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行为金融理论及其对标准金融市场理论的挑战 被引量：2

Behavioral Finance Theory and Its Challenging to Standard Security Market Theory
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摘要 本文依据标准金融市场理论体系结构对行为金融理论研究的成果廓出一个体系结构,并在此结构下概述了行为金融学的一些研究成果。 In this paper we establish a framework and in thisframework describe the work of behavioral finance study.
作者 刘海啸
机构地区 燕山大学经济管理学院
出处 《燕山大学学报（哲学社会科学版）》 2004年第2期53-59,63,共8页 Journal of Yanshan University:Philosophy and Social Science
关键词 标准金融市场理论 行为金融理论 知偏差 期望理论 Standard Security market theory Behavioral finance theory Cognizing warp Prospect Theory
分类号 F83 [经济管理—金融学]
  • 相关文献

参考文献11

  • 1[1]Kahneman, D. & Tversky, A. "Prospect Theory: An Analysis of Decision Making Under Risk" [J], Econometrica, 1979.
  • 2[2]Barberis, N. & Thaler, R. A Survey of Behavioral Finance [J],NBER working paper series, September 2002.
  • 3[3]Daniel, K., Hirshleifer, D., &Subrahmanyam, A. (2001),"Overconfidence, Arbitrage and Equilibrium Asset Pricing" [J],JournalofFinance 56, 921-965.
  • 4[4]Eugene, F. Fama, "Market Efficiency, Long-TermRetums,and Behavioral Finance" [J], Journal of Financial Economics,1998; 283-306.
  • 5[5]Shefrin, H. &Statman, M. "Behavioral PortfolioTheory"[J], Journal of Financial and Quantitative Analysis, 2000, Vol.35, No. 2
  • 6[6]Daniel, K. Hirshleifer, D, & SiewHongTeoh, "Investor Psychology in Capital Markets: Evidence and Policy Implica tions" [J], 2001; Working Paper
  • 7[7]Mitchell, M. , Pulvino, T. &Stafford, E. "Limited Arbitrage in Equity Markerts" [J], 2001; Working Paper.
  • 8[8]Robert J. Shiller, "Human Behavior and the Efficeincy of the Fi nancialSystem" [J], HandbookofMacroeconomics, 1999; Vol. 1
  • 9[9]Bernard, V. L. 8 Thomas, K. "Evidence that stock price do not fully reflect the implications of current camings for future ear nings" [J], Journal of Accounting Economics, 13 (2), 1992.
  • 10[10]Thaler, R. H., "Mental accountingmatters" [J], Journal of Behavioral Decision Making, 12 (1), 1999.

二级参考文献11

  • 1Avery And Zemsky. "Behavior in Financial Markets" [J]. American Economic Review. 1998 (9).
  • 2Barberis, Shleifer, Vishny. "A Model of investor setiment" [J]. Journal of Financial Economics. 1998 (49), 307-343
  • 3DeBondt, Thaler. "Does the Stock Market over-react?"[J]. Journal of Finance. 1985 (40)
  • 4Daniel, Hirshleifer, Subrahmanyam. "Investor Psychology and Security Market under-and-over-reactions" [J]. Journal of Finance. 1998(6).
  • 5Daniel, Hirshleifer and S. W. Teoh. "Investor psychology in capital markets evidence and policy implications" [J]. Journal of MonetaryEconomics. 2002 (49) 139-209.
  • 6Fama. "Market Efficiency, Long-Term Returns, and Behavioral Finance" [J]. Journal of Financial Economics. 1998 (49).
  • 7Frankfurter and McGoun. "Anomalies in finance: What are they and what are they good for?" [J]. International Review of Financial Analysis.2001 (10), 407-429.
  • 8Frankfurter and McGoun. "Resistance is futile: the assimilation of behavioral finance" [J]. Journal of Economics Behavior&Organization". Vol48 (2.002) 375-389.
  • 9Hirshleifer. "Investor Psychology and Asset Pricing" [J]. The Journal of Finance. 2001 (4).
  • 10刘力.行为金融理论对效率市场假说的挑战[J].经济科学,1999(3):63-71. 被引量：84

共引文献10

同被引文献9

引证文献2

二级引证文献8

燕山大学学报（哲学社会科学版）
2004年 第2期

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