5Brauer, G A , 1993. Investor Sentiment and The Closed-end Fund Puzzle: A 7 Percent solution. Journal of Financial Services Research 7. 被引量:1
6Brown, G W , 1999. Volatility, Sentiment, and Noise Traders. Financial Analysts Journal 55(2) ,82-90. 被引量:1
7Brown, G W , Cliff, M T , 2004. Investor Sentiment and the Near-term Stock Market. Journal of Empirical Finance 11,1-27. 被引量:1
8De Long, J B , Shleifer, A ,Summers, L G , Waldmann, R J , 1990. Noese Trader Risk in Financial Markets. Journal of Political Economy 98(4), 703-738. 被引量:1
9Engle R F , Ng V K, 1993, Measuring and Testing The Impact of News on Volatility, Journal of Fiance,48,1749-1778. 被引量:1
10Fama, E F , 1965. The Behavior of Stock Market Prices. Journal of Business 38(1), 34-105. 被引量:1