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題名:The Effect of Classified News Sentiment on Trading Behavior
書刊名:證券市場發展季刊
作者:魏裕珍 引用關係盧陽正 引用關係許嫣茹 引用關係
作者(外文):Wei, Yu-chenLu, Yang-chengHsu, Yen-ju
出版日期:2018
卷期:30:4=120
頁次:頁91-148
主題關鍵詞:新聞情緒分類新聞交易行為市場狀態News sentimentClassified newsTrading behaviorMarket state
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(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:3
  • 點閱點閱:9
期刊論文
1.Antoniou, C.、Doukas, J. A.、Subrahmanyam, A.(2013)。Cognitive dissonance, sentiment, and momentum。Journal of Financial and Quantitative Analysis,48(1),245-275。  new window
2.Engelberg, Joseph E.、Parsons, Christopher A.(2011)。The causal impact of media in financial markets。Journal of Finance,66(1),67-97。  new window
3.García, Diego(2013)。Sentiment during recessions。The Journal of Finance,68(3),1267-1300。  new window
4.Chen, M. P.、Chen, P. F.、Lee, C. C.(2013)。Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence。Emerging Markets Review,14(1),35-54。  new window
5.Griffin, John M.、Hirschey, Nicholas H.、Kelly, Patrick J.(2011)。How important is the financial media in global markets?。Review of Financial Studies,24(12),3941-3992。  new window
6.Chan, W. S.(2003)。Stock price reaction to news and no-news: drift and reversal after headlines。Journal of Financial Economics,70(2),223-260。  new window
7.Vega, Clara(2006)。Stock price reaction to public and private information。Journal of Financial Economics,82(1),103-133。  new window
8.Tetlock, Paul C.(2010)。Does public financial news resolve asymmetric information?。Review of Financial Studies,23(9),3520-3557。  new window
9.Nofsinger, John R.(2001)。The Impact of Public Information on Investors。Journal of Banking and Finance,25(7),1339-1366。  new window
10.Groß-Klußmann, Axel、Hautsch, Nikolaus(2011)。When machines read the news: using automated text analytics to quantify high frequency news-implied market reactions。Journal of Empirical Finance,18(2),321-340。  new window
11.Fang, Lily H.、Peress, Joel(2009)。Media coverage and the cross-section of stock returns。Journal of Finance,64(5),2023-2052。  new window
12.Loughran, Tim、McDonald, Bill(2011)。When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks。The Journal of Finance,66(1),35-65。  new window
13.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。  new window
14.Peng, L.、Xiong, W.(2006)。Investor Attention, Overconfidence and Category Learning。Journal of Financial Economics,80(3),563-602。  new window
15.Aman, H.(2011)。Firm-specific volatility of stock returns, the credibility of management forecasts, and media coverage: Evidence from Japanese firms。Japan and the World Economy,23(1),28-39。  new window
16.Doukas, A. J.、Guo, J.、Lam, H. Y. T.、Xiao, S.(2016)。Media endorsements of new product announcements: A new marketing strategy。European Management Journal,22(3),394-426。  new window
17.Smales, L. A.(2015)。Asymmetric volatility response to news sentiment in gold futures。Journal of International Financial Markets, Institutions & Money,34,161-172。  new window
18.Ahern, Kenneth、Sosyura, Denis(2014)。Who writes the news? Corporate press releases during merger negotiations。Journal of Finance,69(1),241-291。  new window
19.Roll, R.(1988)。R2。Journal of Finance,43(3),541-566。  new window
20.Sims, C. A.(1972)。Money Income and Causality。American Economic Review,62(4),540-552。  new window
21.Hendershott, Terrence、Livdan, Dmitry、Schürhoff, Norman(2015)。Are institutions informed about news?。Journal of Financial Economics,117,249-287。  new window
22.Hung, Pi-Hsia(2016)。Investor sentiment, order submission, and investment performance on the Taiwan Stock Exchange。Pacific-Basin Finance Journal,39,124-140。  new window
23.盧陽正、魏裕珍(20140900)。Media Impacts around Earnings Announcement Dates with Consideration of Investor Types and Market Scenarios。財務金融學刊,22(3),73-104。new window  new window
24.Smales, L. A.(2015)。Time-Variation in the Impact of News Sentiment。International Review of Financial Analysis,37,40-50。  new window
25.Aman, H.(2013)。Analysis of the Impact of Media Coverage on Stock Price Crashes and Jumps: Evidence from Japan。Pacific-Basin Financial Journal,24,22-38。  new window
26.Chan, C.、Hu, S. Y.、Lyu, S. Y.、Hsu, C. M.(2011)。The Market States and the Investors' Reaction to Earnings News。Taiwan Economic Review,39(4),463-510。  new window
27.Sayim, M.、Morris, P. D.、Rahman, H.(2013)。The Effect of US Individual Investor Sentiment on Industry-Specific Stock Returns and Volatility。Review of Behavioral Finance,5(1),58-76。  new window
28.Smales, L. A.(2013)。News Sentiment and the Investor Fear Gauge。Finance Research Letters,11(2),122-130。  new window
29.Smales, L. A.(2014)。Non-scheduled News Arrival and High-frequency Stock Market Dynamics: Evidence from the Australian Stock Exchange。Research in International Business and Finance,32,122-138。  new window
30.Tsai, P. J.、Wang, Y. J.、Chang, C. C.(2009)。Investor Sentiment, Firm Characteristics, and Stock Returns in Taiwan。Taipei Economic Inquiry,45(2),273-322。  new window
31.Uhl, M. W.(2014)。Reuters Sentiment and Stock Returns。Journal of Behavioral Finance,15(287),298。  new window
32.Wei, Y. C.、Lu, Y. C.、Chen, J. N.、Hsu, Y. J.(2017)。Informativeness of the Market News Sentiment in the Taiwan Stock Market。North American Journal of Economics and Finance,39,158-181。  new window
33.Chung, S.-L.、Hung, C.-H.、Yeh, C.-Y.(2012)。When does investor sentiment predict stock returns?。Journal of Empirical Finance,19(2),217-240。  new window
34.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
35.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
36.Baker, Scott R.、Bloom, Nicholas、Davis, Steven J.(2016)。Measuring Economic Policy Uncertainty。The Quarterly Journal of Economics,131(4),1593-1636。  new window
37.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。  new window
38.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
39.Antweiler, Werner、Frank, Murray Z.(2004)。Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards。The Journal of Finance,59(3),1259-1294。  new window
40.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。  new window
圖書
1.Shiller, Robert J.(2000)。Irrational Exuberance。Princeton University Press。  new window
單篇論文
1.Demers, E. A.,Vega, C.(2014)。Understanding the role of managerial optimism and uncertainty in the price formation process: Evidence from the textual content of earnings announcements,Virginia:University of Virginia。,http://ssrn.com/abstract=1152326。  new window
其他
1.Lu, Y. C.,Chen, J. N.,Ker, S. J.,Wei, Y. C.(20140501)。Methods for Sentimental Analysis of News Text(P-NO 201416887)。  new window
 
 
 
 
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