参考文献
|
-
李春安、賴藝文(2005)。股市劇烈變動區間台灣股票市場與本國機構投資人從眾行爲之研究。台灣管理學刊,5(2),231-268。
連結:
-
張宮熊、劉維琪(2005)。證券市場主力與散戶投資人跟從行為之研究-一個簡單的賽局模型。風險管理學報,7(2),135-164。
連結:
-
黃一祥、王元章、許嘉惠(2003)。台灣股市系統性風險之估計及橫斷面預期報酬之分析。財務金融學刊,11(3),1-44。
連結:
-
Avramov, Doron,Tarun Chordia,Amit Goyal(2004).The Impact of Trades on Daily Volatility.AFMA 2005 Philadelphia Meetings
-
Beaver, William H.(1968).The Information Content of Annual Earnings Announcement.Empirical Research in Accounting: Selected Studies, Journal of Accounting Research,6,67-92.
-
Bernhardt, Dan,Murillo Campello,Edward Kutsoati(2006).Who Herds?.Journal of Financial Economics,80,657-675.
-
Bikhchandani, Sushil,David Hirshleifer,Ivo Welch(1992).A Theory of Fads, Fashion, Custom and Cultural Change as Informational Cascades.Journal of Political Economy,100,992-1026.
-
Working paper
-
Bollerslev, Tim(1987).A Conditional Heteroskedastic Time Series Model for Speculative Price and Rates of Return.Review of Economics and Statistics,69,542-547.
-
Caparrelli, Franco,Anna Maria D''Arcangelis,Alexander Cassuto(2004).Herding in the Italian Stock Market: A Case of Behavioral Finance.Journal of Behavioral Finance,5,222-230.
-
Chang, Eric C.,J. Michael Pinegar,R. Ravichandran(1995).European Day-of-the-week Effects, Beta Asymmetries and International Herding.European Financial Management,1(2),173-200.
-
Chang, Eric C.,Joseph W. Cheng,Ajay Khorana(2000).An Examination of Herding Behavior in Equity Markets: An International Perspective.Journal of Banking & Finance,24,1651-1679.
-
Working paper
-
Christie, William G.,Roger D. Huang(1995).Following the Pied Piper: Do Individual Returns Herd around the Market?.Financial Analysts Journal,51,31-37.
-
Cutler, David M.,James M. Poterba,Lawrence H. Summers(1989).What Moves Stock Prices?.Journal of Portfolio Management,15,4-12.
-
De Long,J. Bradford,Andrei Shleifer,Lawrence H. Summers,Robert J. Waldmann(1990).Positive Feedback Investment Strategies and Destabilizing Rational Speculation.Journal of Finance,45,379-395.
-
Devenow, Andrea,Ivo Welch(1996).Rational Herding in Financial Economics.European Economic Review,40,603-615.
-
Effinger, Matthias R.,Mattias K. Polborn(2001).Herding and Anti-herding: A Model of Reputational Differentiation.European Economic Review,45,385-403.
-
Friedman, Milton(1953).Essays in Positive Economics.Chicago:University of Chicago Press.
-
Froot, Kenneth A.,David S. Scharfstein,Jeremy C. Stein(1992).Herd on the Street: Informational Inefficiencies in a Market with Short-term Speculation.Journal of Finance,47,1461-1484.
-
Garman, Mark,Michael Klass(1980).On the Estimation of Security Price Volatilities from Historical Data.Journal of Business,53,67-78.
-
Gompers, Paul,Andrew Metrick(2001).Institutional Investors and Equity Prices.The Quarterly Journal of Economic,58,2285-2320.
-
Hirshleifer, David,Avanidhar Subrahmanyam,Sheridan Titman(1994).Security Analysis and Trading Patterns When Some Investors Receive Information before Others.Journal of Finance,49,1665-1698.
-
Hwang, Soosung,Mark Salmon(2004).Market Stress and Herding.Journal of Empirical Finance,11,585-616.
-
Iihara, Yoshio,Hideaki Kiyoshi Kato,Toshifumi Tokunaga(2001).Investors' Herding on the Tokyo Stock Exchange.International Review of Finance,2,71-98.
-
Working paper
-
Working paper
-
Lakonishok, Josef,Andrei Shleifer,Robert W. Vishny(1992).The Impact of Institutional Trading on Stock Prices.Journal of Financial Economics,32,23-44.
-
Levy, Gilat(2004).Anti-Herding and Strategic Consultation.European Economic Review,48,503-525.
-
Najand, Mohammad,Kenneth Yung(1994).A GARCH Examination of the Relationship between Volume and Price Volatility in Futures Markets.Journal of Future Markets,11,613-621.
-
Working paper
-
Nofsinger, John,Richard W. Sias(1999).Herding and Feedback Trading by Institutional and Individual Investors.Journal of Finance,54,2263-2295.
-
Oppong, Andrews(1980).Information Content of Annual Earnings Announcements Revised.Journal of Accounting Research,18(2),574-584.
-
Working paper
-
Scharfstein, David S.,Jeremy C. Stein(1990).Herd Behavior and Investment.American Economic Review,80,465-479.
-
Sentana, Enrique,Sushil Wadhwani(1992).Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data.The Economic Journal,102,415-425.
-
Sias, Richard(2004).Institutional Herding.Review of Financial Studies,17,165-206.
-
Verma, Rahul,Hasan Baklaci,Gokce Soydemir(2005).The Impact of Rational and Irrational Sentiments of Individual and Institutional Investors on DJIA and S&P500 Index Returns.2005 FMA Annual Meeting
-
Working paper, wp-776
-
Wermers, Russ(1999).Mutual Fund Herding and the Impact on Stock Prices.Journal of Finance,54,581-622.
-
周賓凰、劉怡芬(2000)。台灣股市橫斷面報酬解釋因子:特徵、單因子、或多因子?。證券市場發展季刊,12(1),1-32。
-
劉憶如主編、劉憶如、楊朝成、劉玉珍、周行一、李賢源、邱顯比、李存修合著(1999)。證券市場。台北:華泰書局。
|