5Shleifer A. Do Demand Curves for Stock Slope Down?[J]. Journal of Finance,1986,(41).
6Dhillon U, JohnsonH. Changes in the S&P 500 List[J]. Journal of Business, 1991,64(1).
7Harris L, Gurel E. Price and Volume Effects Associated with Changes in the S&P500 list: NewEvidence forthe Existence off'rice Pressures[ J ]. Journal of Finance, 1986, ( 41 ).
4DeBondt W,Thaler R. Does the stock market overact? [ J ]. Journal of Finance, 1985,40 ( 3 ) : 793 - 805.
5Jegadeesh N, Titman S. Returns to buying winners and selling losers:implication for stock market efficiency [ J ]. Journal of Finance, 1993,48 (2) : 65 - 91.
6Chan K C. On the contrarian investment strategy I J ]. Journal of Business, 1988,61 (2) :147 - 163.
7Conard J, Kaul G. An anatomy of trading strategies [ J]. Review of Financial Studies, 1998 ( 11 ) :489 - 519.
8Finter P, Ruenzi S. The impact of investor sentiment on the German stock market [ J ]. Zeitschrift Fiir Be- triebswirtschaft,2012,82 (2) : 133 - 163.
9Nicholas B, Shieifer A, Robert W. A model of investorsentiment[J]. Journal of Financial Economics, 1999, 49 ( 1 ) : 307 - 343.
10Daniel K,David H, Avanidhar S. Investor psychology and security market under- and over-reactions [ J ]. Journal of Finance, 1998,53 (3) : 1839 - 1886.
