7Hersh Shefrin.2000.Beyond Greed and Fear.Harvard Business School Press
8J.Patrick Raines Charles G.Leathers.2000.Economists.and the Stock Market:Speculative Theories of Stock Market Fluetu-ations.Edward Elgar Publishing Limited Glensanda House
9Shiller,Robert J.1989.Market Volatility.Cambridge: MIT Press
10Shiller,Robert J.1981.Do Stock Prise Move Too Much to be Justified by Subsequent Changes inDividends? American Eeo-nomies Review,June
4Vasicek O. An Equilibrium Characterization of the Term Structure[ J ]. Journal of Financial Economics, 1977, (5) : 167 -188.
5Dothan L U. On the Term Structure of Interest Rates[J]. Journal of Financial Economics, 1978, (6) : 59 -69.
6Cox, John C ,Jonathan E Ingersoll, Stephen A Ross. An Intertemporal General Equilibrium Model of Asset Prices[ J ]. Econometrica, 1985,53 : 363 - 384.
7Brown S, Dybvig P. The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates [ J ]. Journal of Finance, 1986,41 : 616 - 632.
8Chan K,G Karolyi, F Longstaff, A Sanders, An Empirical Comparison of Ahemative Models of the Short- Term Interest Rates [ J ]. Journal of Finance, 1992,47 : 1209 - 1227.
9Stanton R. A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk. " [ J ]. Journal of Finance, 1997,52 : 1973 - 2002.
10Engel, Charles. The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence [ J ]. Journal of Empirical Finance, 1996, (3) : 123 - 192.
