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題名:情緒會影響房市嗎?指數編制與驗證
書刊名:住宅學報
作者:朱芳妮 引用關係楊茜文 引用關係蘇子涵陳明吉
作者(外文):Chu, Fang-niYang, Chien-wenSu, Tzu-hanChen, Ming-chi
出版日期:2020
卷期:29:2
頁次:頁35-68
主題關鍵詞:情緒指數房價交易量流動天數議價空間Sentiment indexHousing priceTrading volumeTime on the marketPrice concession
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:1
  • 共同引用共同引用:27
  • 點閱點閱:2
期刊論文
1.Kapopoulos, Panayotis、Siokis, Fotios(2005)。Stock and Real Estate Prices in Greece: Wealth vs 'Credit-Price' Effect。Applied Economics Letters,12(2),125-128。  new window
2.Scheinkman, J. A.、Xiong, W.(2003)。Overconfidence and speculative bubbles。Journal of Political Economy,111(6),1183-1220。  new window
3.Okunev, John、Wilson, Patrick J.、Zurbruegg, Ralf(2002)。Relationships Between Australian Real Estate and Stock Market Prices: A Case of Market Inefficiency。Journal of Forecasting,21(3),181-192。  new window
4.Clayton, J.、Ling, D. C.、Naranjo, A.(2009)。Commercial real estate valuation: fundamentals versus investor sentiment。Journal of Real Estate Finance and Economics,38(1),5-37。  new window
5.Gallimore, P.、Gray, A.(2002)。The role of investor sentiment in property investment decisions。Journal of Property Research,19(2),111-120。  new window
6.Asabere, P. K.、Huffman, F. E.(1993)。Price Concessions, Time on the Market, and the Actual Sale Price of Homes。Journal of Real Estate Finance and Economics,6(2),167-174。  new window
7.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
8.Kahneman, Daniel H.、Knetsch, Jack L.、Thaler, Richard H.(1986)。Fairness as a constraint on profit seeking: entitlements in the market。American Economic Review,76(4),728-741。  new window
9.Shleifer, Andrei、Vishny, Robert W.(1997)。The Limits of Arbitrage。Journal of Finance,52(1),35-55。  new window
10.La Porta, R.(1996)。Expectations and the cross-section of stock returns。Journal of Finance,51(5),1715-1742。  new window
11.Black, F.(1986)。Noise。Journal of Finance,41(3),528-543。  new window
12.Gyourko, Joseph、Keim, Donald B.(1992)。What Does the Stock Market Tell Us About Real Estate Returns?。Journal of the American Real Estate and Urban Economics Association,20(3),457-485。  new window
13.蔡怡純、陳明吉(20041200)。臺北地區住宅市場結構性轉變與價格均衡調整。都市與計劃,31(4),365-390。new window  延伸查詢new window
14.Tversky, Amos、Kahneman, Daniel(1973)。Availability: A Heuristic for Judging Frequency and Probability。Cognitive Psychology,5(2),207-232。  new window
15.Case, Karl E.、Shiller, Robert J.(1990)。Forecasting Prices and Excess Returns in the Housing Market。Real Estate Economics,18(3),253-273。  new window
16.Baker, Malcolm、Stein, Jeremy C.(2004)。Market liquidity as a sentiment indicator。Journal of Financial Markets,7(3),271-299。  new window
17.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
18.Fisher, Kenneth L.、Statman, Meir(2000)。Investor Sentiment And Stock Returns。Financial Analysts Journal,56(2),16-23。  new window
19.Malmendier, Ulrike、Tate, Geoffrey A.(2005)。CEO Overconfidence and Corporate Investment。The Journal of Finance,60(6),2661-2700。  new window
20.Shefrin, Hersh M.、Thaler, Richard H.(1988)。The behavioral life-cycle hypothesis。Economic Inquiry,26(4),609-643。  new window
21.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
22.Hui, E. C. M.、Dong, Z.、Jia, S.、Lam, C. H. L.(2017)。How does sentiment affect returns of urban housing?。Habitat International,64,71-84。  new window
23.Ling, D. C.、Naranjo, A.、Scheick, B.(2014)。Investor sentiment, limits to arbitrage and private market returns。Real Estate Economics,42(3),531-577。  new window
24.Marcato, G.、Nanda, A.(2016)。Information content and forecasting ability of sentiment indicators: Case of real estate market。Journal of Real Estate Research,38(2),165-204。  new window
25.Baker, Malcolm、Wurgler, Jeffrey(2007)。Investor sentiment in the stock market。Journal of Economic Perspectives,21(2),129-152。  new window
26.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
27.Meen, Geoffrey P.(1990)。The removal of mortgage market constraints and the implications for econometric modelling of UK house prices。Oxford Bulletin Economics and Statistics,52(1),1-23。  new window
28.盧秋玲、楊曉瑩(20150600)。Market Timing and REITs: A Sentimental Analysis。住宅學報,24(1),1-28。new window  延伸查詢new window
29.Das, P.、Freybote, J.、Marcato, G.(2015)。An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market。The Journal of Real Estate Finance and Economics,51(2),160-189。  new window
30.Fang, J.、Qin, Y.、Jacobsen, B.(2014)。Technical Market Indicators: An Overview。Journal of Behavioral and Experimental Finance,4(C),25-56。  new window
31.Freybote, J.、Seagraves, P. A.(2017)。Heterogeneous Investor Sentiment and Institutional Real Estate Investments。Real Estate Economics,45(1),154-176。  new window
32.Freybote, J.(2016)。Real Estate Sentiment as Information for REIT Bond Pricing。Journal of Property Research,33(1),18-36。  new window
33.Hott, C.、Monnin, P.(2008)。Fundamental Real Estate Prices: An Empirical Estimation with International Data。The Journal of Real Estate Finance and Economics,36(4),427-450。  new window
34.Hui, E. C. M.、Wang, Z.(2014)。Market Sentiment in Private Housing Market。Habitat International,44,375-385。  new window
35.Tsolacos, S.(2012)。The Role of Sentiment Indicators for Real Estate Market Forecasting。Journal of European Real Estate Research,5(2),109-120。  new window
36.Wang, Z.、Hui, E. C. M.(2017)。Fundamentals and Market Sentiment in Housing Market。Housing, Theory and Society,34(1),57-78。  new window
37.Zhou, Z.(1997)。Forecasting Sales and Price for Existing Single-Family Homes: A VAR Model with Error Correction。Journal of Real Estate Research,14(2),155-167。  new window
38.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。The Journal of Finance,61(4),1645-1680。  new window
39.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
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.Mullainathan, Sendhil、Thaler, Richard H.(2000)。Behavioral economics。National Bureau of Economic Research。  new window
2.Charoenrook, Anchada(2005)。Does Sentiment Matter?。Vanderbilt University。  new window
圖書
1.Shefrin, H.(2002)。Beyond Greed and Fear: Understanding Behavioral Finance and the Psychology of Investing。Oxford University Press。  new window
2.Shiller, Robert J.(2015)。Irrational Exuberance。Princeton:Princeton University Press。  new window
3.Thaler, R. H.(2015)。Misbehaving: The Making of Behavioural Economics。New York, NY:W. W. Norton & Company。  new window
4.Meen, Geoffrey P.(1993)。The Treatment of House Prices in Macroeconometric Models: A Comparison Exercise。Great Britain:Department of the Environment, Housing and Urban Monitoring & Analysis。  new window
5.Shleifer, A.(2000)。Inefficient Markets: An Introduction to Behavioural Finance。Oxford University Press。  new window
 
 
 
 
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