Behavioral Capital Asset Pricing Theory Author(s): Hersh Shefrin and Meir Statman Source: The Journal of Financial and Quantitative Analysis, Vol. 29, No. 3 (Sep., 1994), pp. 323 -349 1#kuhasu
The Limits of Arbitrage Author(s): Andrei Shleifer and Robert W. Vishny Source: The Journal of Finance, Vol. 52, No. 1 (Mar., 1997), pp. 35-55 1#kuhasu
Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
Author(s): Roni Michaely, Richard H. Thaler, Kent L. Womack
Source: The Journal of Finance, Vol. 50, No. 2 (Jun., 1995), pp. 573-608 1#kuhasu
Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
Author(s): Roni Michaely, Richard H. Thaler, Kent L. Womack
Source: The Journal of Finance, Vol. 50, No. 2 (Jun., 1995), pp. 573-608 1#kuhasu
How are stock prices affected by the location of trade 100
BUBBLES, CRASHES, AND ENDOGENOUS EXPECTATIONS IN EXPERIMENTAL SPOT ASSET MARKETS 100
Inflation, Rational Valuation and the Market 50 让我想起了我高中数学老师的一句话:“你们领略到了数学之美了吗”,但是,基于经典理论,不符合要求
What is the Intrinsic Value of the Dow? 基于经典理论,不符合要求
Option Pricing Theory: Is 'Risk-Free' Hedging Feasible? 不符合要求
以下关于利率期限结构的文章是部分基于预期理论的,预期理论研究历史比较长,中间侧重研究和假设有所变化,不同于行为经济学中的前景理论,也就是说,实际是基于经典理论的。而且文章也不是以行为经济学角度来研究利率期限结构的。但是,毕竟是在市场行为方面的有益探索,专门只看行为金融方面的可以直接忽略,或可以作为补充。
The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure 15
New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates 15
Yield Spreads and Interest Rate Movements: A Bird's Eye View 15
Inflation Forecast Errors and Time Variation in Term Premia 15
Behavioral Finance and Efficient Markets:Is the Joint Hypothesis Really the Problem? 100
Disposition Effect and Momentum:Prospect Theory and Mental Accounting Framework 100
Psychological Aspects of Market Crashes 100
A Dynamic Variation of Risk Aversion Approach:A Study of Momentum and Reversal Premiums 100
Measurement of Conformity to Behavior Finance Concepts and Association with Individual Personality 100
Rational Actors and Balancing Markets:A Game-Theoretic Model 100 (基于经典理论的)