5[14]Farm,E.F.(1970):"Efficient Capital Markets:A Review of Empirical Work."Journal of Finance,25,PP.383-417
6[15]Fama,"Market Efficiency,Long-Term Returns,and Be2havioral Finance"[J] Journal of Financial Economics.1998(49).
二级参考文献56
1Barberis, N. Shleifer, A. & R Vishny( 997),"A model of investor sentiment. "Journal of Financial Economics, 49 : 307 - 343.
2Annorjee, A.V. (1992), "A rumple model of herd behavior. "Quarterly Journal Economics, 103 (3) : 797 - 817.
3Chan, L. K.N. Jegadeeshand & J. Lakonishok ( 1996 ), "Momentum strategies. "Journal of Finance, 51 : 168 - 1713.
4Daniel K.Hirsheifer J & A.Subrahmanyam(1997)."A theory of overconfidence,self- attribution, and securities market under and overreaction." Unpublished working paper, presented at the NBER.
5DeBondt Werner F.M.&R.Thaler(1985)."Does the stock marker overreact?"Journal of Finance 40:793 - 805.
6De Bondt. Wemer, F. M. 8,, R. Thater( 1987 ), "Further evidence of insestor Overreaction and stock market seasonality. " Journal of Finance,4-2 : 557 - 581.
8Jegadeesh, N. & S.Titman(1993), "Returns to buying winner and selliing losers: implications for stock market efficiency." Journal of Finance,48:65 - 91.
9,Hong & J. C. Stein (1999), "A unified theory of underreaction, momentum trading and overreaction in asset market." Journal of Finance 48:65 - 91.
10Kahnerman D& Tversky(1971)."Prospect theory:an analaysis of decision making under risk".Econometrica 47:263 - 291.