|
Baker, M., & Wurgler, J. (2006). Investor sentiment and the cross‐section of stock returns. Journal of Finance, 61(4), 1645-1680. Bali, T. G., Cakici, N., & Whitelaw, R. F. (2011). Maxing out: Stocks as lotteries and the cross-section of expected returns. Journal of financial economics, 99(2), 427-446. Barinov, A. (2018). Stocks with extreme past returns: Lotteries or insurance?. Journal of Financial Economics, 129(3), 458-48. Brunnermeier, M. K., Gollier, C., & Parker, J. A. (2007). Optimal beliefs, asset prices, and the preference for skewed returns. American Economic Review, 97(2), 159-165. Byun, S. J., & Kim, D. H. (2016). Gambling preference and individual equity option returns. Journal of Financial Economics, 122(1), 155-174. Bali, T. G., Cakici, N., & Whitelaw, R. F. (2011). Cheon, Y. H., & Lee, K. H. (2018). Maxing out globally: Individualism, investor attention, and the cross section of expected stock returns. Management Science, 64(12), 5807-5831. Coller, M., & Yohn, T. L. (1997). Management forecasts and information asymmetry: An examination of bid-ask spreads. Journal of accounting research, 35(2), 181-191. Conrad, J., Kapadia, N., & Xing, Y. (2014). Death and jackpot: Why do individual investors hold overpriced stocks?. Journal of Financial Economics, 113(3), 455-475. Eleswarapu, V. R., Thompson, R., & Venkataraman, K. (2004). The impact of Regulation Fair Disclosure: Trading costs and information asymmetry. Journal of financial and quantitative analysis, 39(2), 209-225. Fong, W. M., & Toh, B. (2014). Investor sentiment and the MAX effect. Journal of Banking & Finance, 46, 190-201. Healy, P. M., & Palepu, K. G. (2001). Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature. Journal of accounting and economics, 31(1-3), 405-440. Hung, W., & Yang, J. J. (2018). The MAX effect: Lottery stocks with price limits and limits to arbitrage. Journal of financial markets, 41, 77-91. Ince, O. S., & Porter, R. B. (2006). Individual equity return data from Thomson Datastream: Handle with care!. Journal of Financial Research, 29(4), 463-479. Kumar, A. (2009). Who gambles in the stock market?. The Journal of Finance, 64(4), 1889-1933. Nguyen, H. T., & Truong, C. (2018). When are extreme daily returns not lottery? At earnings announcements!. Journal of Financial Markets, 41, 92-116. Stambaugh, R. F., Yu, J., & Yuan, Y. (2012). The short of it: Investor sentiment and anomalies. Journal of Financial Economics, 104(2), 288-302. Tao, R., Brooks, C., & Bell, A. R. (2020). When is a MAX not the MAX? How news resolves information uncertainty. Journal of Empirical Finance, 57, 33-51. Venkatesh, P. C., & Chiang, R. (1986). Information asymmetry and the dealer's bid‐ask spread: A case study of earnings and dividend announcements. The Journal of Finance, 41(5), 1089-1102. Walkshäusl, C. (2014). The MAX effect: European evidence. Journal of Banking & Finance, 42, 1-10. Zhong, A., & Gray, P. (2016). The MAX effect: An exploration of risk and mispricing explanations. Journal of Banking & Finance, 65, 76-90. 台灣證券交易所. (2020). 日本證券市場相關制度. 周行一、郭維裕、徐政義. (2006). 從日本『金融商品交易法』來探討我國未來金融市場發展方向. 中華民國證券商業同業公會委託專案研究 (頁 87-136). 國立政治大學商學院投資人研究中心. 陳茵琦. (2007). 從「證券交易法」到「金融商品交易法」-淺談日本新金融商品交易法之規範. 證交資料(546), 頁 19-31. 謝學如. (2009). 日本金融大改革及對我國之啟示. 經濟研究(9), 頁 125-154.
|