:::

詳目顯示

回上一頁
題名:Investor Type, Options, and Mental Accounting: Evidence from the Taiwan Index Options Trading
書刊名:期貨與選擇權學刊
作者:王銘駿 引用關係劉玉珍詹佳縈 引用關係裴方枝羅懷均
作者(外文):Wang, Ming-chunLiu, Yu-janeChan, Chia-yingBui, Phuong-chiLo, Huai-chun
出版日期:2019
卷期:12:1
頁次:頁81-139
主題關鍵詞:選擇權交易心理帳戶快樂編輯原則Options tradingMental accountingHedonic editing rule
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(0) 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:8
期刊論文
1.Liu, Yu-Jane、Wang, Ming-Chun、Zhao, Longkai(2010)。Narrow framing: Professions, sophistication, and experience。Journal of Futures Markets,30(3),203-229。  new window
2.Grinblatt, M.、Han, B.(2005)。Prospect Theory, Mental Accounting, and Momentum。Journal of Financial Economics,78(2),311-339。  new window
3.Rockenbach, B.(2004)。The behavioral relevance of mental accounting for the pricing of financial options。Journal of Economic Behavior & Organization,53,513-527。  new window
4.Kumar, A.、Lim, S. S.(2008)。How do decision frames influence the stock investment choices of individual investors?。Management science,54(6),1052-1064。  new window
5.Linville, P. W.、Fischer, G. W.(1991)。Preferences for Separating or Combining Events。Journal of Personality and Social Psychology,60(1),5-23。  new window
6.Ferris, Stephen P.、Haugen, Robert A.、Makhija, Anil K.(1988)。Predicting contemporary volume with historic volume at differential price levels: Evidence supporting the disposition effect。Journal of Finance,43(3),677-697。  new window
7.Barberis, Nicholas、Huang, Ming(2001)。Mental Accounting, Loss Aversion, and Individual Stock Returns。Journal of Finance,56(4),1247-1292。  new window
8.Benartzi, Shlomo、Thaler, Richard H.(1995)。Myopic Loss Aversion and the Equity Premium Puzzle。Quarterly Journal of Economics,110(1),73-92。  new window
9.Chou, Robin K.、Chung, Huimin(2006)。Decimalization, Trading Costs and Information Transmission between ETFs and Index Futures。Journal of Futures Markets,26(2),131-151。  new window
10.Locke, P. R.、Mann, S. C.(2005)。Professional Trader Discipline and Trade Disposition。Journal of Financial Economics,76(2),401-444。  new window
11.Thaler, Richard H.、Shefrin, Hersh M.(1981)。An economic theory of self-control。Journal of Political Economy,89(2),392-406。  new window
12.Kawaller, Ira G.、Koch, Paul D.、Koch, Timothy W.(1987)。The Temporal Price Relationship Between S&P 500 Futures and the S&P 500 Index。The Journal of Finance,42(5),1309-1329。  new window
13.Loughran, Tim、Ritter, Jay R.(2002)。Why Don't Issuers Get Upset about Leaving Money on the Table in IPOs?。Review of Financial Studies,15(2),413-444。  new window
14.Chakravarty, Sugato、Gulen, Huseyin、Mayhew, Stewart(2004)。Informed trading in stock and option markets。Journal of Finance,59(3),1235-1257。  new window
15.Tversky, Amos、Kahneman, Daniel(1981)。The Framing Effect of Decisions and the Psychology of Choice。Science,211,453-458。  new window
16.Chang, Chuang-Chang、Hsieh, Pei-Fang、Tang, Chih-Wei、Wang, Yaw-Huei(2013)。The Intraday Behavior of Information Misreaction Across Various Categories of Investors in the Taiwan Options Market。Journal of Financial Market,16(2),362-385。  new window
17.Magi, A.(2009)。Portfolio choice, behavioral preferences and equity home bias。Quarterly Review of Economics and Finance,49(2),501-520。  new window
18.Bailey, Warren、Kumar, Alok、Ng, David(2011)。Behavioral biases of mutual fund investors。Journal of Financial Economics,102(1),1-27。  new window
19.Barberis, Nicholas C.、Huang, Ming、Santos, Tano(2001)。Prospect Theory and Asset Prices。The Quarterly Journal of Economics,116(1),1-53。  new window
20.Chaput, J. S.、Ederington, L. H.(2003)。Option spread and combination trading。Journal of Derivatives,10(4),70-88。  new window
21.Ge, Li、Lin, Tse-Chun、Pearson, Neil D.(2016)。Why Does the Option to Stock Volume Ratio Predict Stock Returns?。Journal of Financial Economics,120(3),601-622。  new window
22.Haigh, Michael、List, John A.(2005)。Do professional traders exhibit myopic loss aversion? An experimental analysis。Journal of Finance,60(1),523-534。  new window
23.Shapira, Z.、Venezia, I.(2001)。Patterns of Behavior of Professionally Managed and Independent Investors。Journal of Banking and Finance,25(8),1573-1587。  new window
24.Chou, Robin K.、Wang, George H.、Wang, Yun-Yi(2015)。The impacts of individual day trading strategies on market liquidity and volatility: Evidence from the Taiwan Index Futures Market。Journal of Futures Markets,35(5),399-425。  new window
25.Barberis, N.、Huang, M.(2009)。Preferences with Frames: A New Utility Specification that Allows for the Framing of Risks。Journal of Economic Dynamics and Control,33,1555-1576。  new window
26.Barberis, N.、Huang, M.、Thaler, R.(2006)。Individual Preferences, Monetary Gambles and Stock Market Participation: a Case for Narrow Framing。American Economic Review,96,1069-1090。  new window
27.Shefrin, H.、Statman, M.(1985)。The disposition effect to sell winners too early and ride losers too long。Journal of Finance,40,777-790。  new window
28.Thaler, Richard H.(1994)。Psychology and savings policies。American Economic Review Papers and Proceedings,84,186-192。  new window
29.Ljungqvist, Alexander、Wilhelm, William J. Jr.(2005)。Does Prospect Theory Explain IPO Market Behavior?。The Journal of Finance,60(4),1759-1790。  new window
30.Grinblatt, Mark、Keloharju, Matti(2000)。The Investment Behavior and Performance of Various Investor Types: A Study of Finland's Unique Data Set。Journal of Financial Economics,55(1),43-67。  new window
31.Grinblatt, Mark、Keloharju, Matti(2001)。How Distance, Language, and Culture Influence Stockholdings and Trades。The Journal of Finance,56(3),1053-1073。  new window
32.Odean, Terrance(1998)。Are Investors Reluctant to Realize Their Losses?。The Journal of Finance,53(5),1775-1798。  new window
33.Kahneman, Daniel、Tversky, Amos(1984)。Choices, values, and frames。American Psychologist,39(4),341-350。  new window
34.Thaler, Richard H.(1980)。Toward a positive theory of consumer choice。Journal of Economic behavior and Organization,1(1),39-60。  new window
35.Kavussanos, M. G.、Visvikis, I. D.、Alexakis, P. D.(2008)。The Lead‐Lag Relationship between Cash and Stock Index Futures in a New Market。European Financial Management,14(5),1007-1025。  new window
36.Fang, Y.、Wang, S. Y.(2005)。A Fuzzy Index Tracking Portfolio Selection Model。Lecture Notes in Computer Science,3516,554-561。  new window
37.Gou, Y.、Jiang, Y.、Rui, L.、Miao, D.、Peng, J.(2013)。The Nonfungibility of Mental Accounting: A Revision。Social Behavior and Personality: An International Journal,41(4),625-633。  new window
38.He, P.、Hu, X.(2010)。Household Investment: The Horizon Effect。Review of Behavioral Finance,2(2),81-105。  new window
39.Hirst, D. E.、Joyce, E. J.、Schadewald, M. S.(1994)。Mental Accounting and Outcome Contiguity in Consumer-Borrowing Decisions。Organizational Behavior and Human Decision Processes,58(1),136-152。  new window
40.Koch, A. K.、Nafziger, J.(2016)。Goals and Bracketing under Mental Accounting。Journal of Economic Theory,162,305-351。  new window
41.Lehenkari, M.(2009)。The Hedonic Editing Hypothesis: Evidence from the Finnish Stock Market。The Journal of Behavioral Finance,10(1),9-18。  new window
42.Lim, Sonya Seongyeon(2006)。Do Investors Integrate Losses and Segregate Gains? Mental Accounting and Ivestor Trading Decisions。Journal of Business,79(5),2539-2573。  new window
43.Okay, N.、Akman, U.(2003)。Index Tracking with Constraint Aggregation。Applied Economics Letters,10,913-916。  new window
44.Ryu, D.、Yang, H.(2019)。Who has volatility information in the index options market?。Finance Research Letters,30(C),266-270。  new window
45.Soman, D.、Cheema, A.(2011)。Earmarking and Partitioning: Increasing Saving by Low-Income Households。Journal of Marketing Research,48(SPL),S14-S22。  new window
46.Shefrin, Hersh M.、Statman, Meir(1984)。Explaining Investor Preference for Cash Dividends。Journal of Financial Economics,13(2),253-282。  new window
47.Shefrin, Hersh M.、Thaler, Richard H.(1988)。The behavioral life-cycle hypothesis。Economic Inquiry,26(4),609-643。  new window
48.Thaler, Richard H.(1985)。Mental Accounting and Consumer Choice。Marketing Science,4(3),199-214。  new window
49.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
50.Thaler, Richard H.(1999)。Mental Accounting Matters。Journal of Behavioral Decision Makings,12(3),183-206。  new window
51.Dhar, Ravi、Zhu, Ning(2006)。Up Close and Personal: An Individual Level Analysis of the Disposition Effect。Management Science,52(5),726-740。  new window
52.Feng, Lei、Seasholes, Mark S.(2005)。Do investor sophistication and trading experience eliminate behavioral biases in financial markets?。Review of Finance,9(3),305-351。  new window
53.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
54.Loughran, Tim、Ritter, Jay R.(2004)。Why has IPO underpricing changed over time?。Financial Management,33(3),5-37。  new window
研究報告
1.Rantapuska, E.(2005)。Do investors reinvest dividends and tender offer proceeds?。Helsinki School of Economics。  new window
圖書論文
1.O'Curry, S.(1999)。Consumer budgeting and mental accounting。The Elgar Companion to Consumer Research and Economic Psychology。Northampton, MA:Cheltenham。  new window
2.Thaler, Richard H.(2003)。Mental accounting matters。Advances in Behavioral Economics。Princeton, NJ:Princeton University Press。  new window
3.Shefrin, H. M.、Thaler, R. H.(2004)。Mental Accounting, Saving, and Self-Control。Advances in Behavioral Economics。Princeton, NJ:Princeton University Press。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
QR Code
QRCODE