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題名:Feedback Effect and Excess Volatility with Learning
書刊名:經濟論文
作者:洪銘駿
作者(外文):Hung, Ming-chun
出版日期:2010
卷期:38:3
頁次:頁365-412
主題關鍵詞:學習超額波動性協調誘因全域賽局回饋效果LearningExcess volatilityCoordination incentivesGlobal gameFeedback effect
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:0
  • 點閱點閱:28
期刊論文
1.Chen, Q.、Goldstein, I.、Jiang, W.(2007)。Price informativeness and investment sensitivity to stock price。Review of Financial Studies,20(3),619-650。  new window
2.Culter, David M.、Poterba, James M.、Summers, Lawrences H.(1989)。What moves stock prices?。Journal of Portfolio Management,15(3),4-12。  new window
3.Angeletos, G.-M.、Werning, I.(2006)。Crises and Prices: Information Aggregation, Multiplicity and Volatility。American Economics Reviews,96,1720-1728。  new window
4.Subrahmanyam, Avanidhar、Titman, Sheridan(1999)。The Going-Public Decision and the Development of Financial Markets。Journal of Finance,54(3),1045-1082。  new window
5.Hirshleifer, D.、Subrahmanyam, A.、Titman, S.(2006)。Feedback and the Success of Irrational Investors。Journal of Financial Economics,81(2),311-338。  new window
6.Morris, Stephen、Shin, Hyun Song(1998)。Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks。American Economic Review,88(3),587-597。  new window
7.Hirshleifer, David、Subrahmanyam, Avanidhar、Titman, Sheridan(1994)。Security Analysis and Trading Patterns When Some Investors Receive Information Before Others。Journal of Finance,49(5),1665-1698。  new window
8.Goldstein, I.、Guembel, A.(2008)。Manipulation and the Allocational Role of Prices。Review of Economic Studies,75(1),133-164。  new window
9.Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business,59(3),383-403。  new window
10.Luo, Y.(2005)。Do insiders learn from outsiders? Evidence from mergers and acquisitions。Journal of Finance,60(4),1951-1982。  new window
11.Baker, Malcolm、Stein, Jeremy C.、Wurgler, Jeffrey(2003)。When Does the Market Matter? Stock Prices and the Investment of Equity-dependent Firms。Quarterly Journal of Economics,118(3),969-1005。  new window
12.Kyle, Albert S.(1985)。Continuous auctions and insider trading。Econometrica,53(6),1315-1335。  new window
13.LeRoy, Stephen F.、Porter, Richard D.(1981)。The Present-Value Relation: Tests Based on Implied Variance Bounds。Econometrica,49(3),555-574。  new window
14.Angeletos, G.-M. and A. Pavan(2007)。Efficient Use of Information and Social Value ofInformation。Econometrica,75,1103–1142。  new window
15.Angeletos, G.-M. and A. Pavan(2007)。Socially Optimal Coordination: Characterization and Policy Implications。Journal of the European Economic Association,5(2–3),,585–593。  new window
16.Angeletos, G.-M. and A. Pavan(2009)。“Policy Dispersed with Information,”。Journal of the European Economic Association,71,11–60。  new window
17.Carlsson, H. and E. van Damme(1993)。“Global Payoff Uncertainty and Risk Dominance,”。Econometrica,61(5),989–1018。  new window
18.Evans, M. D.、Lyons, R. K.(2008)。How Is Macro News Transmitted to Exchange Rates?。Journal of Financial Economics,88,26-50。  new window
19.Hellwig, C., A. Mukherji, and A. Tsyvinski(2006)。“Self-Fulfilling Currency Crises: The Role of Interest Rates,”。American Economic Review,96(5),1769–1777。  new window
20.Morris, S. and H. S. Shin(2004)。“Liquidity Black Holes,”。Review of Finance,8,1–18。  new window
21.Ozdenoren, E. and K. Yuan(2008)。“Feedback Effects and Asset Prices,”。Journal of Finance,63(4),1939–1975。  new window
22.Rindi, B.(2008)。“Informed Traders as Liquidity Providers: Anonymity, Liquidity and PriceFormation,”。Review of Finance,12,497–532。  new window
23.Shiller, R. J.(1981)。“Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?”。American Economic Review,71,421–436。  new window
24.Subrahmanyam, A. and S. Titman(2001)。“Feedback from Stock Prices to Cash Flows,”。Journal of Finance,56,2389–2413。  new window
25.Yuan, K.(2005)。“Asymmetric Price Movements and Borrowing Constraints: A Rational Expectations Equilibrium Model of Crises, Contagion and Confusion,”。Journal of Finance,60(1),379–411。  new window
研究報告
1.Angeletos, G.-M., G. Lorenzoni, and A. Pavan(2007)。“Wall Street and Silicon Valley: A Delicate Interaction,”。  new window
2.Goldstein, I., E. Ozdenoren, and K. Yuan(2009)。“Trading Frenzy and Its Impact on Real Investment,”。  new window
圖書
1.Morris, S. and H. S. Shin(2003)。“Global Games: Theory and Applications,”。Advances in Economics and Econometrics。Cambridge, MA。  new window
 
 
 
 
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