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題名:股票市場過度反應與風險變化關係之探討
書刊名:證券市場發展季刊
作者:絲文銘 引用關係
出版日期:1994
卷期:24
頁次:頁1-40
主題關鍵詞:過度反應輸家贏家風險OverreactionLoserWinnerRisk
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(10) 博士論文(3) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:10
  • 共同引用共同引用:0
  • 點閱點閱:24
期刊論文
1.Jones, Steven L.(1993)。Another Look at Time-Varying Risk and Return in a Long-Horizon Contrarian Strategy。Journal of Financial Economics,33,119-144。  new window
2.Kaul, Gautam、Nimalendran, M.(1990)。Price Reversals: Bid-ask Errors or Market Overreaction?。Journal of Financial Economics,28(1/2),67-93。  new window
3.Chan, Kakeung C.(1988)。On the Contrarian Investment Strategy。The Journal of Business,61(2),147-163。  new window
4.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Worg。Journal of Finance,25(2),383-417。  new window
5.French, Kenneth R.、Roll, Richard(1986)。Stock retutn variances: The Arrival of Information and the Reaction of Traders。Journal of Financial Economics,17(1),5-26。  new window
6.Zarowin, P.(1990)。Size, Seasonality, and Stock Market Overreaction。Journal of Finance,25,113-125。  new window
7.吳麗瑩(19881000)。七十六年臺灣股價變動之過度反應檢定。企銀季刊,12(2),38-53。  延伸查詢new window
8.Abarbanell, Jeffery S.、Bernard, Victor L.(1992)。Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior。Journal of Finance,47(3),1181-1207。  new window
9.Banz, Rolf W.(1981)。The Relationship Between Return and Market Value of Common Stocks。Journal of Financial Economics,9(1),3-18。  new window
10.Blume, Marshall E.、Mackinlay, A. Craig、Terker, Bruce(1989)。Order imbalances and stock price movements on October 19 and 20, 1987。Journal of Finance,44(4),827-848。  new window
11.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。  new window
12.Conrad, Jennifer、Kaul, Gautam(1993)。Long-term Market Overreaction or Biases in Computed Returns?。The Journal of Finance,48(1),39-63。  new window
13.Davidson, Wallace N. III、Dutia, Dipa(1989)。A Note on the Behavior of Security Returns: A Test of Stock Market Overreaction and Efficiency。The Journal of Financial Research,12(3),245-252。  new window
14.De Bondt, Werner F. M.、Thaler, Richard H.(1990)。Do Security Analysts Overreact?。The American Economic Review,80(2),52-57。  new window
15.Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy,96(2),246-273。  new window
16.Howe, John S.(1986)。Evidence on Stock Market Overreaction。Financial Analysts Journal,42(4),74-77。  new window
17.Seyhun, H. Nejat(1990)。Overreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987。The Journal of Finance,45(5),1363-1388。  new window
18.Summers, Lawrence H.(1986)。Does the Stock Market Rationally Reflect Fundamental Values?。Journal of Finance,41(3),591-602。  new window
19.Zarowin, Paul(1989)。Short-run Market Overreact: Size and Seasonality Effects。Journal of Portfolio Management,15(3),26-29。  new window
20.Ibbotson, Roger G.(1975)。Price performance of common stock new issues。Journal of Financial Economics,2(3),235-272。  new window
21.Zarowin, Paul(2004)。Does the Stock Market Overreact to Corporate Earnings Information?。The Journal of Finance,44(5),1385-1399。  new window
22.Fama, Eugene F.(1991)。Efficient Capital Markets。Journal of Finance,46(5),1575-1617。  new window
23.Lo, Andrew W.、MacKinlay, A. Craig(1990)。When Are Contrarian Profits Due to Stock Market Overreaction?。The Review of Financial Studies,3(2),175-205。  new window
24.Chopra, Navin、Lakonishok, Josef、Ritter, Jay R.(1992)。Measuring Abnormal Performance: Do Stocks Overreact?。Journal of Financial Economics,31(2),235-268。  new window
25.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。  new window
26.Kahneman, Daniel、Tversky, Amos(1979)。Prospect Theory: An Analysis of Decision under Risk。Econometrica: Journal of the Econometric Society,47(2),263-292。  new window
27.Bernard, Victor L.、Thomas, Jacob K.(1989)。Posting-Earning-Announcement Drift: Delayed Price Response or Risk Premium?。Journal of Accounting Research,27,1-36。  new window
28.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
29.Lo, Andrew W.、MacKinlay, A. Craig(1988)。Stock market prices do not follow random walks: Evidence from a simple specification test。Review of Financial Studies,1(1),41-66。  new window
研究報告
1.Fama, Eugene F.、French, Kenneth R.(1986)。Common Factors in the Serial Correlation of Stock Returns。Graduate School of Business, Univ of Chicago。  new window
學位論文
1.林美珍(1992)。股票價格過度反應的方向、幅度、與密度(碩士論文)。國立臺灣大學。  延伸查詢new window
2.洪祥文(1988)。臺灣股票市場投資者過度反應之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.林欽龍(1992)。臺灣股市有過度反應嗎?(碩士論文)。國立台灣大學。  延伸查詢new window
4.詹家昌(1991)。臺灣股票市場過度反應之實證研究(碩士論文)。私立東海大學。  延伸查詢new window
5.謝政能(1991)。台灣股票市場過度反應之研究(碩士論文)。國立中山大學。  延伸查詢new window
 
 
 
 
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