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題名:影響不動產市場之從眾行為與總體經濟因素之研究
書刊名:應用經濟論叢
作者:林左裕 引用關係程于芳
作者(外文):Lin, Calvin TsoyuCheng, Yu-fang
出版日期:2014
卷期:95
頁次:頁61-99
主題關鍵詞:不動產市場從眾行為交易量波動自我迴歸分配落遲模型Real estate marketHerdingTransaction volatilityARDL model
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(11) 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:9
  • 共同引用共同引用:99
  • 點閱點閱:229
期刊論文
1.Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1992)。A theory of Fad, Fashion, Custom, and Cultural Change as Informational Cascades。Journal of Political Economy,100,992-1026。  new window
2.林秋瑾、黃佩玲(19951000)。住宅價格與總體經濟變數關係之研究--以向量自我迴歸模式(VAR)進行實證。國立政治大學學報,71(下),143-160。  延伸查詢new window
3.Bikhchandani, S.、Sharma, S.(2000)。Herd Behavior in Financial Markets: A Revies。IMF Working Paper,47,279-307。  new window
4.Darrat, A. F.、Glasock, J. L.(1993)。On the Real Estate Market Efficiency。Journal of Real Estate Finance and Economics,7(1),55-72。  new window
5.Fortura, P.、Kushner, J.(1986)。Canadian Inter-city House Price Differentials。Real Estate Economics,14(4),525-536。  new window
6.McCue, T.、Kling, J.(1994)。Real Estate Returns and the Macroeconomy: Some Empirical Evidence from Real Estate Investment Trust Data。Journal of Real Estate Research,9,277-287。  new window
7.Ramsey, B.(1969)。Tests for Specification Errors in Classical Linear Least Squares Regression Analysis。Journal of the Royal Statistical Society, Series B,31,350-371。  new window
8.彭建文、張金鶚(20000600)。預期景氣與宣告效果對房地產景氣影響之研究。管理學報,17(2),343-368。new window  延伸查詢new window
9.Devenow, Andrea、Welch, Ivo(1996)。Rational Herding in Financial Economics。European Economic Review,40(3-5),603-615。  new window
10.Graham, J. R.(1999)。Herding Among Investment Newsletters: Theory and Evidence。Journal of Finance,54(1),237-268。  new window
11.Admati, A. R.、Pfleiderer, P.(1988)。A Theory of Intraday Patterns: Volume and Price Variability。Review of Financial Studies,1(1),3-40。  new window
12.陳明吉(19900600)。房地產價格及其變動因素之研究。臺灣銀行季刊,41(2),220-244。new window  延伸查詢new window
13.曾建穎、張金鶚、花敬群(20051200)。不同空間、時間住宅租金與其房價關聯性之研究--臺北地區之實證現象分析。住宅學報,14(2),27-49。new window  延伸查詢new window
14.Falkenstein, Eric G.(1996)。Preferences for Stock Characteristics as Revealed by Mutual Fund Portfolio Holdings。Journal of Finance,51(1),111-135。  new window
15.Wermers, R.(1999)。Mutual Fund Herding and Impact on Stock Price。Journal of Finance,54(2),581-622。  new window
16.林秋瑾、王健安、張金鶚(1997)。房地產景氣與總體經濟景氣於時間上領先、同時、落後關係之探討。Proceedings of the National Science Council,7(1),35-56。  延伸查詢new window
17.吳森田(19940100)。所得、貨幣與房價--近二十年臺北地區的觀察。住宅學報,2,49-65。new window  延伸查詢new window
18.Jorgenson, Dale W.(1963)。Capital Theory and Investment Behavior。The American Economic Review,53(2),247-259。  new window
19.Froot, Kenneth A.、Scharfstein, David S.、Stein, Jeremy C.(1992)。Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation。Journal of Finance,47(4),1461-1484。  new window
20.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
21.Scharfstein, David S.、Stein, Jeremy C.(1990)。Herd Behavior and Investment。The American Economic Review,80(3),465-479。  new window
22.Shiller, Robert J.(1984)。Stock Prices and Social Dynamics。Brookings Papers on Economic Activity,2,457-510。  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.張金鶚、陳明吉、鄧筱蓉、楊智元(20091200)。臺北市房價泡沫知多少?--房價vs.租金、房價vs.所得。住宅學報,18(2),1-22。new window  延伸查詢new window
25.陳明吉、曾琬婷(20081000)。臺灣不動產市場從眾行為之檢視。管理與系統,15(4),591-615。new window  延伸查詢new window
26.Kahneman, Daniel、Tversky, Amos(1979)。Prospect Theory: An Analysis of Decision under Risk。Econometrica: Journal of the Econometric Society,47(2),263-292。  new window
27.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
28.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
29.Chang, Eric C.、Cheng, Joseph W.、Khorana, Ajay(2000)。An examination of herd behavior in equity markets: An international perspective。Journal of Banking and Finance,24(10),1651-1679。  new window
30.Topol, Richard(1991)。Bubbles and Volatility of Stock Prices: Effect of Mimetic Contagion。The Economic Journal,101(407),786-800。  new window
會議論文
1.許淑媛、張金鶚(2008)。住宅個案價格分散之時空影響。臺北:中華民國住宅學會。  延伸查詢new window
學位論文
1.江明宜(1997)。營建類股價及其影響因素波動關係之研究--誤差修正模型之應用(碩士論文)。國立政治大學。  延伸查詢new window
圖書
1.Baddeley, M. C.(2005)。Housing Bubbles, Herdings and Frenzies: Evidence from British Housing Markets。Cambridge:Cambridge Center for Economic and Public Policy。  new window
2.Keynes, J. M.(1936)。The General Theory of Interest, Employment and Money。London:Macmillan。  new window
3.Wickens, C. D.(1984)。Engineering Psychology and Human Performance。Colombus, Ohio:Charles E. Merrill。  new window
4.Simon, H. A.(1982)。Models of Bounded Rationality: Behavioral Economics and Business Organization。Cambridge, MA:MIT Press。  new window
圖書論文
1.Asch, Solomon E.(1951)。Effects of Group Pressure Upon the Modification and Distortion of Judgments。Groups, leadership and men; research in human relations。Carnegie Press。  new window
 
 
 
 
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