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題名:臺灣股票市場資訊揭示與投資人情緒反應的互動關係
書刊名:臺灣金融財務季刊
作者:黃寶玉 引用關係倪衍森 引用關係賴步昇
作者(外文):Huang, Pao-yuNi, Yen-senLai, Pu-shen
出版日期:2011
卷期:12:4
頁次:頁115-144
主題關鍵詞:情緒指標未平倉合約移動平均線Sentiment indicatorsOpen interestMoving average line
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(1) 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:112
  • 點閱點閱:252
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。new window  延伸查詢new window
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。new window  延伸查詢new window
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。  new window
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。new window  延伸查詢new window
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。new window  延伸查詢new window
6.Papapetrou, Evangelia(2001)。Oil price shocks, stock market, economic activity and employment in Greece。Energy Economics,23(5),511-532。  new window
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new window
8.Jarrow, Robert A.(1994)。Derivative security markets, market manipulation, and option pricing theory。Journal of Financial and Quantitative Analysis,29(2),241-261。  new window
9.Brown, G. W.、Cliff, M. T.(2005)。Investor Sentiment and Asset Valuation。Journal of Business,78(2),405-440。  new window
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new window
11.Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。  new window
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。  new window
13.Stoll, Hans R.、Whaley, Robert E.(1987)。Program Trading and Expiration-day Effects。Financial Analysts Journal,43(2),16-28。  new window
14.Milonas, N. T.(1986)。Price Variability and the Maturity Effect in Futures Markets。Journal of Futures Markets,6(3),443-460。  new window
15.Neal, Robert、Wheatley, Simon M.(1998)。Do Measures of Investor Sentiment Predict Returns?。Journal of Financial and Quantitative Analysis,33(4),523-547。  new window
16.Samuelson, Paul A.(1965)。Proof that Properly Anticipated Prices Fluctuate Randomly。Industrial Management Review,6(2),41-49。  new window
17.Sadorsky, Perry(1999)。Oil Price Shocks and Stock Market Activity。Energy Economics,21(5)。  new window
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。new window  延伸查詢new window
19.Black, Fisher(1986)。Noise。Journal of Finance,41(3),529-543。  new window
20.Clarke, Roger G.、Statman, Meir(1998)。Bullish or Bearish?。Financial Analysts Journal,54(3),63-72。  new window
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。  new window
22.Fisher, Kenneth L.、Statman, Meir(2000)。Investor Sentiment And Stock Returns。Financial Analysts Journal,56(2),16-23。  new window
23.Shleifer, Andrei、Summers, Lawrence H.(1990)。The Noise Trader Approach to Finance。Journal of Economic Perspectives,4(2),19-33。  new window
24.Hong, Harrison、Stein, Jeremy C.(2007)。Disagreement and the Stock Market。Journal of Economic Perspectives,21(2),109-128。  new window
25.Olsen, Robert A.(1998)。Behavioral Finance and its Implications for Stock-Price Volatility。Financial Analysts Journal,54(2),10-18。  new window
26.Sims, Christopher A.(1980)。Macroeconomics and Reality。Econometrica: Journal of the Econometric Society,48(1),1-48。  new window
27.Brown, Gregory W.、Cliff, Michael T.(2004)。Investor sentiment and the near-term stock market。Journal of Empirical Finance,11(1),1-27。  new window
28.Engle, Robert F.、Granger, Clive W. J.(1987)。Cointegration and Error Correction: Representation, Estimation, and Testing。Econometrica,55(2),251-276。  new window
29.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
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。new window  延伸查詢new window
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。new window  延伸查詢new window
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。new window  延伸查詢new window
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。  new window
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。new window  延伸查詢new window
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。new window  延伸查詢new window
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。  new window
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。new window  延伸查詢new window
其他
1.Baur, M. N., S. Quintero, and E. Stevens(1996)。The 1986-88 Stock Market: Investor Sentiment or Fundamentals?。  new window
2.Bernard, V. L., and J. K. Thomas。Evidence that Stock Prices Do Not Fully React the Implications of Current Earnings for Future Earnings。  new window
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。  new window
4.Chikashi Tsuji(2006)。Does Investors’ Sentiment Predict Stock Price Changes? With Analyses of Naive Extrapolation and the Salience Hypothesis in Japan。  new window
5.Christoffersen, P. F. and F. X. Diebold(2006)。Financial Asset Returns, Direction of Change Forecasting, and Volatility Dynamics。  new window
6.Galloway, T. and R. Kolb(1996)。Futures Prices and the Maturity Effect。  new window
7.Goldberg, J . and R. Nitzsch(1999)。Behavioral Finance。  new window
8.Khoury, N. and P. Yourougou(1993)。Determinants of Agricultural Futures Prices Volatilities: Evidence from Winnipeg Commodity Exchange。  new window
9.Kumar, A. and M. Lee(2006)。Retail Investor Sentiment and Return Co-movements。  new window
10.Yadav, P. K. and P. F. Pope(1992)。Intraweek and Intraday Seasonalities in Stock Market Risk Premia: Cash and Futures。  new window
 
 
 
 
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