:::

詳目顯示

回上一頁
題名:貪婪與恐懼對投資人風險調整行為之影響--展望理論觀點
書刊名:證券市場發展季刊
作者:李春安 引用關係王嘉祺羅進水 引用關係
作者(外文):Li, Chun-anWang, Jia-chiLo, Chin-shui
出版日期:2013
卷期:25:2=98
頁次:頁1-54
主題關鍵詞:貪婪恐懼展望理論風險調整行為GreedFearProspect theoryRisk adjustment behavior
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(3) 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:3
  • 共同引用共同引用:0
  • 點閱點閱:41
期刊論文
1.Jin, H.、X. Zhou(2008)。Portfolio Selection in Continuous Time。Mathematical Finance,18(3),385-426。  new window
2.Kar, J.(2008)。Fear in Financial Economics。The Icfai Journal of Financial Economics,6,77-78。  new window
3.Li, S. and C. J. Liu(2008)。Individual Differences in a Switch from Risk-averse Preferences for Gains to Risk-seeking Preferences for Losses: Can Personality Variables Predict the Risk Preferences。Journal of Risk Research,11(5),673-686。  new window
4.Lo, A. W.、D. V. Repin(2002)。The Psychophysiology of Real-time Financial Risk Processing。Journal of Cognitive Neuroscience,14(3),323-339。  new window
5.Lo, A. W.、D. V. Repin、B. N. Steenbarger(2005)。Fear and Greed in Financial Markets : A Clinical Study of Day-Traders。American Economic Review,95(2),352-359。  new window
6.Mamassian, P.(2008)。Overconfidence in an Objective Anticipatory Motor Task。Psychological Science (Wiley-Blackwell),19(6),601-606。  new window
7.Rappoport, P.、White, E. N.(1994)。Was the Crash of 1929 Expected。American Economic Review,84,271-281。  new window
8.Shefrin, H.(2002)。Behavioral Decision Making, Forecasting, Game Theory, and Role-playing。International Journal of Forecasting,18(3),375-382。  new window
9.Simons, H. L.(1999)。Nothing to Fear。Futures Magazine,36(5),61-64。  new window
10.Vlaev, I.、N. Stewart、N. Chater(2008)。Risk Preference Discrepancy: A Prospect Relativity Account of the Discrepancy between Risk Preferences in Laboratory Gambles and Real World Investments。Journal of Behavioral Finance,9(3),132-148。  new window
11.Guiso, L.、Sapienza, P.、Zingales, L.(2008)。Trusting the stock market。Journal of Finance,63(6),2557-2600。  new window
12.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
13.Markowitz, Harry(1952)。The Utility of Wealth。Journal of Political Economy,60(2),151-158。  new window
14.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
15.Siegel, J. J.(1992)。Equity risk premia, corporate profit forecasts, and investor sentiment around the stock crash of October 1987。Journal of Business,65,557-570。  new window
16.Forgas, J. P.(1995)。Mood & judgment: The affect infusion model (AIM)。Psychological Bulletin,117(1),39-66。  new window
17.Brown, P.、Chappel, N.、Da Silva Rosa, R.、Walter, T.(2006)。The reach of the disposition effect: large sample evidence across investor classes。International Review of Finance,6(1/2),43-78。  new window
18.Isen, Alice M.、Geva, Nehemia(1987)。The Influence of Positive Affect on Acceptable Level of Risk:The Person with a Large Canoe Has a Large Worry。Organizational Behavior and Human Decision Processes,39(2),145-154。  new window
19.Kahneman, Daniel、Tversky, Amos(1979)。Prospect theory: An analysis of decision making under risk。Journal of the Econometric Society,47(2),263-291。  new window
20.Fleming, Jeff、Ostdiek, Barbara、Whaley, Robert E.(1995)。Predicting Stock Market Volatility: A New Measure。Journal of Futures Markets,15(3),265-302。  new window
21.Low, Cheekiat(2004)。The Fear and Exuberance from Implied Volatility of S&P 100 Index Options。Journal of Business,77(3),527-546。  new window
22.Singh, J. V.(1986)。Performance, Slack, and Risk Taking in Organizational Decision Making。The Academy of Management Journal,29(3),562-585。  new window
23.Allen, W. D.、Evans, D. A.(2005)。Bidding and Overconfidence in Experimental Financial Markets。Journal of Behavioral Finance,6(3),108-120。  new window
24.Arak, M.、Mijid, N.(2006)。The VIX and VXN Volatility Measures: Fear Gauges of Forecast。Derivatives Use, Trading & Regulation,12(1/2),14-27。  new window
25.Barber, B. M.、Odean, T.、Zhu, N.(2009)。Do Retail Trades Move Markets?。Review of Financial Studies,22(1),151-186。  new window
26.Bates, D. S.(2000)。Post-'87 Crash Fears in the S&P 500 Futures Option Market。Journal of Econometrics,94(1/2),181-238。  new window
27.Bernardo, A. E.、Welch, I.(2004)。Liquidity and Financial Market Runs。The Quarterly Journal of Economics,119(1),135-158。  new window
28.Barberis, N.、Huang, M.、Santos, T.(2001)。Prospect Theory and Asset Prices。Quarterly Journal of Economics,116(1),1-54。  new window
29.Bettis, Richard A.(1981)。Performance Differences in Related and Unrelated Diversified Firms。Strategic Management Journal,2(4),379-393。  new window
30.Bettis, R. A.、Mahajan, V.(1985)。Risk/Return Performance of Diversified Firms。Management Science,31(7),785-799。  new window
31.Bhandari, G.、Deaves, R.(2006)。The Demographics of Overconfidence。Journal of Behavioral Finance,7(1),5-11。  new window
32.Bowman, E. H.(1980)。A Risk/Return Paradox for Strategic Management。Sloan Management Review,21(3),17-31。  new window
33.Bowman, E. H.(1982)。Risk Seeking by Troubled Firms。Sloan Management Review,23(4),33-42。  new window
34.Brown, K. C.、Harlow, W. V.、Ticnic, S. M.(19881200)。Risk Aversion, Uncertain Information, and Market Efficiency。Journal of Financial Economics,22(2),355-385。  new window
35.Campbell, J. Y.、Cochrane, J. H.(1999)。By Force of Habit: A Consumption-based Explanation of Aggregate Stock Market Behavior。Journal of Political Economy,107(2),205-251。  new window
36.Cesarini, D.、Dawes, C. T.、Johannesson, M.、Lichtenstein, P.、Wallace, B.(2009)。Genetic Variation in Preferences for Giving and Risk Taking。Quarterly Journal of Economics,124(2),809-842。  new window
37.Chetty, R.、Szeidl, A.(2007)。Consumption Commitments and Risk Preferences。Quarterly Journal of Economics,122(2),831-877。  new window
38.Clinebell, John M.、Squires, Jan R.、Stevens, Jerry L.(1993)。Investment Performance over Bull and Bear Markets: Fabozzi and Francis Revisited。Quarterly Journal of Business & Economics,32(4),14-25。  new window
39.De Long, J. Bradford、Shleifer, Andrei、Summers, Lawrence H.、Waldmann, Robert J.(1990)。Positive Feedback Investment Strategies and Destabilizing Rational Speculation。Journal of Finance,45(2),379-395。  new window
40.Guiso, L.、Paiella, M.(2008)。Risk Aversion, Wealth, and Background Risk。Journal of the European Economic Association,6(6),1109-1150。  new window
41.Kumar, A.(2009)。Who Gambles in the Stock Market?。Journal of Finance,64(4),1889-1933。  new window
42.Lerner, Jennifer S.、Keltner, Dacher(2001)。Fear, anger, and risk。Journal of Personality and Social Psychology,81(1),146-159。  new window
43.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
44.Rubin, P. H.、Paul Ii, C. W.(1979)。An Evolutionary Model of Taste for Risk。Economic Inquiry,17(4),585-596。  new window
45.Tourani-Rad, A.、Kirkby, S.(2005)。Investigation of Investors’ Overconfidence, Familiarity and Socialization。Accounting & Finance,45(2),283-300。  new window
46.Wang, X. T.(2006)。Emotions within Reason: Resolving Conflicts in Risk Reference。Cognition and Emotion,20(8),1132-1152。  new window
47.Westerhoff, F. H.(2004)。Greed, Fear and Stock Market Dynamics。Physica A: Statistical Mechanics and its Applications,343,635-642。  new window
48.Whaley, R. E.(20000300)。The Investor Fear Gauge。Journal of Portfolio Management,26(3),12-17。  new window
49.Yao, S.、Luo, D.(2009)。The Economic Psychology of Stock Market Bubbles in China。The World Economy,32(5),667-691。  new window
50.Barber, Brad M.、Odean, Terrance(2000)。Trading is hazardous to your wealth: The common stock investment performance of individual investors。The Journal of Finance,55(2),773-806。  new window
51.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
52.Tversky, Amos、Kahneman, Daniel(1992)。Advances in prospect theory: Cumulative representation of uncertainty。Journal of Risk and Uncertainty,5(4),297-323。  new window
53.Odean, Terrance(1998)。Volume, Volatility, Price, and Profit When All Traders Are Above Average。Journal of Finance,53(6),1887-1934。  new window
54.Thaler, Richard H.、Johnson, Eric J.(1990)。Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice。Management Science,36(6),643-660。  new window
55.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
56.Fabozzi, Frank J.、Francis, Jack C.(1977)。Stability tests for alphas and betas over bull and bear market conditions。Journal of Finance,32(4),1093-1099。  new window
57.Genesove, David、Mayer, Christopher(2001)。Nominal loss aversion and seller behavior: Evidence from the housing market。Quarterly Journal of Economics,116(4),1233-1260。  new window
58.Sitkin, Sim B.、Weingart, Laurie R.(1995)。Determinants of Risky Decision-making Behavior: A Test of the Mediating Role of Risk Perceptions and Propensity。The Academy of Management Journal,38(6),1573-1592。  new window
59.Jemison, D.(1987)。Risk and the Relationship among Strategy, Organizational Processes, and Performance。Management Science,33(9),1087-1101。  new window
60.Lerner, J. S.,、Keltner, D.(2000)。Beyond valence: Toward a model of emotion-specific influences on judgment and choice。Cognition and Emotion,14(4),473-493。  new window
61.Mittal, V.、Ross, W. T. Jr.(1998)。The impact of positive and negative affect and issue framing on issue interpretation and risk taking。Organizational Behavior and Human Decision Processes,76(3),298-324。  new window
62.Stotz, Olaf、von Nitzsch, Rüdiger(2005)。The Perception of Control and the Level of Overconfidence: Evidence from Analyst Earnings Estimates and Price Targets。The Journal of Behavioral Finance,6(3),121-128。  new window
研究報告
1.Chetty, R.、A. Szeidl(2004)。Consumption Commitments : Neoclassical Foundations for Habit Formation (December 2004)。  new window
2.Dohmen, T.、Falk, A.、Huffman, D.、Sunde, U.、Schupp, J.、Wagner, G. G.(2005)。Individual Risk Attitudes: New Evidence from a Large, Representative, Experimentally-Validated Survey。  new window
3.Bry, G.、Boschan, C.(1971)。Cyclical Analysis of Time Series : Selected Procedures and Computer Program。New York, NY:Columbia University Press。  new window
學位論文
1.Bombardini, M.、F. Trebbi(2007)。Risk Aversion and Expected Utility Theory: An Experiment with Large and Small Stakes(-)。Harvard University。  new window
圖書
1.LaBier, D.(1986)。Madness: The Emotional Fallout of Success。Boston, Massachusetts:Addison-Wesley。  new window
2.Yon Neumann, J.、O. Morgenstern(1947)。Theory of Games and Economics Behavior。Princeton, N. J:Princeton University Press。  new window
3.Shefrin, H.(2000)。Beyond Greed and Fear: Finance and the Psychology of Investing。Harvard Business School Press。  new window
4.Chiang, C.A.、Wainwright, K.(2005)。Fundamental Methods of Mathematical Economics。New York:McGraw-Hill。  new window
5.Malkiel, Burton G.(1973)。A Random Walk Down Wall Street。New York:W. W. Norton & Co。  new window
其他
1.Jin, H.,X. Zhou(20110104)。Potential Losses: A Prospect Theory Perspective,http://ssrn.com/abstract=1510167。  new window
圖書論文
1.Schwartz, N.(1990)。Feelings as Information: Informational and Motivational Functions of Affective States。EHandbook of motivation and cognition: Foundations of social behavior。NY:Guilford。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE