还有这个,太贵,不知道别的地方有没有 Overreaction of Exchange-Traded Funds During the Bubble of 1998-2002 http://www.informaworld.com/smpp/content~db=all?content=10.1207/s15427579jpfm0502_3 Overreaction diamonds: precursors and aftershocks for significant price changes http://www.informaworld.com/smpp/content~content=a779693148~db=all~order=page Investor Confidence and Returns Following Large One-Day Price Changes http://www.informaworld.com/smpp/content~db=all?content=10.1207/s15427579jpfm0404_3 找到免费的就麻烦贴上来吧,我是不会去买的,估计还不如我研究的深。
http://en.wikipedia.org/wiki/Quantitative_behavioral_finance http://scholar.google.cn/scholar?nu...dow=1&q="Quantitative+behavioral+finance"&lr=