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題名:投資人情緒、從眾與非從眾行為關聯性之研究
書刊名:證券市場發展季刊
作者:葉智丞李春安 引用關係
作者(外文):Yeh, Chih-chengLi, Chun-an
出版日期:2012
卷期:24:3=95
頁次:頁141-182
主題關鍵詞:投資人情緒從眾行為非從眾行為市場報酬Investor sentimentHerdingNon-herdingMarket return
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(4) 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:2
  • 共同引用共同引用:76
  • 點閱點閱:193
期刊論文
1.Gonzalez, L.、J. G. Powell、J. Shi、A. Wilson(2005)。Two Centuries of Bull and Bear Market Cycles International。Review of Economics and Finance,14(5),469-486。  new window
2.Hwang, Soosung、Salmon, Mark(2004)。Market stress and herding。Journal of Empirical Finance,11,585-616。  new window
3.Chang, Eric C.、Cheng, Joseph W.、Khorana, Ajay(2000)。An examination of herding behavior in equity markets: An international perspective。Journal of Banking & Finance,24(10),1651-1679。  new window
4.Baker, Malcolm、Wurgler, Jeffrey(2000)。The equity share in new issues and aggregate stock returns。Journal of Finance,55(5),2219-2257。  new window
5.許溪南、郭玟秀、鄭乃誠(20050900)。投資人情緒與股價報酬波動之互動關係:臺灣股市之實證。臺灣金融財務季刊,6(3),107-121。new window  延伸查詢new window
6.Powell, J. G.、Shi, J.、Wei, X.、Wu, Y.(2007)。Chinese Stock Market Cyclical Regimes: 1991-2006。Economics Letters,97(5),235-239。  new window
7.Forgas, J. P.(1995)。Mood & judgment: The affect infusion model (AIM)。Psychological Bulletin,117(1),39-66。  new window
8.Chan, W. S.、Frankel, R.、Kothari, S. P.(2004)。Testing behavioral finance theories using trends and consistency in financial performance。Journal of Accounting and Economics,38(1/3),3-50。  new window
9.Barberis, N.、Shleifer, A.(2003)。Style investing。Journal of Financial Economics,68(2),161-199。  new window
10.Najand, Mohammad、Yung, Kenneth(1994)。A GARCH Examination of the Relationship between Volume and Price Volatility in Futures Markets。Journal of Future Markets,11,613-621。  new window
11.吳貞慧、劉維琪(20060600)。臺灣上市公司績效與投資人行為偏誤之研究。財務金融學刊,14(2),1-39。new window  延伸查詢new window
12.Daniel, K.、Titman, S.(2006)。Market Reactions to Tangible and Intangible Information。Journal of Finance,61(4),1605-1643。  new window
13.Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1992)。A theory of fads, fashion, custom, and culture change as information cascades。Journal of Polotical Economy,100(5),992-1026。  new window
14.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。  new window
15.Pagan, A. R.、Sossounov, K. A.(2003)。A Simple Framework for Analyzing Bull and Bear Markets。Journal of Applied Econometrics,18(1),23-46。  new window
16.Whaley, R. E.(20000300)。The Investor Fear Gauge。Journal of Portfolio Management,26(3),12-17。  new window
17.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
18.Daniel, Kent、Titman, Sheridan(1999)。Market Efficiency in an Irrational World。Financial Analysts Journal,55(6),28-40。  new window
19.Bernhardt, Dan、Campello, Murillo、Kutsoati, Edward(2006)。Who Herds?。Journal of Financial Economics,80(3),657-675。  new window
20.周賓凰、張宇志、林美珍(20070700)。投資人情緒與股票報酬互動關係。證券市場發展季刊,19(2)=74,153-190。new window  延伸查詢new window
21.Baker, Malcolm、Stein, Jeremy C.(2004)。Market liquidity as a sentiment indicator。Journal of Financial Markets,7(3),271-299。  new window
22.Fisher, Kenneth L.、Statman, Meir(2000)。Investor Sentiment And Stock Returns。Financial Analysts Journal,56(2),16-23。  new window
23.Banerjee, Abhijit V.(1992)。A simple model of herd behavior。The Quarterly Journal of Economics,107(3),797-817。  new window
24.Brown, Gregory W.、Cliff, Michael T.(2004)。Investor sentiment and the near-term stock market。Journal of Empirical Finance,11(1),1-27。  new window
25.李春安、賴藝文(20050800)。股市劇烈變動區間臺灣股票市場與本國機構投資人從眾行為之研究。臺灣管理學刊,5(2),231-267。new window  延伸查詢new window
26.羅進水、李春安(20090700)。從眾與非從眾行為對市場報酬衝擊之研究。管理評論,28(3),21-41。new window  延伸查詢new window
27.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。Journal of Finance,61(4),1645-1680。  new window
28.Ellison, Glenn、Fudenberg, Drew(1993)。Rules of thumb for social learning。Journal of Political Economy,101(4),612-643。  new window
29.Gervais, Simon、Odean, Terrance(2001)。Learning to be Overconfident。Review of Financial Studies,14(1),1-27。  new window
30.Loewenstein, George F.、Weber, Elke U.、Hsee, Christopher K.、Welch, Ned(2001)。Risk as feelings。Psychological Bulletin,127(2),267-286。  new window
31.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
32.Christie, William G.、Huang, Roger D.(1995)。Following the pied piper: Do individual returns herd around the market?。Financial Analysts Journal,51(4),31-37。  new window
33.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
34.Barber, Brad M.、Odean, Terrance(2008)。All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors。Review of Financial Studies,21(2),785-818。  new window
35.Kaniel, Ron、Saar, Gideon、Titman, Sheridan(2008)。Individual investor trading and stock returns。Journal of Finance,63(1),273-310。  new window
研究報告
1.Bry, G.、Boschan, C.(1971)。Cyclical Analysis of Time Series : Selected Procedures and Computer Program。New York, NY:Columbia University Press。  new window
圖書
1.Shefrin, H.(2002)。Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing。Oxford University Press。  new window
2.Shiller, Robert J.(2000)。Irrational Exuberance。Princeton University Press。  new window
其他
1.Avramov, D., T. Chordia and A. Goyal(2004)。The Impact of Trades on Daily Volatility。  new window
2.Barber, B. M., T. Odean and N. Zhu(2006)。Do Noise Traders Move Market?。  new window
3.Camerer, C. F.(1998)。Can Asset Markets be Manipulated? A Field Experiment with Race Track Betting。  new window
4.Gendolla, G(2000)。On the Impact of Mood on Behavior: An Integrative Theory and a Review。  new window
5.Hwang, S. and M. Salmon(2008)。Sentiment and Beta Herding。  new window
6.Li, W., S. G. Rhee and S. S. Wang(2009)。Differences in Herding: Individual vs. Institutional Investors in China University。  new window
7.Neal, R. and S. M. Wheatley(1998)。Do Measures of Investor Sentiment Predict Stock Returns。  new window
8.Nofsinger, J(2003)。Social Mood and Financial Economics。  new window
9.Poterba, J. M. and L. H. Summers(1988)。Mean Reversion in Stock Prices。  new window
10.Plutchik, R.(2002)。Emotions and Life: Perspectives from Psychology, Biology, and Evolution。  new window
11.Slovic, P., F. Melissa, P. Ellen and G. Donald(2007)。The Affect Heuristic。  new window
12.Wang, D.(2008)。Herd Behavior Toward the Market Index: Evidence From 21 Financial Markets。  new window
13.Warneryd, K.E.(2001)。Stode-Market Psychology: How People Value and Trade Stocks。  new window
 
 
 
 
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