行為金融學的經典教材有哪些?

最近對行為金融學比較感興趣,想問一下行為金融學的經典教材,最好是國外的。


好久沒注意這個回答……收藏近百,十個贊……扶額……終於理解了為啥總看到答主們嚷嚷光收藏不點贊。。。不點贊木有關係,收藏了你們記得去下載論文看啊喂。。。。

可以直接讀論文,比大磚頭的教材更容易啃也更加有趣一點。經典太多,看一篇有一篇的歡喜~

題主說需要國外教材,所以提供的都是英文材料。出於興趣的話,下面這個論文清單都比較偏向實用,我也把主題都寫出來了,你挑感興趣的看就好~如果需要比較學術的,可以私下交流。

由於是參考課程的閱讀清單,教授精心設計的,僅供交流學習,請勿私自轉載如有老師需要參考設計課程,也請先與我溝通,起碼讓我向教授轉達謝意,不要默默拿走。尊重勞動,感謝。

一、背景閱讀:

  1. Barberis N. and Thaler, R. (2003). A survey of behavioral finance. Handbook of the
    Economics of Finance, 1051-1121.
  2. Baker, M., Ruback, R. S., and Wurgler, J. (2007). Behavioral corporate finance: A survey.
    Handbook of Corporate Finance: Empirical Corporate Finance, 145-186.

二、公司金融部分

Prospect Theory and Dividends:

  1. Kahneman, D., and Tversky, A. (1979). Prospect theory: An analysis of decision under
    risk. Econometrica, 47(2), 263-291.
  2. Shefrin, H. M., and Statman, M. (1984). Explaining investor preference for cash dividends.
    Journal of Financial Economics, 13(2), 253-282.

Mergers and Acquisitions:

  1. Rhodes-Kropf, M., Robinson, D. T., and Viswanathan, S. (2005). Valuation waves and merger activity: The empirical evidence. Journal of Financial Economics, 77(3), 561-603.
  2. Baker, M., Pan, X., and Wurgler, J. (2012). The effect of reference point prices on mergers and acquisitions. Journal of Financial Economics, 106(1), 49-71.
  3. Giglio, S., and Shue, K. (2014). No news is news: Do markets underreact to nothing?. Review of Financial Studies, 27(12), 3389-3440.

CEO Overconfidence:

  1. Ben-David, I., Graham, J. R., and Harvey, C. R. (2013). Managerial miscalibration.

    Quarterly Journal of Economics, 128(4), 1547-1584.

  2. Malmendier, U., and Tate, G. (2005). CEO overconfidence and corporate investment.

    Journal of Finance, 60(6), 2661-2700.

  3. Hirshleifer, D., Low, A., and Teoh, S. H. (2012). Are overconfident CEOs better innovators?.

    Journal of Finance, 67(4), 1457-1498.

三、投資部分

Financial Bubbles:

  1. Caginalp, G., Porter, D., and Smith, V. (2001). Financial bubbles: Excess cash, momentum,

    and incomplete information. Journal of Psychology and Financial Markets, 2(2), 80-99.

  2. Richardson, M., and Ofek, E. (2003). DotCom mania: The rise and fall of internet stock

    prices. Journal of Finance, 58(3), 1113-1137.

  3. Cheng, I. H., Raina, S., and Xiong, W. (2014). Wall Street and the housing bubble.

    American Economic Review, 104(9), 2797-2829.

Individual Investors in Mutual Funds:

  1. Frazzini, A., and Lamont, O. A. (2008). Dumb money: Mutual fund flows and the

    cross-section of stock returns. Journal of Financial Economics, 88(2), 299-322.

  2. Sensoy, B. A. (2009). Performance evaluation and self-designated benchmark indexes in

    the mutual fund industry. Journal of Financial Economics, 92(1), 25-39.

  3. Lee, C., Shleifer, A., and Thaler, R. H. (1991). Investor sentiment and the closed-end fund

    puzzle. Journal of Finance, 46(1), 75-109.

Institutional Investors:

  1. Fang, L. H., Peress, J., and Zheng, L. (2014). Does media coverage of stocks affect mutual

    funds』 trading and performance?. Review of Financial Studies, 27(12), 3441-3466.

  2. Goyal, A., and Wahal, S. (2008). The selection and termination of investment management

    firms by plan sponsors. Journal of Finance, 63(4), 1805-1847.

  3. Pool, V. K., Stoffman, N., and Yonker, S. E. Forthcoming. The people in your neighborhood:

    Social interactions and mutual fund portfolios. Journal of Finance.

Genetics vs. Financial Literacy:

  1. Barnea, A., Cronqvist, H., and Siegel, S. (2010). Nature or nurture: What determines
    investor behavior?. Journal of Financial Economics, 98(3), 583-604.

  2. Calvet, L. E., Campbell, J. Y., and Sodini, P. (2009). Measuring the financial sophistication
    of households. American Economic Review, 99(2), 393-398.

請勿私自轉載,請勿私自轉載,請勿私自轉載,重要的事情說三遍……


  • Fooled by Randomness
  • Searching for a Corporate Savior
  • The New Financial Order
  • Irrational Exuberance

剛標記了要去看一下的幾本,應該都還不錯,特別是最下面兩本。豆瓣仔細看下吧,具體不多做介紹了。


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