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題名:股價泡沫預測與投資人行為偏誤:粗集理論之運用
書刊名:財金論文叢刊
作者:葉智丞張顯榮朱馨蕙
作者(外文):Yeh, Chih-chengTeoh, Hia-jongChu, Hsing-hui
出版日期:2020
卷期:33
頁次:頁39-53
主題關鍵詞:股價泡沫投資人情緒從眾行為動能策略過度自信BubbleSentimentHerd behaviorMomentumOverconfidence
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:37
  • 點閱點閱:10
期刊論文
1.Jegadeesh, N.、Titman, S.(1993)。Return to buying winers and selling losers: implications for stock market efficiency。Journal of Finance,48(1),65-91。  new window
2.Boswijk, H. P.、Hommes, C. H.、Manzan, S.(2007)。Behavioral heterogeneity in stock prices。Journal of Economic Dynamics and Control,31,1938-1970。  new window
3.賴家瑞、溫坤禮(2005)。粗糙集方法於授信審核之應用。計量管理期刊,2(1),69-78。  延伸查詢new window
4.Hirshleifer, D.、Luo, Guo-Ying(2001)。On the survival of overconfident traders in a competitive securities market。Journal of Financial Markets,4(1),73-84。  new window
5.Chang, Eric C.、Cheng, Joseph W.、Khorana, Ajay(2000)。An examination of herding behavior in equity markets: An international perspective。Journal of Banking & Finance,24(10),1651-1679。  new window
6.Byrne, K.(2005)。How do consumers evaluate risk in financial products?。Journal of Financial Services Marketing,10(1),21-36。  new window
7.Hwang, S.、Salmon, M.(2004)。Market stress and herding。Journal of Empirical Finance,11(4),585-616。  new window
8.Siegel, J. J.(1992)。Equity Risk Premia, Corporate Profit Forecasts, and Investor Sentiment around the Stock Market Crash of October 1987。Journal of Business,65(4),557-570。  new window
9.Nofsinger, J.(2003)。Social Mood and Financial Economics。Journal of Behavioral Finance,6,144-160。  new window
10.Best, K.(2005)。Celebrity.com: Internet Finance and Frenzy at the Millennium。Consumption, Markets and Culture,8(4),361-378。  new window
11.Caginalp, G.、Porter, D.、Smith, V.(2001)。Financial Bubbles: Excess Cash, Momentum, and Incomplete Information。Journal of Psychology and Financial Markets,2,80-99。  new window
12.Dufwenberg, M.、Lindqvist, T.、Moore, E.(2005)。Bubbles and Experience: An Experiment。American Economic Review,95,1731-1737。  new window
13.Fisher, K. L.、Statman, M.(2002)。Blowing Bubbles。Journal of Psychology and Financial Markets,3,53-65。  new window
14.Statman, M.、Thorley, S.、Vorkink, K.(2004)。Investor Overconfidence and Trading Volume。Review of Financial Studies,19,1531-1565。  new window
15.羅進水、李春安(20090700)。從眾與非從眾行為對市場報酬衝擊之研究。管理評論,28(3),21-41。new window  延伸查詢new window
16.Baker, Malcolm、Wurgler, Jeffrey(2006)。Investor sentiment and the cross-section of stock returns。Journal of Finance,61(4),1645-1680。  new window
17.Ellison, Glenn、Fudenberg, Drew(1993)。Rules of thumb for social learning。Journal of Political Economy,101(4),612-643。  new window
18.Gervais, Simon、Odean, Terrance(2001)。Learning to be Overconfident。Review of Financial Studies,14(1),1-27。  new window
19.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
20.李春安、羅進水、蘇永裕(20060600)。動能策略報酬、投資人情緒與景氣循環之研究。財務金融學刊,14(2),73-109。new window  延伸查詢new window
圖書
1.Kindleberger, C. P.、Aliber, R. Z.(2005)。Manias, panics and crashes: a history of financial crises。New York:Palgrave Macmillan。  new window
2.Shiller, Robert J.(2000)。Irrational Exuberance。Princeton University Press。  new window
 
 
 
 
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