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題名:公開資訊之資訊內涵與投資人在不同情緒下投資行為之研究
書刊名:臺灣銀行季刊
作者:徐中琦 引用關係黃銘遠
出版日期:2012
卷期:63:4
頁次:頁112-129
主題關鍵詞:公開資訊資訊內涵投資行為投資人情緒
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:1
  • 共同引用共同引用:20
  • 點閱點閱:0
期刊論文
1.Zweig, M. E.(1973)。An Investor Expectations Stock Price Predictive Model Using Closed- End fund Premiums。Journal of Finance,28(1),67-78。  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.Harvey, C. R.、Huang, R. D.(1991)。Volatility in the Foreign Currency Futures Market。Review of Financial Studies,4(3),543-569。  new window
4.Barkham, Richard J.、Ward, Charles W. R.(1999)。Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K.。Journal of Real Estate Research,18(2),291-312。  new window
5.Keim, D. B.、Madhavan, A.(1995)。Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders。Journal of Financial Economics,37,371-398。  new window
6.Ritter, J.、Chopra, N.(1989)。Portfolio Rebalancing and the Turn-of-the-Year Effect。Journal of Finance,44(1),149-166。  new window
7.Brown, G. W.、Cliff, M. T.(2004)。Investor Sentiment and Near Term Stock Market。Journal of Empirical Finance,11,1-27。  new window
8.Thompson, Robert B.、Olsen, Chris、Dietrich, J. Richard(1987)。Attributes of news about firms: An analysis of firm-specific news reported in the wall street journal index。Journal of Accounting Research,25(2),245-274。  new window
9.Abraham, Abraham、Ikenberry, David L.(1994)。The Individual Investor and the Weekend Effect。Journal of Financial and Quantitative Analysis,29(2),263-277。  new window
10.Beaver, William H.(1968)。The Information Content of Annual Earnings Announcement。Journal of Accounting Research,6(Suppl.),67-92。  new window
11.Nofsinger, John R.(2001)。The Impact of Public Information on Investors。Journal of Banking and Finance,25(7),1339-1366。  new window
12.Patell, J. M.、Wolfson, M. A.(1982)。Good news, bad news, and the intraday timing of corporate disclosures。Accounting Review,57(3),509-527。  new window
13.Lee, Charles M. C.(1992)。Earnings News and Small Traders, an Intraday Analysis。Journal of Accounting and Economics,15(2/3),265-302。  new window
14.Mitchell, Mark L.、Mulherin, J. Harold(1994)。The Impact of Public Information on the Stock Market。The Journal of Finance,49(3),923-950。  new window
15.Chan, L. K. C.、Lakonishok, J.(1993)。Institutional Trades and Intraday Stock Price Behavior。Journal of Financial Economics,33(2),173-199。  new window
16.Shiller, Robert J.、Kon-Ya, Fumiko、Tsutsui, Yoshiro(1996)。Why did the Nikkei Crash? Expanding the Scope of Expectations Data Collection。Review of Economics and Statistics,78(1),156-164。  new window
17.Kandel, E.、Pearson, N.(1995)。Differential Interpretation of Public Signals and Trade in Speculative Markets。Journal of Political Economy,103,831-872。  new window
18.Rosen, R. J.(2006)。Merger Momentum and Investor Sentiment: the Stock Market Reaction to Merger Announcements。Journal of Business,79(2),987-1017。  new window
19.Berry, D.、Howe, K.(1994)。Public Information Arrival。Journal of Finance,49(4),1331-1346。  new window
20.Schwert, G. William(1981)。The Adjustment of Stock Prices to Information about Inflation。The Journal of Finance,36(1),15-29。  new window
21.Lee, Charles M. C.、Shleifer, Andrei、Thaler, Richard H.(1991)。Investor Sentiment and the Closed-End Fund Puzzle。The Journal of Finance,46(1),75-109。  new window
22.Bernard, V. L.、Thomas, J. K.(1990)。Evidence that stock prices do not Hilly reflect the implications of current earnings for future eamings。Journal of Accounting and Economics,13,305-340。  new window
23.Brown, S. J.、Warner, J. B.(1985)。Using daily stock returns: The case of event study。Journal of Financial Economics,14,3-31。  new window
24.Chang, E. C.、Pinergar, J. M.、Ravichandran, R.(1998)。US day-of-the-week effects and asymmetric responses to macroeconomic news。Journal of Banking & Finance,22,513-534。  new window
25.Ederington, L. H.、Lee, J. H.(1993)。How markets process information: News releases and volatility。Journal of Finance,48(4),1161-1191。  new window
26.Fleming, M. J.、Remolona, E. M.(1999)。What moves bond prices?。Journal of Portfolio Management,25(4),28-38。  new window
27.Haugen, Robert A.、Talmor, Eli、Torous, Walter N.(1991)。The effect of volatility on the level of stock prices and subsequent expected returns。Journal of Finance,46,985-1007。  new window
28.Roll, R.(1988)。R2。Journal of Finance,43,541-566。  new window
29.Trueman, B.(1988)。A theory of noise trading in security markets。Journal of Finance,43,83-95。  new window
30.Nofsinger, John R.、Sias, Richard W.(1999)。Herding and Feedback Trading by Institutional and Individual Investors。The Journal of Finance,54(6),2263-2295。  new window
31.Shefrin, Hersh、Statman, Meir(1985)。The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence。The Journal of Finance,40(3),777-790。  new window
32.郭敏華、郭迺鋒、邱耀初、范秉航(20050800)。性別與投資行為:以臺灣股票市場為例。財務金融學刊,13(2),1-28。new window  延伸查詢new window
33.Grossman, Sanford J.、Stiglitz, Joseph E.(1980)。On the Impossibility of Informationally Efficient Markets。The American Economic Review,70(3),393-408。  new window
34.Ball, Ray、Brown, Philip(1968)。An Empirical Evaluation of Accounting Income Numbers。Journal of Accounting Research,6(2),159-178。  new window
35.Penman, Stephen H.(1987)。The Distribution of Earnings News over Time and Seasonalities in Aggregate Stock Returns。Journal of Financial Economics,18(2),199-228。  new window
36.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
37.Baker, Malcolm、Wurgler, Jeffrey(2007)。Investor sentiment in the stock market。Journal of Economic Perspectives,21(2),129-152。  new window
38.Kim, Oliver、Verrecchia, Robert E.(1994)。Market Liquidity and Volume around Earnings Announcements。Journal of Accounting & Economics,17(1/2),41-67。  new window
39.Chopra, Navin、Lakonishok, Josef、Ritter, Jay R.(1992)。Measuring Abnormal Performance: Do Stocks Overreact?。Journal of Financial Economics,31(2),235-268。  new window
40.Lakonishok, Josef、Maberly, Edwin(1990)。The Weekend Effect: Trading Patterns of Individual and Institutional Investors。Journal of Finance,45(1),231-243。  new window
41.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
42.Lakonishok, Josef、Shleifer, Andrei、Vishny, Robert W.(1992)。The Impact of Institutional Trading on Stock Prices。Journal of Financial Economics,32(1),23-43。  new window
43.Jegadeesh, Narasimhan、Titman, Sheridan(1993)。Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency。The Journal of Finance,48(1),65-91。  new window
44.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
45.Diamond, Douglas W.、Verrecchia, Robert E.(1991)。Disclosure, Liquidity, and the Cost of Capital。The Journal of Finance,46(4),1325-1359。  new window
研究報告
1.Barber, Brad(1999)。Noise Trader Risk, Odd-Lot Trading, and Security Returns。University of California, Davis。  new window
2.Gemmill, G.、Thomas, D. C.(2003)。Does governance affect the performance of closed-end funds?。Cass Business School。  new window
3.Qiu, Lily Xiaoli、Welch, Ivo(2004)。Investor sentiment measures。Brown University。  new window
4.Sankaraguruswamy, S.、Shen, J.、Yamada, T.(2006)。Impact of firm-specific public information on the relation between prices and trading。National University of Singapore。  new window
單篇論文
1.Atkins, A. B.,Basu, S.(1991)。The impact of public announcements made after the stock market closes,University of Arizona:University of Denver。  new window
2.French, K. R.,Leftwich, R.,Uhrig, W.(1989)。The effect of scheduled announcements on futures markets,University of Chicago。  new window
 
 
 
 
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