投资者关注研究新进展
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上海财经大学学报 2009 年 第 11 卷第 05 期, 页码：92 - 99
摘要
参考文献
摘要
研究表明,人类在处理信息和同时进行多项任务的时候,存在着能力上的局限性,这表现为关注现象。目前,关注现象对于决策制定过程的影响,广泛存在于经济和心理研究领域。然而,其对股票市场影响的研究则处在发展阶段。本文就关注现象对股票市场的影响作出系统的介绍,从而为进一步地进行实证研究提供基础。
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[20]Corwin,Shane A.and Jay F.Coughenour.Limited Attention and Allocation of Effort in Securities Trading[J].Journal of Finance,2008,63(6):3031-3067.
[21]Gabaix X.,D.Laibson,G.Moloche and S.Weinberg.Costly Information Acquisition:Experimental Analysis of a Boundedly Rational Model[J].American Economic Review,2006,96(4):1043-1068.
[2]Engelberg J.,C.Sasseville and J.Williams.Market Madness-The Case of Mad Money[J].SSRN870498,2009.
[3]Barber,Brad M.and B.T.Odean.All That Glitters:the Effect of Attention and News onthe Buying Be-havior of Individual and Institutional Investors[J].Reviews of Financial Studies,2008,21(2):785-818.
[4]Aboody D.,R.Lehavy and B.Trueman.Limited Attention and the Earnings Announcement Returns of Past Stock Market Winners[J].SSRN1127764,2008.
[5]Hirshleifer,David A.and S.H.Teoh.Limited Attention,Information Disclosure,and Financial Repor-ting[J].Journal of Accounting and Economics,2003,36(1-3):337-386.
[6]Hou,Kewei,Lin Peng and Wei Xiong.A Tale of Two Anomalies:The Implication of Investor Attention for Price and Earnings Momentum[R].9th Annual Texas Finance Festival Paper,2008.
[7]Doyle J.,R.Lundhol m,and M.Soliman.The Predictive Value of Expenses Excluded from“Pro Forma”Earnings[J].Reviewof Accounting Studies,2003,8:145-174.
[8]DellaVigna S.and Joshua M.Pollet.Investor Inattention and Friday Earnings Announcements[J].Journal of Finance,200964(2):709-749.
[9]Frazzini A.and Owen A.Lamont.The Earnings Announcement Premiumand Trading Volume[J].SSRN986940,2007.
[10]Seasholes Mark S.and Guojun Wu.Predictable Behavior,Profits,and Attention[J].Journal of Empiri-cal Finance,2007,14(5):590-610.
[11]Feng Lei and Mark S.Seasholes.Correlated Trading and Location[J].Journal of Finance,2004,59(5):2117-2144.
[12]Grullon G.,G.Kanatas and James P.Weston.Advertising,Breadth of Ownership,and Liquidity[J].Reviewof Financial Studies,2004,17(2):439-461.
[13]Barber Brad M.,T.Odean,and N.Zhu.Systematic Noise[J].SSRN474481,2008.
[14]Merton,Robert C.ASimple Model of Capital Market Equilibrium withIncomplete Information[J].Jour-nal of Finance,1987,42(3):483-510.
[15]Ng L.and F.Wu.Revealed Stock Preferences of Individual Investors:Evidence From Chinese Equity Markets[J].Pacific Basin Finance Journal,2006,14(2):175-192.
[16]Sims,Christopher A.Implications of Rational Inattention[J].Journal of Monetary Economics,2003,50(3):665-690.
[17]Peng L.Learning withInformation Capacity Constraints[J].Journal of Financial and Quantitative Analy-sis,2005,40(2):307-329.
[18]VanNieuwerburgh S.and L.Veldkamp.Information Acquisition and Under-Diversification[J].SSRN619362,2008.
[19]Yantis,S.Control of Visual Attention[M].London:Psychology Press,1998:223-256.
[20]Corwin,Shane A.and Jay F.Coughenour.Limited Attention and Allocation of Effort in Securities Trading[J].Journal of Finance,2008,63(6):3031-3067.
[21]Gabaix X.,D.Laibson,G.Moloche and S.Weinberg.Costly Information Acquisition:Experimental Analysis of a Boundedly Rational Model[J].American Economic Review,2006,96(4):1043-1068.
引用本文
王春, 徐龙炳. 投资者关注研究新进展[J]. 上海财经大学学报, 2009, 11(5): 92–99.
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