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西方行为金融理论:一个文献综述 被引量:16

A Summation of the Western Behavioral Financial Theory
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摘要 行为金融理论是目前西方国家金融研究的前沿领域。行为金融理论对现代金融理论(主要是 EMH和CAPM)提出了挑战和质疑。本文在综合国内外研究成果的基础上,着重从其产生背景、发展历 史、理论内容和实际检验上加以论述,并做了一些简短评论。
作者 刘志阳
出处 《学术研究》 CSSCI 北大核心 2002年第2期12-15,共4页 Academic Research
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参考文献8

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  • 4DeBondt, Wemer F.M, and Richard Thaler(1987) . " Further evidence of investor overreaction and stock market seasonality" Journal of Finance,42:557- 581.
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  • 8Shefim.H. and L.Statman(1994). "Behavioral Capital Asset Pricing Theory" Journal of Fanancial and Quantitaive Analysis, Vol 29, No : 3 (Steptember) : 323 - 349.

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