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題名:市場關注與房市變化關聯性之驗證
書刊名:住宅學報
作者:朱芳妮
作者(外文):Ch, Fang-ni
出版日期:2022
卷期:31:2
頁次:頁91-113
主題關鍵詞:關注谷歌搜尋心理因素房市AttentionGoogle searchPsychological factorsReal estate market
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:40
  • 點閱點閱:1
期刊論文
1.DellaVigna, Stefano、Pollet, Joshua M.(2009)。Investor inattention and Friday earnings announcements。The Journal of Finance,64(2),709-749。  new window
2.彭建文、賴鳴美(20060600)。賣方訂價策略對成交價格之影響分析。住宅學報,15(1),1-20。new window  延伸查詢new window
3.Bank, Matthias、Larch, Martin、Peter, Georg(2011)。Google Search Volume and its Influence on Liquidity and Returns of German Stocks。Financial Markets and Portfolio Management,25(3),239-264。  new window
4.Da, Zhi、Engelberg, Joseph、Gao, Pengjie(2011)。In Search of Attention。The Journal of Finance,66(5),1461-1499。  new window
5.蔡怡純、陳明吉(20081200)。臺北地區不動產價格波動之不對稱性探討。住宅學報,17(2),1-11。new window  延伸查詢new window
6.陳明吉、Patel, Kanak(20021200)。An Empirical Analysis of Determination of Housing Prices in the Taipei Area。經濟論文叢刊,30(4),563-595。new window  new window
7.Cohen, Lauren、Frazzini, Andrea(2008)。Economic Links and Predictable Returns。The Journal of Finance,63(4),1977-2011。  new window
8.Shleifer, A.、Vishny, R. W.(1997)。The limits of arbitrage。The Journal of Finance,52(1),35-55。  new window
9.Johansen, S.、Juselius, K.(1990)。Maximum Likelihood Estimation and Inferences on Cointegration--With Applications to the Demand for Money。Oxford Bulletin of Economics and Statistics,52(2),169-210。  new window
10.Dietzel, M. Alexander、Braun, N.、Schäfers, W.(2014)。Sentiment-based commercial real estate forecasting with Google search volume data。Journal of Property Investment & Finance,32(6),540-569。  new window
11.Vakrman, T.、Kristoufek, L.(2015)。Underpricing, underperformance and overreaction in initial public offerings: Evidence from investor attention using online searches。SpringerPlus,4,(84)1-(84)11。  new window
12.Chen, M. C.、Chang, C. O.、Yang, C. Y.、Hsieh, B. M.(2012)。Investment Demand and Housing Prices in an Emerging Economy。Journal of Real Estate Research,34(3),345-374。  new window
13.Andrei, Daniel、Hasler, Michael(2015)。Investor Attention and Stock Market Volatility。The Review of Financial Studies,28(1),33-72。  new window
14.Hamid, A.、Heiden, M.(2015)。Forecasting volatility with empirical similarity and Google Trends。Journal of Economic Behavior & Organization,117,62-81。  new window
15.Anglin, Paul M.(1997)。Determinants of Buyer Search in a Housing Market。Real Estate Economics,25(4),567-589。  new window
16.Wu, J.、Deng, Y.(2015)。Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches。The Journal of Real Estate Finance and Economics,50(3),289-306。  new window
17.Bai, Jushan、Perron, Pierre(2003)。Computation and Analysis of Multiple Structural Change Models。Journal of Applied Econometrics,18(1),1-22。  new window
18.Chen, Ming-Chi、Patel, Kanak(1998)。House Price Dynamics and Granger Causality: An Analysis of Taipei New Dwelling Market。Journal of the Asian Real Estate Society,1(1),101-126。  new window
19.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
20.林左裕(20190600)。應用網路搜尋行為預測房地產市場。應用經濟論叢,105,219-254。new window  延伸查詢new window
21.Engle, Robert F.、Granger, Clive W. J.(1987)。Co-integration and Error Correction: Representation, Estimation, and Testing。Econometrica: Journal of the Econometric Society,55(2),251-276。  new window
22.朱芳妮、陳明吉(20181200)。從行為經濟學看臺灣不動產市場:羅伯特‧席勒教授來臺演講之省思與啟示。住宅學報,27(2),111-128。new window  延伸查詢new window
23.朱芳妮、楊茜文、蘇子涵、陳明吉(20201200)。情緒會影響房市嗎?指數編制與驗證。住宅學報,29(2),35-68。new window  延伸查詢new window
24.Beracha, E.、Wintoki, M. B.(2013)。Forecasting residential real estate price changes from online search activity。Journal of Real Estate Research,35(3),283-312。  new window
25.Barreira, N.、Godinho, P.、Melo, P.(2013)。Nowcasting unemployment rate and new car sales in south-western Europe with Google Trends。NETNOMICS: Economic Research and Electronic Networking,14(3),129-165。  new window
26.Hohenstatt, R.、Käsbauer, M.、Schäfers, W.(2011)。"Geco" and Its Potential for Real Estate Research: Evidence from the US Housing Market。Journal of Real Estate Research,33(4),471-506。  new window
27.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
28.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance,25(2),383-417。  new window
29.Swamya, V.、Dharanib, M.、Takedac, F.(2019)。Investor Attention and Google Search Volume Index: Evidence from an Emerging Market Using Quantile Regression Analysis。Research in International Business and Finance,50,1-17。  new window
30.Oestmann, M.、Benn, L.(2015)。Determinants of House Price Dynamics. What Can We Learn from Search Engine Data?。Review of Economics,66(1),99-127。  new window
31.Namouri, H.、Jawadi, F.、Ftiti, Z.、Hachicha, N.(2018)。Threshold Effect in the Relationship Between Investor Sentiment and Stock Market Returns: A PSTR Specification。Applied Economics,50(5),559-573。  new window
32.Limnios, A. C.、You, H.(2021)。Can Google Trends Improve Housing Market Forecasts?。Curiosity: Interdisciplinary Journal of Research and Innovation,2,1-17。  new window
33.Lee, C. C.、Chen, M. P.、Lee, C. C.(2021)。Investor Attention, ETF Returns, and Country-Specific Factors。Research in International Business and Finance,56,1-19。  new window
34.Kim, S.、Shin, D. H.(2016)。Forecasting Short-Term Air Passenger Demand Using Big Data from Search Engine Queries。Automation in Construction,70,98-108。  new window
35.Jiang, B.、Zhu, H.、Zhang, J.、Yan, C.、Shen, R.(2021)。Investor Sentiment and Stock Returns During the COVID-19 Pandemic。Frontier in Psychology,12,1-5。  new window
36.Jacobs, H.(2015)。The Role of Attention Constraints for Investor Behavior and Economic Aggregates: What Have We Learnt so Far?。Management Review Quarterly,65(4),217-237。  new window
37.Hansen, B. E.(2011)。Threshold Autoregression in Economics。Statistics and Its Interface,4(2),123-127。  new window
38.Elshendy, M.、Fronzetti Colladon, A.、Battistoni, E.、Gloor, P. A.(2018)。Using Four Different Online Media Sources to Forecast Crude Oil Price。Journal of Information Science,44(3),408-421。  new window
39.Dietzel, M. A.(2016)。Sentiment-Based Predictions of Housing Market Turning Points with Google Trends。International Journal of Housing Markets and Analysis,9(1),108-136。  new window
40.Damianov, D. S.、Wang, X.、Yan, C.(2021)。Google Search Queries, Foreclosures, and House Prices。The Journal of Real Estate Finance and Economics,63,177-209。  new window
41.D'Avanzo, E.、Pilato, G.、Lytras, M.(2017)。Using Twitter Sentiment and Emotions Analysis of Google Trends for Decisions Making。Program: electronic library and information systems,51(3),322-350。  new window
42.Chauvet, M.、Gabriel, S.、Lutz, C.(2016)。Mortgage Default Risk: New Evidence from Internet Search Queries。Journal of Urban Economics,96,91-111。  new window
43.Caporin, M.、Poli, F.(2017)。Building News Measures from Textual Data and an Application to Volatility Forecasting。Econometrics,5(3),1-46。  new window
44.Askitas, N.(2016)。Trend-Spotting in the Housing Market。Cityscape: A Journal of Policy Development and Research,18(2),165-177。  new window
45.楊茜文、朱芳妮、呂少毫、陳明吉(20221000)。房市參與者之關注會影響房價嗎?。管理與系統,29(4),495-523。new window  延伸查詢new window
46.朱芳妮、楊茜文、黃御維、陳明吉(20200900)。媒體傳播效應與房市變化關聯性之驗證。管理學報,37(3),225-257。new window  延伸查詢new window
47.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
48.Miceli, T. J.(1989)。The Optimal Duration of Real Estate Listing Contracts。AREUEA Journal,17(3),267-277。  new window
49.Miller, N. G.(1978)。Time on the Market and Selling Price。AREUEA Journal,6(2),164-174。  new window
50.Corwin, S. A.、Coughenour, J. F.(2008)。Limited Attention and the Allocation of Effort in Securities Trading。The Journal of Finance,63(6),3031-3067。  new window
51.Asabere, P. K.、Huffman, F. E.(1993)。Price Concessions, Time on Market, and the Actual Sale Price of Homes。The Journal of Real Estate Finance and Economics,6(2),167-174。  new window
會議論文
1.Michaely, R.、Rubin, A.、Vedrashko, A.(2013)。Firm Heterogeneity and Investor Inattention to Friday Earnings Announcements。Northern Finance Association Conference。  new window
圖書
1.Wu, L.、Brynjolfsson, E.(2015)。The Future of Prediction: How Google Searches Foreshadow Housing Prices and Sales, Economic Analysis of the Digital Economy。University of Chicago Press。  new window
2.Kahneman, Daniel(1973)。Attention and effort。Englewood Cliffs, New Jersey:Prentice Hall。  new window
 
 
 
 
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