NSYSU Behavioral Finance Lab
2011年6月7日 星期二
Asset Float and Speculative Bubbles
HARRISON HONG, JOSE SCHEINKMAN, and WEI XIONG
The Journal of finance ,
March 27, 2005
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2011年5月24日 星期二
QUIET BUBBLES
Harrison Hong
Princeton University
David Sraer
Princeton University
First Draft: November 1, 2010
This Draft: February 21, 2011
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Advisors and Asset Prices: A Model of the Origins of Bubbles
Harrison Hong, Jos ́e Scheinkman, and Wei Xiong
Journal of Financial Economics 89 (2008) 268– 287
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Financial crises and interacting heterogeneous agents
Weihong Huang, Huanhuan Zheng, Wai-Mun Chia
Journal of Economic Dynamics & Control 34 (2010) 1105–1122
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2011年4月8日 星期五
Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market
Randi Næs, Johannes A. Skjeltorp
Journal of Financial Markets (2006)
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2011年3月30日 星期三
Institutional industry herding
Nicole Choi, Richard W. Sias
Journal of Financial Economics 94 (2009) 469–491
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Who herds?
Dan Bernhardt, Murillo Campello, Edward Kutsoati,2006.
Journal of Financial Economics 80,657–675
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Disagreement, Portfolio Optimization, and Excess Volatility
Ran Duchin and Moshe Levy
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol. 45, No. 3, June 2010, pp. 623–640
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Financial Analyst Characteristics and Herding Behavior in Forecasting
MICHAEL B. CLEMENT and SENYO Y. TSE
THE JOURNAL OF FINANCE • VOL. LX, NO. 1 • FEBRUARY 2005
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An empirical analysis of herd behavior in global stock markets
Thomas C. Chiang , Dazhi Zheng
LeBow College of Business, Drexel University, PA 19104, United States
Journal of Banking & Finance 34 (2010) 1911–1921
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