參考文獻 |
[Essay 1]
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[Essay 2]
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Kyle, Albert S., 1985, Continuous auctions and insider trading, Econometrica 53, 1315-1335.
Lee, Yi-Tsung, Yu-Jane Liu, Richard Roll, and Avanidhar Subrahmanyam, 2004, Order imbalances and market efficiency: Evidence from the Taiwan stock exchange, Journal of Financial & Quantitative Analysis 39, 327-341.
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Scharfstein, David S., and Jeremy C. Stein, 1990, Herd behavior and investment, The American Economic Review 80, 465-479.
Scharfstein, David S., and Jeremy C. Stein, 2000, Herd behavior and investment: Reply, The American Economic Review 90, 705-706.
Statman, Meir, 1999, Behaviorial finance: Past battles and future engagements, Financial Analysts Journal 55, 18-27.
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