- 學位論文
投資人情緒與股票市場關連性之研究
A Study of the Relationship between Investor Sentiments and Stock Markets
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並列摘要
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參考文獻
DeLong, J.B., A. Shleifer, L.H. Summers, and R.J. Waldmann, (1990), “Noise Trader Risk in Financial Markets,” Journal of Political Economy, 98, pp.703-738.
Baker, M., and J. Wurgler, (2003), “Investor Sentiment and the Cross-Section of Stock Returns,” working paper, Harvard Business School and NBER, NYU Stern School of Business.
Baker, M., and J. Wurgler, (2007),“Investor Sentiment in the Stock Market,” Journal of Economic Perspectives, 21 (2), pp.129–151.
Barro, R.J., (2001) “Economic Growth in East Asia Before and After the Financial Crisis,” NBER Working Paper, No.8330.
Bollerslev, T., (1986), “Generalized Autoregressive Conditional Heteroscedasticity,” Journal of Econometrics, 108, pp.307~327.
延伸閱讀
- 陳韋安（2013）。投資人情緒與長期股票績效反轉相關性之研究〔碩士論文，國立臺北大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0023-2708201315035400
- 王瑋豪（2011）。投資人情緒指標與股票報酬之研究〔碩士論文，國立臺北大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0023-0507201119072200
- 莫慶文、李顯儀、楊媚帆（2016）。投資人心理情緒與股價報酬率之相關研究。管理科學研究，10(1)，1-23。https://doi.org/10.6873/MSR.201606_10(1).0001
- 楊凱敦（2014）。投資人情緒與股票報酬之研究〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2014.02873
- 周賓凰、張宇志、林美珍（2019）。The Interaction between Investor Sentiment and Stock Returns。證券市場發展季刊，()，153-190。https://doi.org/10.6529/RSFM.201905/SP.0004