期刊論文1. | Perold, André F.、Salomon, R. S.(1991)。The Right Amount of Assets under Management。Financial Analysts Journal,47,31-39。 |
2. | Jordan, D.、Diltz, J. D.(2004)。Day traders and the disposition effect。The Journal of Behavioral Finance,5(4),192-200。 |
3. | Shu, P. G.、Yeh, Y. H.、Yamada, T.(2002)。The Behavior of Taiwan Mutual Fund Investor Performance and Fund Flows。Pacific-Basin Finance Journal,10(5),538-600。 |
4. | 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。 |
5. | Grinblatt, M.、Keloharju, M.(2000)。The investment behavior and performance of various types of investors: a study of Finland’s unique data set。Journal of Financial Economics,55(1),43-67。 |
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。 延伸查詢 |
7. | 許保忠(20050600)。臺灣股市處分效果之研究。臺灣金融財務季刊,6(2),21-33。 延伸查詢 |
8. | 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。 |
9. | 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。 |
10. | Frazzini, A.(2006)。The disposition effect and underreaction to news。Journal of Finance,61(4),2017-2046。 |
11. | Lakonishok, J.、Smidt, S.(1986)。Volume for winners and losers: taxation and othermotives for stock trading。Journal of Finance,41(4),951-974。 |
12. | 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。 |
13. | Berk, Jonathan B.、Green, Richard C.(2004)。Mutual fund flows and performance in rational markets。Journal of Political Economy,112(6),1269-1295。 |
14. | Garvey, Ryan、Murphy, Anthony(2004)。Are Professional Traders too Slow to Realize Their Losses?。Financial Analysts Journal,60(4),35-43。 |
15. | Kahneman, D.、Tversky, A.(1979)。Prospect theory: An analysis of decision under risk。Econometrica,47(2),263-291。 |
16. | Daniel, Kent D.、Hirshleifer, David、Subrahmanyam, Avanidhar(2001)。Overconfidence, arbitrage, and equilibrium asset pricing。Journal of Finance,56(3),921-965。 |
17. | Amihud, Y.、Mendelson, H.(1986)。Asset pricing and the bid-ask spread。Journal of Financial Economics,17(2),223-249。 |
18. | Hirshleifer, D.(2001)。Investor psychology and asset pricing。Journal of Finance,56(4),1533-1597。 |
19. | Locke, P. R.、Mann, S. C.(2005)。Professional Trader Discipline and Trade Disposition。Journal of Financial Economics,76(2),401-444。 |
20. | Libby, Robert、Bloomfield, Robert、Nelson, Mark W.(2002)。Experimental Research in Financial Accounting。Accounting, Organizations, and Society,27(8),775-810。 |
21. | Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。 |
22. | Haigh, Michael、List, John A.(2005)。Do professional traders exhibit myopic loss aversion? An experimental analysis。Journal of Finance,60(1),523-534。 |
23. | Shapira, Z.、Venezia, I.(2001)。Patterns of Behavior of Professionally Managed and Independent Investors。Journal of Banking and Finance,25(8),1573-1587。 |
24. | Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。 |
25. | 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。 |
26. | Miller, Merton H.、Modigliani, Franco(1961)。Dividend Policy, Growth, and the Valuation of Shares。The Journal of Business,34(4),411-433。 |
27. | Griffin, Dale、Tversky, Amos(1992)。The Weighing of Evidence and the Determinants of Confidence。Cognitive Psychology,24(3),411-435。 |
28. | Kahneman, Daniel(2003)。A perspective on judgment and choice: Mapping bounded rationality。American Psychologist,58(9),697-720。 |
29. | Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。 |
30. | 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。 |
31. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。 |
32. | Dhar, Ravi、Zhu, Ning(2006)。Up Close and Personal: An Individual Level Analysis of the Disposition Effect。Management Science,52(5),726-740。 |
33. | Grinblatt, Mark S.、Keloharju, Matti(2001)。What makes investors trade?。Journal of Finance,56(2),589-616。 |
34. | Kahneman, Daniel、Tversky, Amos(1973)。On the psychology of prediction。Psychological Review,80(4),237-251。 |
35. | Jensen, Michael C.(1968)。The performance of mutual funds in the period 1945-1964。Journal of Finance,23(2),389-416。 |
36. | Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。 |
37. | 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。 |
38. | Daniel, K.、Hirshleifer, D.、Subrahmanyam, A.(1998)。Investor Psychology and Security Market Under-and Oyerreactions。Journal of Finance,53(6),1839-1885。 |
39. | Deaves, R.、Luders, E.、Luo, G. Y.(2009)。An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity。Review of Finance,13(3),555-575。 |
40. | Baber, B. M.、Lee, Y.、Liu, Y.、Odean, T.(2006)。Is the Aggregate Investor Reluctant to Realise Losses? Evidence from Taiwan,。European Financial Management,13(3),423-447。 |
41. | Frino, A.、Johnstone, D.、Zheng, H.(2004)。The Propensity for Local Traders in Futures Markets to Ride Losses: Evidence of Irrational or Rational Behavior?。Journal of Banking and Finance,28(2),353-372。 |
42. | Lowenstein, R.(1997)。Frightened Funds: Is There a Master in the House?。Wall Street Journal,C1。 |
43. | Myers, R. A.(1983)。Evolutionary Change in the Proportion of Precocious Pair and Its Effect on Yield in Atlantic Salmon。International Council for the Exploration of the Sea,14,1-16。 |