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行为金融理论及其对投资者行为异象的解释 被引量:2

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摘要 本文从行为金融理论的角度出发 ,对诸如过度交易、过度反应。
作者 徐女原
出处 《生产力研究》 CSSCI 2004年第10期42-43,共2页 Productivity Research
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参考文献7

  • 1黄少军.行为金融理论的前沿发展[J].经济评论,2003(1):101-105. 被引量:22
  • 2刘少波,崔萍.试析现代资本市场定价理论的发展[J].金融研究,2002(8):54-60. 被引量:8
  • 3李心丹,王冀宁,傅浩.中国个体证券投资者交易行为的实证研究[J].经济研究,2002,37(11):54-63. 被引量:243
  • 4Brad M Barber. Terrance Odean, 2000, Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors[ J ] ,Journal of Finance, Vol. LV, pp. 773 - 805, April.
  • 5Hong Harrison, Jeremy Stein, 1999, A Unified Theory of Underreaction, Momentum Tradlngand Overreactlon in Asset Markets.Journal of Finance, LIV6, pp2143 - 2184.
  • 6Nicholas Barberis, Andrei Shleifer, Robert W Vishny, 1998, A Model of Investor Sentiment [J ], Journal of Financial Economics, 49, pp307-343.
  • 7Werner F M De Bondt. Rhichard Thaler, 1987, Further Evidence On Investor Overreaction and Stock Market Sea.sonality[J ]. Journal of Finance, Vol. XLII, pp. 557 - 581, July.

二级参考文献31

  • 1张纯威,石巧荣.中国股市“政策市”特征的形成机理方析[J].郑州大学学报(哲学社会科学版),1998,31(2):16-21. 被引量:14
  • 2宋颂兴,金伟根.上海股市市场有效实证研究[J].经济学家,1995(4):107-113. 被引量:161
  • 3埃德加·E·彼德斯.资本市场的混沌也秩序(第2版)[M].北京经济出版社,1999..
  • 4Thaler, Richard H., 1999. Mental Accounting Matters. Journal of Behavior Decision Making, 12, pp. 183 - 206.
  • 5Rabin, Matthew, 1998. Psychology and Economics. Journal of Economic Literature, 36, pp. 11-46.
  • 6Rabin, Matthew, 2001. A Perspective on Psychology and Economics. Economic Review,46(4-5), pp.657-685.
  • 7Shiller, R. J., 1981. Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends? American Economic Review, 71, pp.421 -498.
  • 8Shleifer, Andrei, 2000. Inefficient Market: An Introduction to Behavior Finance. Oxford University Press.
  • 9Hong, Harrison and Jeremy Stein, 1999. A Unified Theory of Underreaction, Momentum Trading, and Overeaction in Asset Markets. Journal of Finance, LIV(6), pp.2 143 - 2 184.
  • 10Mehra, Rajnish, 2001. The Equity Premium: Why Is It a Puzzle.'? In Handbook of the Economics of Finance.

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