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行為金融理論文獻(xiàn)論述(參考版)

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【正文】 J Vol. 48 375–389〔38〕 Stanley E. Zina,b, “Are behavioral assetpricing models structural?”, Journal of Monetary Economics ,49 , 2002, 215–228〔39〕 Barbara S. Poole, “On time: contributions from the social sciences”, Financial Services Review , 9, 2000, 375387〔40〕 George M. Frankfurtera, Elton G. McGounb, aLloyd F. Collete , “Anomalies in finance: What are they and what are they good for?”, International Review of Financial Analysis, 10 , 2001, 407429〔41〕 Werner . De Bondt, “A portrait of the individual investor”, European Economic Review , 42 , 1998, 831844〔42〕 Joseph Chen, Harrison Hong, Jeremy C. Stein, “Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in S tock Prices”, 2000。 Working Paper〔37〕 George M. Frankfurter a, Elton G. McGounb, “Resistance is futile: the assimilation of behavioral Finance”, Journal of Economic Behavior amp。 Working Paper〔35〕 Malcolm Baker, Jeremy C. Stein, “Market Liquidity as a Sentiment Indicator”, 2002。 Working Paper〔31〕 Gene D’Avolio, “The Market for Borrowing Stock”, 2000。 Working Paper〔29〕 Eli Ofek , Matthew Richardson, “The Rise and Fall of Internet Stock Prices”, 2002。 Working Paper〔27〕 Jeffrey Wurgler, Ekaterina Zhuravskaya, “Does arbitrage flatten demand curves for stocks? ”, 2001。 12791298〔24〕 Terrance Odean, “Are Investors Reluctant to Realize Their Losses?”, The Journal of Finance, 1998。 Working Paper〔21〕 Russell J. Fuller, “Behavioral Finance and the Sources of Alpha”, 2000。 Vol. XXXVI(March): 1146〔15〕 Meir Statman, “Foreign Stocks in Behavioral Portfolios”, Association for Investment Management and Research, 1999〔16〕 Meir Statman, “Behaviorial Finance: Past Battles and Future Engagements”, Association for Investment Management and Research, 1999〔17〕 Meir Statman, “Lottery Players/Stock Traders”, Association for Investment Management and Research, 2002〔18〕 Nicholas Barberis, Richard Thaler, “A Survey of Behavioral Finance”, ?〔19〕 Robert J. Shiller, “Human Behavior and the Efficeincy of the Financial System”, Handbook of Macroeconomics, 1999。 Working Paper〔11〕 Lawrence A. Cunniingham, “Behavioral Finance and Investor Governance”, Working Paper, 2001〔12〕 Malcolm Baker, Serkan Sanasoglu, “Limited arbitrage in mergers and acquisitions”, Journal of Financial Economics, 2002〔13〕 Mark Mitchell, Todd Pulvino, Erik Stafford, “Limited Arbitrage in Equity Markerts”, 2001。 Vol. 4〔4〕 Danie
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