| 期刊論文1. | Watson, Mark W.、Stock, James H.、Sims, Christopher A.(1990)。Inference in Linear Time Series Models with Some Unit Roots。Econometrica,58(1),113-144。 | 2. | Cutler, David M.、Poterba, James M.、Summers, Lawrence H.(1991)。Speculative Dynamics。The Review of Economic Studies,58(3),529-546。 | 3. | Granger, C. W. J.(1969)。Investigating causal relations by econometric model and cross-spectral methods。Econometrica,37(3),24-36。 | 4. | Granger, C. W. J.(1988)。Some Recent Development in the Concept of Causality。Journal of Econometrics,39(1/2),199-211。 | 5. | Lan, Yu-Wei、Lin, Dan、Lin, Lu(2015)。Cointegration analysis of tourism demand by mainland China in Taiwan and stock investment strategy。Journal of Economic and Financial Studies,3(5),1-9。 | 6. | Brown, K. C.、Van Harlow, W.(1988)。Market Overreaction: Magnitude and Intensity-- Surprising Asymmetries Exist in Both Direction and Time。The Journal of Portfolio Management,14(2),6-13。 | 7. | Shiller, Robert J.(1979)。The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure。Journal of Political Economy,87(6),1190-1219。 | 8. | Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。 | 9. | 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。 | 10. | De Bondt, Werner F. M.、Thaler, Richard H.(1987)。Further Evidence on Investor Overreaction and Stock Market Seasonality。The Journal of Finance,42(3),557-581。 | 11. | Fama, Eugene F.、French, Kenneth R.(1988)。Dividend Yields and Expected Stock Returns。Journal of Financial Economics,22(1),3-25。 | 12. | Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。 | 13. | De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。 | 14. | LeRoy, Stephen F.、Porter, Richard D.(1981)。The Present-Value Relation: Tests Based on Implied Variance Bounds。Econometrica,49(3),555-574。 | 15. | Poterba, James M.、Summers, Lawrence H.(1988)。Mean Reversion in Stock Prices: Evidence and Implications。Journal of Financial Economics,22(1),27-59。 | 研究報告1. | Bremer, M. A.、Sweeney, R. J.(1988)。The Information Content of Extreme Negative Rates of Return。Claremont McKenna College。 | 圖書1. | Thaler, Richard H.(1992)。The Winner's Curse: Paradoxes and Anomalies of Economic Life。New York:The Free Press。 | 2. | Williams, Larry(1999)。Long-term Secrets to Short-term Trading。John Wiley & Sons。 | 3. | Murphy, J. J.(1986)。Technical Analysis of Futures Markets。New York:Routledge。 | |