中图分类号:
F830.9
{{custom_clc.code}}
({{custom_clc.text}})
{{custom_sec.title}}
{{custom_sec.title}}
{{custom_sec.content}}
参考文献
[1] Loewenstein G F, Weber E U, Hsee C K, et al. Risk as feelings[J]. Psychological Bulletin, 2001, 127(2):267.
[2] 仪垂林,王家琪. 天气、季节性情绪混乱与股票收益——基于上证综合指数的研究[J]. 统计与决策, 2005(6):79-82.
[3] 陆静. 中国股票市场天气效应的实证研究[J]. 中国软科学, 2011(6):65-78.Lu J. Empirical study on weather effect in Chinese stock market[J]. China Soft Science, 2011(6):65-78.
[4] 段江娇,刘红忠,曾剑平. 投资者情绪指数、分析师推荐指数与股指收益率的影响研究——基于我国东方财富网股吧论坛、新浪网分析师个股评级数据[J]. 上海金融, 2014(11):60-64.
[5] Baker M, Wurgler G. Investor sentiment and the cross-section of stock returns[J]. Journal of Finance, 2006, 61(4):1645-1680.
[6] 郑振龙,林璟. 沪深300股指期货定价偏差与投资者情绪[J]. 数理统计与管理, 2015(6):1129-1140.Zheng Z L, Lin J. The pricing bias of CSI 300 index futures and investor sentiment[J]. Journal of Applied Statistics and Management, 2015(6):1129-1140.
[7] Beer F, Zouaoui M. Measuring investor sentiment in the stock market[EB/OL].[2011-09-28]. https://ssrn.com/abstract=1939527.
[8] 鹿坪,冷军. 投资者情绪与盈余管理——基于应计盈余管理与真实盈余管理的实证研究[J]. 财经问题研究, 2017(2):88-96.
[9] 刘维奇,刘新新. 个人和机构投资者情绪与股票收益——基于上证A股市场的研究[J]. 管理科学学报, 2014(3):70-87.Liu W Q, Liu X X. Individual/institutional investor sentiment and stock returns:Study based on Shanghai A-share market[J]. Journal of Management Sciences in China, 2014(3):70-87.
[10] Tetlock P C. Giving content to investor sentiment:The role of media in the stock market[J]. Journal of Finance, 2007, 62(3):1139-1168.
[11] Bollen J, Mao H, Zeng X. Twitter mood predicts the stock market[J]. Journal of Computational Science, 2010, 2(1):1-8.
[12] Li B, Chan K C C, Ou C. Public sentiment analysis in Twitter data for prediction of a company's stock price movements[C]//International Conference on E-Business Engineering, 2014:232-239.
[13] Danbolt J, Siganos A, Vagenas-Nanos E. Investor sentiment and bidder announcement abnormal returns[J]. Journal of Corporate Finance, 2015, 33(3):164-179.
[14] 程琬芸,林杰. 社交媒体的投资者涨跌情绪与证券市场指数[J]. 管理科学, 2013(5):111-119.Cheng W Y, Lin J. Investors' bullish sentiment of social media and stock market indices[J]. Journal of Management Science, 2013(5):111-119.
[15] 孟雪井,孟祥兰,胡杨洋.基于文本挖掘和百度指数的投资者情绪指数研究[J]. 宏观经济研究, 2016(1):144-153.
[16] 杨晓兰,高媚,朱淋. 社会互动对股票市场的影响——基于新浪财经博客的实证分析[J]. 证券市场导报, 2016(7):50-58.
[17] 黄润鹏,左文明,毕凌燕. 基于微博情绪信息的股票市场预测[J]. 管理工程学报, 2015(1):47-52.Huang R P, Zuo W M, Bi L Y. Predicting the stock market based on microblog mood[J]. Journal of Industrial Engineering and Engineering Management, 2015(1):47-52.
[18] Nofsinger J R. Social mood and financial economics[J]. The Journal of Behavioral Finance, 2005, 6(3):144-160.
[19] 杨阳,万迪昉. 不同市态下投资者情绪与股市收益、收益波动的异化现象——基于上证股市的实证分析[J]. 系统工程, 2010(1):19-23.Yang Y, Wan D F. Relationship of investor sentiment, stock market return and volatility in different market states[J]. Systems Engineering, 2010(1):19-23.
[20] 鲁训法,黎建强. 中国股市指数与投资者情绪指数的相互关系[J]. 系统工程理论与实践, 2012, 32(3):621-629. Lu X F, Li J Q. Relationship between stock indices and investors' sentiment index in Chinese financial market[J]. Systems Engineering-Theory & Practice, 2012, 32(3):621-629.
[21] 花贵如,刘志远,许骞. 投资者情绪、管理者乐观主义与企业投资行为[J]. 金融研究, 2011(9):178-191.
[22] Shefrin H, Statman M. The disposition to sell winners too early and ride losers too long:Theory and evidence[J]. The Journal of Finance, 1985, 40(3):777-790.
[23] 文凤华,杨鑫,龚旭,等. 金融危机背景下中美投资者情绪的传染性分析[J]. 系统工程理论与实践, 2015, 35(3):623-629.Wen F H, Yang X, Gong X, et al. The research on investor sentiment contagion between China and U.S. based on the background of financial crisis[J]. Systems Engineering-Theory & Practice, 2015, 35(3):623-629.
{{custom_fnGroup.title_cn}}
脚注
{{custom_fn.content}}
基金
国家自然科学基金重点项目(71532009);国家自然科学基金重大国际合作项目(71320107003);天津市教委社会科学重大项目(2014ZD13);河北省社会科学基金一般项目(HB17GL031)
{{custom_fund}}