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題名:Investor Sentiment, Gambling Attitudes, and Trading Profits: Evidence from Taiwan Stock Index Options
書刊名:期貨與選擇權學刊
作者:王銘駿 引用關係吳昭億楊琬如
作者(外文):Wang, Ming-chunWu, Chao-yiYang, Wan-ru
出版日期:2020
卷期:13:1
頁次:頁83-121
主題關鍵詞:投資人情緒賭博偏好樂透型選擇權私房錢效果Investor sentimentGambling preferenceLottery-type optionsHouse money effect
原始連結:連回原系統網址new window
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  • 被引用次數被引用次數:期刊(0) 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:0
  • 點閱點閱:6
期刊論文
1.List, John A.(2003)。Does market experience eliminate market anomalies?。Quarterly Journal of Economics,118(1),41-71。  new window
2.Liu, Yu-Jane、Wang, Ming-Chun、Zhao, Longkai(2010)。Narrow framing: Professions, sophistication, and experience。Journal of Futures Markets,30(3),203-229。  new window
3.Chang, C. C.、Hsieh, P. F.、Lai, H. N.(2009)。Do Informed Option Investors Predict Stock Returns? Evidence from the Taiwan Stock Exchange。Journal of Banking and Finance,33,757-764。  new window
4.Dennis, P.、Mayhew, S.(2002)。Risk-neutral Skewness: Evidence from Stock Options。Journal of Financial and Quantitative Analysis,37,471-493。  new window
5.Doran, J. S.、Jiang, D.、Peterson, D. R.(2012)。Gambling Preference and the New Year Effect of Asset with Lottery Features。Review of Finance,16,685-731。  new window
6.Seru, Amit、Shumway, Tyler、Stoffman, Noah(2010)。Learning by trading。Review of Financial Studies,23(2),705-739。  new window
7.Kumar, A.、Lim, S. S.(2008)。How do decision frames influence the stock investment choices of individual investors?。Management science,54(6),1052-1064。  new window
8.Nicolosi, Gina、Peng, Liang、Zhu, Ning(2009)。Do individual investors learn from their trading experience?。Journal of Financial Markets,12,317-336。  new window
9.Markowitz, H.(1952)。The utility of wealth。Journal of Political Economy,60,151-158。  new window
10.Kumar, Alok、Lee, Charles M. C.(2006)。Retail Investor Sentiment and Return Comovements。Journal of Finance,61(5),2451-2486。  new window
11.Statman, Meir(2002)。Lottery Players/Stock Traders。Financial Analysts Journal,58(1),14-21。  new window
12.Borna, Shaheen、Lowry, James lawry(1987)。Gambling and Speculation。Journal of Business Ethics,6(3),219-224。  new window
13.Friedman, M.、Savage, L. J.(1948)。The Utility Analysis of Choices Involving Risk。Journal of Political Economy,56(4),279-304。  new window
14.Dhar, Ravi、Zhu, Ning(2006)。Up close and personal: Investor sophistication and the disposition effect。Management Science,52,726-740。  new window
15.Kumar, A.(2009)。Who Gambles in the Stock Market?。Journal of Finance,64(4),1889-1933。  new window
16.Chen, Gong-Meng、Kim, Kenneth A.、Nofsinger, John R.、Rui, Oliver M.(2007)。Trading Performance, Disposition Effect, Overconfidence, Representativeness Bias, and Experience of Emerging Market Investors。Journal of Behavioral Decision Making,20,425-451。  new window
17.Chaput, J. S.、Ederington, L. H.(2003)。Option spread and combination trading。Journal of Derivatives,10(4),70-88。  new window
18.Shefrin, Hersh、Statman, Meir(2000)。Behavioral Portfolio Theory。Journal of Financial and Quantitative Analysis,35(2),127-151。  new window
19.Kahneman, D.、Tversky, A.(1979)。Prospect theory: an analysis of decision making under risk。Econometrica,47(2),263-292。  new window
20.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。  new window
21.Thaler, Richard H.、Johnson, Eric J.(1990)。Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice。Management Science,36(6),643-660。  new window
22.Barberis, N.、Huang, M.(2008)。Stocks as Lotteries: The Implication of Probability Weight for Security Price。American Economic Review,98,2066-2100。  new window
23.Barberis, N.、Xiong, W.(2012)。Realization Utility。Journal of Financial Economics,104,251-271。  new window
24.Byun, S.-J.、Kim, D.-H.(2016)。Gambling Preference and Individual Equity Option Returns。Journal of Financial Economics,122(1),155-174。  new window
25.Fong, W. M.(2013)。Risk Preferences, Investor Sentiment and Lottery Stocks: A Stochastic Dominance Approach。Journal of Behavioral Finance,14,42-52。  new window
26.Fong, W. M.、Toh, B.(2014)。Investor Sentiment and the MAX Effect。Journal of Banking & Finance,46,190-201。  new window
27.Gao, X.、Lin, T.-C.(2015)。Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments。The Review of Financial Studies,28(7),2128-2166。  new window
28.Liu, Y.-J.、Tsai, C. L.、Wang, M. C.、Zhu, N.(2010)。Prior Consequences and Subsequent Risk Taking: New Field Evidence from the Taiwan Futures Exchange。Management Science,56(4),606-620。  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.Grinblatt, Mark S.、Keloharju, Matti(2001)。What makes investors trade?。Journal of Finance,56(2),589-616。  new window
其他
1.MarketVoice(2019)。TAIFEX Delivers a Stellar Performance and Hits an All-Time Trading Record in 2018,https://marketvoice.fia.org/articles/taifex-delivers-stellar-performance-and-hits-all-time-trading-record-2018。  new window
 
 
 
 
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