尊敬的闲人和清风寒江版主:我尊重版规,但由于是第一次发资料贴,不知道会不会无意中违反了版规。如果我的帖子有违反版规的情况,请告知,我会马上修正。哈哈!请多关照啦。
这是自己学习行为金融学时收集的一些行为金融方面的资料,想拿出来和大家分享。由于文章比较多(估计90多篇),可能有些会和以前的冲突,万一有冒犯的地方,请各位提出来,我一定会及时修正。
为慎重起见,这里先上传几篇涉及心理学和经济学关系的文章(目录中涂红的)。如果没有问题,我会陆续贴出其他文章。另外,下面将部分文章目录贴出来。每篇文献有三行,第一行是文献的原名,第二行是作者,第三行是文件名。请各位朋友自己查对了。
文献目录
(1)ADDICTION AND CUE-CONDITIONED COGNITIVE PROCESSES
B. Douglas Bernheim and Antonio Rangel
W9329
(2)Applications of Regret Theory to Asset Pricing
Anna Dodonova
Applications of Regret Theory to Asset Pricing
(3)Aspects of Investor Psychology
Daniel Kahneman and Mark W. Riepe
Aspects_of_Investor_Psychology
(4)Asset Pricing and the Equity Premium Puzzle: A Review Essay
Wei Pierre Wang
Equitypremium
(5)ASSET PRICING AT THE MILLENNIUM
John Y. Campbell
W7589
(6)The Behavior of Mutual Fund Investors
Brad M. Barber,Terrance Odean and Lu Zheng
The Behavior of Mutual Fund Investors
(7)The behavior of Taiwan mutual fund investors - performance and fund flows
Pei-Gi Shu,Yin-Hua Yeh, and Takeshi Yamada
The Behavior of Taiwan Mutual Fund Investors
(8)Behavioral Corporate Finance
Hersh Shefrin,
SSRN_ID288257_code011023140
(9)Behavioral Economics
Sendhil Mullainathan and Richard H. Thaler
W7948
(10)Behavioral Economics and the SEC
Stephen J. Choi and Adam C. Pritchard
SSRN_ID389560_code030321570
(11)BEHAVIORAL FINANCE AND INVESTOR GOVERNANCE
Lawrence A. Cunningham
SSRN_ID255778_code010123530
(12)Behavioral Finance and the Sources of Alpha
Russell J. Fuller, CFA
Bfsoa.pdf
(13)A Behavioral Framework for time diversification
Kenneth L. Fisher and Meir Statman
behavioralframework
(14)Behavioral Portfolio Theory
Hersh Shefrin and Meir Statman
Pp.BehavioralPortfolioTheory.scan、Behavioral Portfolio Theory
(15)Categorical Cognition: A Psychological Model of Categories and Identification in Decision Making
Roland G. Fryer and Matthew O. Jackson
W9579
(16)Contrarian Investment, Extrapolation, and Risk
Josef Lakonishok,Andrei Shleifer and Robert W. Vishny
W4360
(17)Daily Momentum and Contrarian Behavior of Index Fund Investors
William N. Goetzmann,Massimo Massa
w7567
(18)The Economic Consequences of Noise Traders
J. Bradford De Long,Andrei Shleifer,Lawrence H. Summers,Robert J. Waldmann
W2395
(19)THE EQUITY PREMIUM: WHY IS IT A PUZZLE?
Rajnish Mehra
W9512
(20)The Equity Premium Puzzle: Explanations and Implications
Simon Grant and John Quiggin
Wp407
(21)By Force of Habit: A Consumption-based Explanation of Aggregate Stock Market Behavior
John Y. Campbell and John H. Cochrane
W4995
(22)Foreign Portfolio Investors before and during a Crisis
Woochan Kim,Shang-Jin Wei
W6968
(23)Foreign Stocks in Behavioral Portfolios
Meir Statman
foreign stocks in behavioral finance
(24)Further Reflections on Prospect Theory
Susan K. Laury and Charles A. Holt*
reflect
(25)Herd Behavior and Investment: Comment
Marco Ottaviani and Peter Sørensen
Comment
(26)Herd Behavior in Finance Markets: a Review
Sushil Bikhchandani and Sunil Sharma
Review
(27)Herd on the Street: Informational Inefficiencies in a Market with Short-term Speculation
Kenneth A. Froot,David S. Scharfstein,Jeremy C. Stein
W3250
(28)Herding Among Investment Newsletters: Theory and Evidence
John R. Graham
herding among investment newsletters
(29)Human Behavior and the Efficiency of the Financial System
Robert J. Shiller
W6375
(30)Do Institutional Investors Destablize Stock Prices? Evidence on Herding and Feedback Trading
Josef Lakonishok,Andrei Shleifer and Robert W. Vishny
W3846
(31)Investor Psychology and Asset Pricing
David Hirshleifer
Investor Psychology and Asset Pricing
(32)Investor Psychology in Capital Markets: Evidence and Policy Implications
Kent Daniel, David Hirshleifer, and Siew Hong Teoh
SSRN_ID278848_code010814140
(33)Investor Sentiments and Stock Returns
Kenneth L. Fisher and Meir Statman
Investorsentandstckrtrns
(34)Are Investors Reluctant to Realize their Losses?
Terrance Odean
disposit
(35)Do Investors Trade Too Much?
Terrance Odean
DoInvestors
(36)Large Events and Limited Arbitrage: Evidence from a Japanese Stock Index Redefinition
Robin Greenwood
Greenwood 2002.pdf
(37)Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
Eli Ofek, Matthew Richardson, and Robert F. Whitelaw
W9423
(38)Limited Arbitrage in Equity Markets
MARK MITCHELL, TODD PULVINO, and ERIK STAFFORD
Mitchell_Pulvino_Stafford2002.pdf
(39)Limited arbitrage in mergers and acquisitions
Malcolm Baker, Serkan Savasoglu
Baker_Savasoglu 2002.pdf
(40)The Limits of Arbitrage
Andrei Shleifer and Robert H. Vishny
w5167
(41)Market Efficiency, Long-term Returns and Behavioral Finance
Eugene F. Fama
9704241
(42)Market Liquidity as a Sentiment Indicator
Malcolm Baker, Jeremy C. Stein
Baker_Stein.pdf
(43)Market Timing and Capital Structure
MALCOLM BAKER and JEFFREY WURGLER*
Baker_Wurgler 2002.pdf
(44)The maturity of debt issues and predictable variation in bond returns*
Malcolm Baker, Robin Greenwood, Jeffrey Wurgler
Baker_Greenwood_Wurgler2002.pdf
(45)Mental Accounting, Loss Aversion, and Individual Stock Returns
Nicholas Barberis and Ming Huang
W8190
(46)A Model of Invester Sentiment
Nicholas Barberis,Andrei Shleifer and Robert W. Vishny
w5926
(47)Mutual Fund Herding and the Impact on Stock Prices
Russ Wermers
Mutual Fund Herding and the Impact on Stock Prices
(48)Noise
Fischer Black
Noise_black
(49)Noise Trader Risk in Financial Markets
J. Bradford De Long,Andrei Shleifer,Lawrence H. Summers,Robert J. Waldmann
Noise_Traders_risk
(50)Prospect Theory: An Analysis of Decision Under Risk
Daniel Kahneman, Amos Tversky
PT
(51)Prospect Theory and Asset Prices
Nicholas Barberis, Ming Huang, and Tano Santos
w7220
(52)PSYCHOLOGY AND ECONOMICS
Matthew Rabin
Psychology and Economics
(53)Psychology and Economics
Jean Tirole
Self-confidence: Intrapersonal Strategies
Roland Benabou and Jean Tirole
EIBLecture3a-2000
(54)Rational Herd Behavior and Globalization of Securities Markets
Guillerrno A. Calvo and Enrique G. Mendoza
rational herd behavior and globalization of securities markets
(55)Rebels, Conformists, Contrarians and Momentum Traders
Evan Gatev and Stephen A. Ross
W7835
(56)Risk Aversion in Cumulative Prospect Theory
Ulrich Schmidta and Horst Zankb,
Risk Aversion in Cumulative Prospect Theory
(57)Skill reputation, prospect theory, and regret theory
Richmond Harbaugh
Skill reputation prospect theory and regret theory
(58)SPECULATIVE DYNAMICS AND THE ROLE OF FEEDBACK TRADERS
David M. Cutler,James M. Poterba and Lawrence H. Summers
W3243
(59)Stock Market Driven Acquisitions
Andrei Shleifer and Robert W. Vishny
Shleifer_Vishny_stock_acquisitions
(60)A SURVEY OF BEHAVIORAL FINANCE
Nicholas Barberis and Richard Thaler
W9222、Barberis_Thaler 2001.pdf
(61)THE SURVIVAL OF NOISE TRADERS IN FINANCIAL MARKETS
J. Bradford De Long,Andrei Shleifer,Lawrence H. Summers,Robert J. Waldmann
Survival_Noise_Traders
(62)Variable Selection for Portfolio Choice
Yacine Ait-Sahalia and Michael W. Brandt
W8127
(63)When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
Malcolm Baker, Jeremy C. Stein, Jeffrey Wurgler
Baker_Stein_Wurgler2001.pdf
(64)Who underreacts to Cash-flow news
Tuomo Vuolteenaho
underreaction to cashflow news
(65)Why Stocks may Disappoint
Andrew Ang,Geert Bekaert and Jun Liu
W7783
(65)认知失调与其于财务研究之应用(繁体)
周宝凰
(66)行为财务学:文献回顾与展望(繁体)
周宝凰等4人
(67)国外行为金融理论述评(作者不详)
[此贴子已经被作者于2005-11-12 18:19:54编辑过]