投资者关注研究新进展

被引:30
作者
王春
徐龙炳
机构
[1] 上海财经大学金融学院
关键词
关注; 有限关注; 资产价格; 投资者行为;
D O I
10.16538/j.cnki.jsufe.2009.05.016
中图分类号
F832.51 [];
学科分类号
1201 ; 020204 ;
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。
引用
收藏
页码:90 / 97
页数:8
相关论文
共 24 条
[1]  
Market Madness-The Case of Mad Money. Engelberg J.,C Sasseville,J.Williams. SSRN870498 . 2009
[2]  
Limited Attention,Information Disclosure,and Financial Repor-ting. Hirshleifer,David A,S H.Teoh. Journal of Accountancy . 2003
[3]  
Learning with Information Capacity Constraints. Peng,L. The Journal of Finance . 2005
[4]  
Costly Information Acquisition: Experimental Analysis of a Boundedly Rational Model. Gabaix,Xavier,Laibson,David,Moloche,Guillermo,Weinberg,Stephen. The American Economist . 2006
[5]  
Control of visual attention. Yantis,S,Pashler,H. Attention . 1998
[6]  
Implications of rational inattention. C. Sims. Journal of Monetary Economics . 2003
[7]  
Advertising,Breadth of Owner-ship,and Liquidity. Grullon G,Kanatas G,Weston J. The Review of Finacial Studies . 2004
[8]  
Predictable behavior,profits,and attention. Seasholes Mark S,Wu Guojun. Journal of Empirical Finance . 2007
[9]  
All that glitters:theeffect of attention and news on the buying behavior ofindividual and institutional investors. Barber Brad M,Odean Terrance. The Review of Finacial Studies . 2008
[10]  
Kahneman,D. Attention and Effort . 1973