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投资者情绪、内在价值估计与证券价格波动——市场情绪指数假说 被引量:21

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作者 丁志国 苏治
出处 《管理世界》 CSSCI 北大核心 2005年第2期143-145,共3页 Journal of Management World
基金 国家自然科学基金项目(70173043) 2002年教育部重点项目(02JAZ790005)资助
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  • 2Campbell, J. Y. and Kyle, A., 1993, "Smart Money,Noise Trading, and Stock Price Behavioral", Review of Economic Studies, 60,pp.1-34.
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  • 4De Long, J. B., Shleifer, A., Summers, L., and Waldmann, R., 1990a, "Noise Trader Risk in Financial Markets",Journal of Political Economy, 98,pp.703-738.
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  • 6Fama, E.F.,1991 ,Efficient capital markets II.J.Finance46, pp.1575-1617.
  • 7Friedman, M., 1953, The Case for Flexible Exchange Rates, In Essays in Positive Economics, Chicago, University of Chicago Press.
  • 8Grossman S. J., Stiglitz J. E, 1980, "On the Impossibility of Informationally Efficient Markets", American Economic Review, 70,pp.393-408.
  • 9Kahneman, D. and Tversky, A., 1973, "On the Psychology of Prediction", Psychological Review, 80, pp.237-251.
  • 10Kahneman, D. and Tversky, A., 1979, "Prospect Theory: Analysis of Decision under Risk",Econometrica,47,pp.236-291.

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