期刊論文1. | Ahern, Kenneth R.、Sosyura, Denis(2012)。Who writes the news? Corporate press releases during merger negotiations。Journal of Finance,69,241-291。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Arnott, Robert D.、Hsu, Jason、Moore, Philip(2005)。Fundamental indexation。Financial Analysts Journal,61,83-99。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Ball, Ray(1992)。The earnings-price anomaly。Journal of Accounting and Economics,15,319-345。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Cai, Bill M.、Cai, Charlie X.、Keasey, Kevin(2006)。Which trades move prices in emerging markets? Evidence from China's stock market。Pacific-Basin Finance Journal,14,453-466。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Cuñado, Juncal、Gil-Alana, Luis A.、de Gracia, Fernando Perez(2008)。Stock market volatility in U.S. bull and bear markets。Journal of Money, Investment and Banking,1,24-32。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Damodaran, Aswath(1989)。The weekend effect in information release: A study of earnings and dividend announcements。Review of Financial Studies,2,607-623。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Ekholm, Anders(2006)。How do different types of investors react to new earnings information?。Journal of Business Finance and Accounting,33,127-144。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Engelberg, Joseph E.、Parsons, Christopher A.(2011)。The causal impact of media in financial markets。Journal of Finance,66(1),67-97。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | García, Diego(2013)。Sentiment during recessions。The Journal of Finance,68(3),1267-1300。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Joe, Jennifer R.、Louis, Henock、Robinson, Dahlia(2009)。Managers' and investors, responses to media exposure of board ineffectiveness。Journal of Financial and Quantitative Analysis,44,579-605。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Kaniel, Ron、Liu, Shuming、Saar, Gideon、Titman, Sheridan(2012)。Individual investor trading and return patterns around earnings announcements。Journal of Finance,67(2),639-680。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Lee, Charles M. C.(1992)。Earnings news and small traders。Journal of Accounting and Economics,15,265-302。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Lu, Yang-Cheng、Wei, Yu-Chen(2009)。Classification of trade direction for an equity market with price limit and order match: Evidence from the Taiwan stock market。Investment Management and Financial Innovations,6,135-147。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Mian, Ghulam M.、Sankaraguruswamy, Srinivasan(2012)。Investor sentiment and stock market response to earnings news。The Accounting Review,87(4),1357-1384。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Miller, Merton H.、Modigliani, Franco(1966)。Some estimates of the cost of capital to the electric utility industry。American Economic Review,56,333-391。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Vega, Clara(2006)。Stock price reaction to public and private information。Journal of Financial Economics,82(1),103-133。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Barclay, M. J.、Warner, J. B.(1993)。Stealth Trading and Volatility: Which Trades Move Prices?。Journal of Financial Economics,34,281-305。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Beaver, William H.(1968)。The Information Content of Annual Earnings Announcement。Journal of Accounting Research,6(Suppl.),67-92。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Chan, Wesley S.(2003)。Stock Price Reaction to News and No-news: Drift and Reversal after Headlines。Journal of Financial Economics,70,223-260。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Tetlock, Paul C.、Saar-Tsechansky, Maytal、Macskassy, Sofus(2008)。More than words: Quantifying language to measure firms' fundamentals。The Journal of Finance,63(3),1437-1467。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Skinner, Douglas J.、Sloan, Richard G.(2002)。Earnings surprises, growth expectations, and stock returns or don't let an earnings torpedo sink your portfolio。Review of Accounting Studies,7(2/3),289-312。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Easley, David、O'Hara, Maureen(1987)。Price, trade size and information in securities markets。Journal of Financial Economics,19(1),69-90。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Chakravarty, Sugato(2001)。Stealth-trading: Which traders' trades move stock prices?。Journal of Financial Economics,61(2),289-307。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Grinblatt, Mark、Keloharju, Matti(2000)。The Investment Behavior and Performance of Various Investor Types: A Study of Finland's Unique Data Set。Journal of Financial Economics,55(1),43-67。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
25. | Barber, Brad M.、Lee, Yi-Tsung、Liu, Yu-Jane、Odean, Terrance(2009)。Just How Much Do Individual Investors Lose by Trading?。The Review of Financial Studies,22(2),609-632。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
26. | Black, Fisher(1986)。Noise。Journal of Finance,41(3),529-543。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
27. | Tetlock, Paul C.(2007)。Giving content to investor sentiment: The role of media in the stock market。The Journal of Finance,62(3),1139-1168。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
28. | Pagan, Adrian R.、Sossounov, Kirill A.(2003)。A simple framework for analysing bull and bear markets。Journal of Applied Econometrics,18(1),23-46。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
29. | 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。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
30. | Grinblatt, Mark S.、Keloharju, Matti(2001)。What makes investors trade?。Journal of Finance,56(2),589-616。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
31. | Lee, Charles M. C.、Ready, Mark J.(1991)。Inferring Trade Direction from Intraday Data。Journal of Finance,46(2),733-746。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
32. | Barber, Brad M.、Odean, Terrance(2008)。All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors。Review of Financial Studies,21(2),785-818。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
33. | Bernard, Victor L.、Thomas, Jacob K.(1989)。Posting-Earning-Announcement Drift: Delayed Price Response or Risk Premium?。Journal of Accounting Research,27,1-36。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
34. | Kaniel, Ron、Saar, Gideon、Titman, Sheridan(2008)。Individual investor trading and stock returns。Journal of Finance,63(1),273-310。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
35. | Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |