
20. | Clarke, Roger G.、Statman, Meir(1998)。Bullish or Bearish?。Financial Analysts Journal,54(3),63-72。 |
21. | 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。 |
22. | Fisher, Kenneth L.、Statman, Meir(2000)。Investor Sentiment And Stock Returns。Financial Analysts Journal,56(2),16-23。 |
23. | Shleifer, Andrei、Summers, Lawrence H.(1990)。The Noise Trader Approach to Finance。Journal of Economic Perspectives,4(2),19-33。 |
24. | Hong, Harrison、Stein, Jeremy C.(2007)。Disagreement and the Stock Market。Journal of Economic Perspectives,21(2),109-128。 |
25. | Olsen, Robert A.(1998)。Behavioral Finance and its Implications for Stock-Price Volatility。Financial Analysts Journal,54(2),10-18。 |
26. | Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。 |
27. | Brown, Gregory W.、Cliff, Michael T.(2004)。Investor sentiment and the near-term stock market。Journal of Empirical Finance,11(1),1-27。 |
28. | Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。 |
29. | Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。 |
30. | 羅庚辛、王克陸、朱孝恩、施振祥(20081200)。股價指數期貨與選擇權到期日效應之研究--以臺灣股票市場為例。中原企管評論,6(2),71-92。 延伸查詢 |
31. | 王漢民、陳俊廷(20080800)。公平價值、價值攸關性與外匯風險。臺灣管理學刊,8(2),17-31。 延伸查詢 |
32. | 李春安、類惠貞(20080700)。衝擊事件下投資人情緒與股價指數動能之研究。東海管理評論,10(1),1-45。 延伸查詢 |
33. | 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。 |
34. | 陳振遠、周賢榮、王朝仕(20080100)。投資人情緒風險與新上市公司股票的異常績效--陽光效應之應用。輔仁管理評論,15(1),43-71。 延伸查詢 |
35. | 蔡佩蓉、王元章、張眾卓(20090700)。投資人情緒、公司特徵與臺灣股票報酬之研究。經濟研究. 臺北大學經濟學系,45(2),273-322。 延伸查詢 |
36. | Bodnar, Gordon M.、Gentry, William M.(1993)。Exchange rate exposure and industry characteristics: Evidence from Canada, Japan and USA。Journal of International Money and Finance,12(1),29-45。 |
37. | 周賓凰、劉怡芬(20000400)。臺灣股市橫斷面報酬解釋因子:特徵、單因子、或多因子?。證券市場發展季刊,12(1)=45,1-32。 延伸查詢 |
其他1. | Baur, M. N., S. Quintero, and E. Stevens(1996)。The 1986-88 Stock Market: Investor Sentiment or Fundamentals?。 |
2. | Bernard, V. L., and J. K. Thomas。Evidence that Stock Prices Do Not Fully React the Implications of Current Earnings for Future Earnings。 |
3. | Chamberlain, T. W., C. S. Cheung and C. C. Y. Kwan(1993)。The Impact of Options Listing on Stock Behavior and Market Liquidity: Some Canadian Evidence。 |
4. | Chikashi Tsuji(2006)。Does Investors’ Sentiment Predict Stock Price Changes? With Analyses of Naive Extrapolation and the Salience Hypothesis in Japan。 |
5. | Christoffersen, P. F. and F. X. Diebold(2006)。Financial Asset Returns, Direction of Change Forecasting, and Volatility Dynamics。 |
6. | Galloway, T. and R. Kolb(1996)。Futures Prices and the Maturity Effect。 |
7. | Goldberg, J . and R. Nitzsch(1999)。Behavioral Finance。 |
8. | Khoury, N. and P. Yourougou(1993)。Determinants of Agricultural Futures Prices Volatilities: Evidence from Winnipeg Commodity Exchange。 |
9. | Kumar, A. and M. Lee(2006)。Retail Investor Sentiment and Return Co-movements。 |
10. | Yadav, P. K. and P. F. Pope(1992)。Intraweek and Intraday Seasonalities in Stock Market Risk Premia: Cash and Futures。 |