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題名:投資人情緒、總體經濟因素與中國A股報酬率關係之研究
書刊名:創新與管理
作者:吳靖東 引用關係袁中杰
作者(外文):Wu, Jing-tungYuan, Zhong-jie
出版日期:2019
卷期:15:1
頁次:頁1-28
主題關鍵詞:分析師情緒市場報酬率投資人情緒總體經濟Analyst sentimentInvestor sentimentMacroeconomicsMarket return
原始連結:連回原系統網址new window
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  • 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:51
  • 點閱點閱:10
期刊論文
1.Bonini, S.、Zanetti, L.、Bianchini, R.、Salvi, A.(2010)。Target price accuracy in equity research。Journal of Business Finance & Accounting,37(9/10),1177-1217。  new window
2.Daniel, Kent、Titman, Sheridan(1999)。Market Efficiency in an Irrational World。Financial Analysts Journal,55(6),28-40。  new window
3.Lemmon, M.、Portniaguina, E.(2006)。Consumer confidence and asset prices: Some empirical evidence。Review of Financial Studies,19(4),1499-1529。  new window
4.王美今、孫建軍(2004)。中國股票收益、收益波動與投資人情緒。經濟研究學報,10(1),75-83。  延伸查詢new window
5.文凰華、肖金利、黃創霞(2014)。投資人情緒特征對股票價格行為的影響研究。管理科學學報,17(3),60-69。  延伸查詢new window
6.吳靖東(20140200)。投資人情緒對股票報酬之影響--馬可夫狀態轉換模式之應用。創新與管理,10(4),67-94。new window  延伸查詢new window
7.許菁旂、黃文聰、黃振聰(20151200)。投資人情緒對低波動異常現象的預測力:市場狀態的影響。管理學報,32(4),399-424。new window  延伸查詢new window
8.郭琨、周衛星、成思危(2012)。中國股市的經濟晴雨表作用--基於最優路徑法的動態分析。管理科學學報,15(1),1-10。  延伸查詢new window
9.曾志堅、江洲(2007)。宏觀經濟變量對股票價格的影響研究。財經理論與實踐,28(1),40-45。  延伸查詢new window
10.劉清標、林筱鳳、陳宏榮(20170600)。股票報酬與投資人情緒之預測。財金論文叢刊,26,1-18。new window  延伸查詢new window
11.Hong, H.、Stein, J. C.(1999)。A unified theory of under reaction, momentum trading, and over reaction in asset markets。Journal of Finance,54(6),2143-2184。  new window
12.Humpe, A.、Macmillan, P.(2009)。Can macroeconomic variable explain long-term stock market movements? A comparison of the US and Japan。Applied Financial Economics,19(2),111-119。  new window
13.Lioui, A.、Maio, P.(2014)。Interest rate risk and the cross section of stock returns。Journal of Financial and Quantitative Analysis,49(2),483-511。  new window
14.Shiller, Robert J.、Fischer, Stanley、Friedman, Benjamin M.(1984)。Stock prices and social dynamics。Brookings papers on Economic Activity,1984(2),457-510。  new window
15.Shanken, J.、Weinstein, M. I.(2006)。Economic forces and the stock market revisited。Journal of Empirical Finance,13(2),129-144。  new window
16.Zhu, B.、Niu, F.(2016)。Investor sentiment, accounting information and stock price: Evidence from China。Pacific-Basin Finance Journal,38,125-134。  new window
17.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
18.Baker, Malcolm、Stein, Jeremy C.(2004)。Market liquidity as a sentiment indicator。Journal of Financial Markets,7(3),271-299。  new window
19.Barberis, Nicholas、Shleifer, Andrei、Vishny, Robert W.(1998)。A model of investor sentiment。Journal of Financial Economics,49(3),307-343。  new window
20.Black, Fisher(1986)。Noise。Journal of Finance,41(3),529-543。  new window
21.Clarke, Roger G.、Statman, Meir(1998)。Bullish or Bearish?。Financial Analysts Journal,54(3),63-72。  new window
22.Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business,59(3),383-403。  new window
23.Chung, S.-L.、Hung, C.-H.、Yeh, C.-Y.(2012)。When does investor sentiment predict stock returns?。Journal of Empirical Finance,19(2),217-240。  new window
24.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
25.Elton, Edwin J.、Gruber, Martin J.、Busse, Jeffrey A.(1998)。Do Investors Care about Sentiment?。Journal of Business,71(4),477-500。  new window
26.Fisher, Kenneth L.、Statman, Meir(2000)。Investor Sentiment And Stock Returns。Financial Analysts Journal,56(2),16-23。  new window
27.Flannery, M. J.、Protopapadakis, A. A.(2002)。Macroeconomic Factors Do Influence Aggregate Stock Returns。The Review of Financial Studies,15(3),751-782。  new window
28.Granger, Clive W. J.(1969)。Investigating causal relations by econometric models and cross-spectral methods。Econometrica: Journal of the Econometric Society,37(3),424-438。  new window
29.Ratanapakorn, O.、Sharma, S. C.(2007)。Dynamic analysis between the US stock returns and the macroeconomic variables。Applied Financial Economics,17(5),369-377。  new window
30.Rapach, David E.、Wohar, Mark E.、Rangvid, Jesper(2005)。Macro Variables and International Stock Return Predictability。International Journal of Forecasting,21(1),137-166。  new window
31.Shleifer, Andrei、Summers, Lawrence H.(1990)。The Noise Trader Approach to Finance。Journal of Economic Perspectives,4(2),19-33。  new window
32.Solt, Michael E.、Statman, Meir(1988)。How Useful is the Sentiment Index?。Financial Analysts Journal,44(5),45-55。  new window
33.Fama, Eugene F.、French, Kenneth R.(1993)。Common risk factors in the returns on stocks and bonds。Journal of Financial Economics,33(1),3-56。  new window
34.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
35.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
36.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
37.Sharpe, William F.(1964)。Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk。The Journal of Finance,19(3),425-442。  new window
38.Fama, Eugene F.、French, Kenneth R.(1992)。The Cross-Section of Expected Stock Returns。The Journal of Finance,47(2),427-465。  new window
39.Daniel, Kent D.、Hirshleifer, David A.、Subrahmanyam, Avanidhar(1998)。Investor Psychology and Security Market under- and Overreactions。The Journal of Finance,53(6),1839-1885。  new window
40.De Bondt, Werner F. M.、Thaler, Richard H.(1985)。Does the Stock Market Overreact?。The Journal of Finance,40(3),793-805。  new window
研究報告
1.Brown, G. W.、Cliff, M. T.(2001)。Investor sentiment and near term stock market。  new window
 
 
 
 
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