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題名：後見之明心理與股市反應不足、過度反應理論
書刊名：中國財務學刊
作者：李春安 引用關係
作者(外文)：Li, Chun-an
出版日期：1999
卷期：7:1
頁次：頁17-58
主題關鍵詞：反應不足；過度反應；雜訊交易；後見之明；Underreaction；Overreaction；Noise trading；Hindsight bias
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(2) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:8
  • 共同引用共同引用:26
  • 點閱點閱:188
期刊論文
1.Cosmides, L.、Tooby, J.(1994)。Better than rational: Evolutionary psychology and the invisible hand。American Economic Review，84，327-332。  new window
2.Goetzmann, William N.、Peles, Nadav(1997)。Cognitive Dissonance and Mutual Fund Investors。Journal of Financial Research，20(2)，145-158。  new window
3.La Porta, R.(1996)。Expectations and the Cross-Section of Returns。The Journal of Finance，51，1715-1743。  new window
4.Kothari, S. P.、Warner, Jerold B.(1997)。Measuring long-horizon security price performance。Journal of Financial Economics，43(3)，301-339。  new window
5.Ikenberry, David L.、Theo, Vermaelen、Lakonishok, J.(1995)。Market Underreaction to Open Market Share Repurchases。Journal of Financial Economics，39(2/3)，181-208。  new window
6.Bhushan, R.、Brown, D. P.、Mello, A. S.(1997)。Do Noise Traders 'Create Their Own Space'?。Journal of Financial and Quantitative Analysis，32，25-45。  new window
7.Chan, Kakeung C.(1988)。On the Contrarian Investment Strategy。The Journal of Business，61(2)，147-163。  new window
8.Liang, Y.、Mullineaux, D. J.(1994)。Overreaction and Reverse Anticipation: Two Related Puzzles?。Journal of Financial Research，17(1)，31-43。  new window
9.Michaely, Roni、Thaler, Richard H.、Womack, Kent L.(1995)。Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?。Journal of Finance，50(2)，573-608。  new window
10.Bjerring, James H.、Lakonishok, Josef、Vermaelen, Theo(1983)。Stock Prices and Financial Analysts' Recommendations。Journal of Finance，38(1)，187-204。  new window
11.陳隆麒、翁霓、郭敏華(19950100)。雜訊交易對臺灣地區投資人行為及股價之影響。證券市場發展，7(1)=25，101-124。new window  延伸查詢new window
12.Ali, A.、Klein, A.、Rosenfeld, J.(1992)。Analysts' Use of Information about Permanent and Transitory Earnings Components in Forecasting Annual EPS。The Accounting Review，67(1)，183-198。  new window
13.Abarbanell, J. S.、Bernard, V.(1992)。Analysts, Overreaction/Underreaction to Earmngs Information as an Explanation for Anomalous Stock Price Behavior。Journal of Finance，47，1181-1207。  new window
14.薛立言、黃志傑(19960700)。影響國內股市雜訊交易之因素分析。證券市場發展，8(3)=31，63-88。new window  延伸查詢new window
15.Ball, R.、Kothari, S. P.(1989)。Nonstationary Expected Returns: Implications for Tests of Market Efficiency and Serial Correlation in Returns。Journal of Financial Economics，25，51-74。  new window
16.Boyle, G. W.、Peterson, J. D.(1995)。Monetary Policy, Aggregate Uncertainty, and the Stock Market。Journal of Money, Credit, and Banking，27，570-582。  new window
17.Cutler, D.、Poterba, J.、Summers, L.(1991)。Speculative Dynamics。Review of Economic Studies，58，529。  new window
18.Cusatis, Patrick J.、Miles, Janes A.、Woolridge, J. Randall(1993)。Restructuring Through Spinoffs: The Stock Market Evidence。Journal of Financial Economics，33，293-311。  new window
19.De Long, J. B.、Shleifer, A.、Summers, L.、Waldmann, R.(1991)。The Survival of Noise Trades in Financial Markets。Journal of Business，64，1-19。  new window
20.Fama, E. F.、French, K.(1992)。Cross-Sectional Variation in Expected Stock Returns。Journal of Finance，47，427-465。  new window
21.Fama, E. F.(1998)。Market Efficiency, Long-tern Returns, and Behavioral Finance。Journal of Financial Economics，49，283-306。  new window
22.Elton, E. J.、Gruber, M. J.、Gultekin, M. N.(1984)。Professional Expectations: Accuracy and Diagnosis of Errors。Journal of Financial and Quantitative Analysis，19，351-363。  new window
23.Fischhoff, B.(1977)。Perceived Informativeness of Facts。Journal of Experimental Psychology: Human Perception and Performance，1977(May)，349-358。  new window
24.Fischhoff, B.(1975)。Hindsight? Foresight: The Effect of Outcome Knowledge on Judgment under Uncertainty。Journal of Experimental Psychology: Human Perception and Performance，1975(May)，288-299。  new window
25.Ikenberry, D.、Lakonishok, J.(1993)。Corporate Governance Through the Proxy Contest: Evidence and Implications。Journal of Business，66(3)，405-435。  new window
26.Hite, G. L.、Owers, J. E.(1983)。Security Price Reactions Around Corporate Spin-off Announcements。Journal of Financial Economics，29，81-96。  new window
27.Fischhoff, B.、Beyth, R.(1975)。I Knew It Would Happen--Remembered Probabilities of Once-Future Things。Organizational Behavior and Human Performance，1975(Feb.)，1-16。  new window
28.La Porta, R.、Lakonishok, J.、Shleifer, A.、Vishny, R.(1997)。Good News for Value Stock: Further Evidence on Market Efficiency。Journal of Finance，52，859-874。  new window
29.Mendenhall, R.(1991)。Evidence of Possible Under-weighting of Earnings-Related Information。Journal of Accounting Research，29，170-180。  new window
30.Lucas, Robert E.(1984)。Money in a Theory of Finance。Carnegie Rochester Conference Series on Public Policy，21，9-46。  new window
31.Poterba, J. M.、Summers, L. H.(1988)。Mean Reversion in Stock Price: Evidence and Implication。Journal of Financial Economy，22，27-59。  new window
32.Palomino, F.(1996)。Noise Trading in Small Market。Journal of Finance，51，1537-1350。  new window
33.Spiess, D. K.、Affleck-Graves, John(1995)。Under-performance in Long-Run Stock Returns Following Seasoned Equity Offerings。Journal of Financial Economics，38，243-268。  new window
34.Slovic, P.、Lichtenstein, S.(1971)。Comparison of Bayesian and Regression Approaches to the Study of Information Processing in Judgment。Organizational Behavior and Human Performance，1971(Nov.)，649-744。  new window
35.Slovic, P.(1966)。Value as a Determiner of Subjective Probability。IEEE Transactions on Human Factors in Electronics，1966(Mar.)，22-28。  new window
36.Shiller, R.(1988)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity，457-498。  new window
37.Tversky, A.、Kahneman, D.(1974)。Judgment Under Uncertainty: Heuristic and Biases。Science，1974(Sep.)，1124-1131。  new window
38.Tversky, A.、Kahneman, D.(1971)。Belief in the Law of Small Number。Pschological Bulletin，1971(Aug.)，105-110。  new window
39.Shleifer, A.、Vishny, R. W.(1997)。The Limits of Arbitrage。Journal of Finance，52，35-55。  new window
40.Fama, Eugene F.、French, Kenneth R.(1988)。Permanent and Temporary Components of Stock Prices。Journal of Political Economy，96(2)，246-273。  new window
41.Summers, Lawrence H.(1986)。Does the Stock Market Rationally Reflect Fundamental Values?。Journal of Finance，41(3)，591-602。  new window
42.Kothari, S. P.、Shanken, J.(1997)。Book-to-market, dividend yield, and expected market returns: a time series analysis。Journal of Financial Economics，44(2)，169-203。  new window
43.De Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1989)。The Size and Incidence of the Losses from Noise Trading。Journal of Finance，44(3)，681-696。  new window
44.Loughran, Tim、Ritter, Jay R.(1995)。The New Issues Puzzle。The Journal of Finance，50(1)，23-51。  new window
45.Tversky, Amos、Kahneman, Daniel(1973)。Availability: A Heuristic for Judging Frequency and Probability。Cognitive Psychology，5(2)，207-232。  new window
46.Fama, Eugene F.、French, Kenneth R.(1995)。Size and Book-to-Market Factors in Earnings and Returns。The Journal of Finance，50(1)，131-155。  new window
47.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics，49(3)，307-343。  new window
48.Black, Fisher(1986)。Noise。Journal of Finance，41(3)，529-543。  new window
49.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
50.Shleifer, Andrei、Summers, Lawrence H.(1990)。The Noise Trader Approach to Finance。Journal of Economic Perspectives，4(2)，19-33。  new window
51.Benos, A. V.(1998)。Aggressiveness and Survival of Overconfident Traders。Journal of Financial Markets，1(3/4)，353-383。  new window
52.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance，51(1)，55-84。  new window
53.Ritter, Jay R.(1991)。The Long-run Performance of Initial Public Offerings。Journal of Finance，46(1)，3-27。  new window
54.Abarbanell, Jeffery S.、Bushee, Brian J.(1997)。Fundamental Analysis, Future Earnings, and Stock Prices。Journal of Accounting Research，35(1)，1-24。  new window
55.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
56.Chan, Louis K. C.、Jegadeesh, Narasimhan、Lakonishok, Josef(1996)。Momentum Strategies。Journal of Finance，51(5)，1681-1713。  new window
57.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
58.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics，33(1)，3-56。  new window
59.Womack, Kent L.(1996)。Do Brokerage Analysts' Recommendations Have Investment Value?。The Journal of Finance，51(1)，137-167。  new window
60.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
61.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1994)。Contrarian Investment, Extrapolation, and Risk。Journal of Finance，49(5)，1541-1578。  new window
62.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。  new window
63.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance，40(3)，793-805。  new window
64.Bernard, Victor L.、Thomas, Jacob K.(1990)。Evidence that stock prices do not fully reflect the implications of current earnings for future earnings。Journal of Accounting and Economics，13(4)，305-340。  new window
研究報告
1.Daniel, K. D.(1996)。The Power and Size of Asset Pricing Tests。University of Chicago。  new window
2.Desai, H.、Jain, P. C.(1996)。Long-Run Common Stock Returns Following Stock Splits and Stock Dividends。Tulane University。  new window
3.Fama, E. F.、French, K.(1994)。Industry Costs of Equity。University of Chicago。  new window
4.Jacob, J.、Lys, T.(1993)。Determinants and Implications of the Serial Correlation in Analysts, Earnings Forecast Errors。Northwestern University。  new window
5.Ikenberry, D.、Rankine, G.、Stice, E.(1996)。What Do Stock Splits Really Signal?。Hong Kong University of Science and Technology。  new window
6.Lakonishok, J.、Shleifer, A.、Vishny, R.(1996)。International Evidence on Glamour and Value Stocks。Harvard University。  new window
7.Michaely, R.、Womack, K.(1996)。Conflict of Interest and the Credibility of Underwriter Analyst Recommendations。Cornell University。  new window
8.Teoh, S. H.、Welch, I.、Wong, T. J.(1996)。Earnings Management and the Long-term Market Performance of Seasoned Equity Offerings。University of Michigan。  new window
學位論文
1.吳璟昇(1997)。價值型與成長型股票投資績效之研究--以台灣股票市場為例(碩士論文)。國立政治大學。  延伸查詢new window
2.林惠美(1994)。非預期盈餘變動與盈餘宣告後股價持續反應關係之研究(碩士論文)。國立臺灣大學。  延伸查詢new window
3.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
4.李文順(1993)。雜訊交易在臺灣股市是否存在(碩士論文)。淡江大學。  延伸查詢new window
5.絲文銘(1994)。股票試場過度反應與風險變化關係之探討(碩士論文)。國立臺灣大學。  延伸查詢new window
6.翁霓(1993)。雜訊交易對股價行為影響之研究(博士論文)。國立政治大學。new window  延伸查詢new window
7.洪祥文(1988)。台灣市場股票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
8.蔡承奮(1995)。盈餘與股價報酬關係再檢定(碩士論文)。國立政治大學。  延伸查詢new window
9.葉順吉(1994)。臺灣股市封閉型基金折溢價之研究(碩士論文)。國立中山大學。  延伸查詢new window
10.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
圖書
1.Savage, L. J.(1954)。The Foundations of Statistics。Wiley。  new window
圖書論文
1.Bernard, V. L.(1992)。Stock Price Reactions to Earnings Announcements。Advances in Behavioral Finance。New York：Russel Sage Foundation。  new window
2.De Bondt, W. F. M.(1995)。Financial Decision-Making in Markets and Firms: A Behavioral Perspective。Finance, Handbooks in Operations Research and Management Science。Amsterdam：North Holland。  new window
3.Edwards, W.(1968)。Conservatism in Human Information Processing。Formal Representation of Human Judgment。Wiely。  new window
 
 
 
 
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