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行为金融学的发展与探索 被引量:15

A Study of the Development of Behavioral Finance
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摘要 本文通过对行为金融相关文献的回顾 ,指出了当前研究的不足 ,并探索了行为金融理论的发展需要解决的难题及未来研究的方向。同时 ,本文指出了行为金融理论作为一门独立学科应具备的基本条件 。 This thesis reviews the literature on behavioral finance, points out the defects of the current research work, and studies the difficulties and trend of behavioral finance. Meanwhile, here lists out the fundamental conditions for behavioral finance as an independent branch, and gives authors' own opinions on the integration of behavioral finance theories.
作者 姜波克 薛斐
出处 《复旦学报(社会科学版)》 CSSCI 北大核心 2004年第5期57-62,共6页 Fudan Journal(Social Sciences)
关键词 行为金融 有效市场假说 展望理论 资产定价模型 behavioral finance, efficient market hypothesis, prospect theory, asset-pricing model
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参考文献17

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  • 2Bernard, V., Thomas, J., 1990, "Evidence that stock prices do not fully reflect the implications of current earnings for future earnings", Journal of Accounting and Economics 13, 305. 被引量:1
  • 3Daniel, Kent, David Hirshleifer, and Avanidhar Subramanyam, 1998, "Investor Psychology and Security Market Under-and Overreactions." Journal of Finance, 53, 1839-85. 被引量:1
  • 4Dharan, B., Ikenberry, D., 1995, "The long-run negative drift of post-listing stock returns", Journal of Finance 50, 1547-1574. 被引量:1
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  • 6Fama, E., Fisher, L., Jensen, M., Roll, R., 1969, "The adjustment of stock prices to new information", International Economic Review 10, 1-21. 被引量:1
  • 7Fama, E., French, K., 1996, "Multifactor explanations of asset pricing anomalies", Journal of Finance 51. 55-84. 被引量:1
  • 8Fama, Eugene F., 1998, "Market Efficiency, Long-Term Returns, and Behavioral Finance," Journal of Financial Economics. 49, pp. 283-306. 被引量:1
  • 9Hong, H., and J. Stein, 1999, "A unified theory of underreaction, momentum trading, and overreaction in asset markets", Journal of Finance 54: 2143-2184. 被引量:1
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二级引证文献51

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