第1篇 共同基金
第1章 共同基金投资组合
风格投资和投资组合的最优化 George J.Jiang Xingnong Zhu
共同基金的私下行为…Marcin Kacperczyk Clemens Sialm 郑 璐
中国证券市场中概念股的羊群行为分析 夏 坤 韩立岩
第2章 共同基金投资业绩
指数调整、指数基金与价格压力 徐剑刚 裘孝锋 张晓蓉
资产配置政策对基金的业绩有贡献吗？——对中国94只证券投资基金的实证检验 赵宏宇 赵昌文
中国封闭式基金绩效影响因素分解的实证研究 李治国 周麟赟
第2篇 投资者行为
第3章 机构投资者行为
以往业绩和过后决策：来自专业股票交易者的经验 Ryan Garvey Anthony Murphy Fei Wu
技术泡沫情况下的信息传送和调节过程 Akbar Z.Ali
噪声交易、市场情绪与日内股价行为 孔东民
中国期货市场机构投资者行为的实证研究 姜丕臻 房四海 姜彦福
第4章 个体投资者行为
公司能否通过广告影响投资者行为？——超级杯美式足球赛广告和股票收益 Frank Fehle Sergey Tsyplakov Vladimir Zdorovtsov
中国个人投资者行为及其业绩表现 Changyun Wang Qian Sun Suling Chee
中国投资者“热手效应” 与“赌徒谬误” 的实验研究 林 树 俞 乔 汤震宇
成功可以被追寻吗？ 创建并检验中国股市个人投资者策略 梁平汉
Contents
Section 1 Mutual Funds
Chapter 1 Portfolios of Mutual Funds
Style Investment and Portfolio Optimization George J.Jiang Xingnong Zhu
Unobserved Actions of Mutual Funds Marcin Kacperczyk Clemens Sialm Lu Zheng
The Herding Behavior on Special Concept Stocks in Chinese Stock Market Kun Xia Liyan Han
Chapter 2 Performance of Mutual Funds
Index Revision，Index Fund and Price Pressure Jiangang Xu Xiaofeng Qiu Xiaorong Zhang
Can the Performance be Attributed to Asset Allocation Policy？—Evidence from 94 Investment Funds in China Hongyu Zhao Changwen Zhao
An Empirical Decomposition of the Performance of Chinese Closed-end Funds Zhiguo Li Linyun Zhou
Section 2 Investors’Behaviors
Chapter 3 Institutional Investors’Behaviors
Prior Performance and Subsequent Decisions ：Evidence from Professional Stock Traders Ryan Garvey Anthony Murphy Fei Wu
Information Transmission and Adjustment Process during the Technology Bubble Akbar Z. Ail
Noise Trade，Investor Sentiment and Daily Stock Price Dongmin Kong
The empirical research of institution investors behavior in China future market Pizhen Jiang Sihai Fang Yanfu Jiang
Chapter 4 Individual Investors’Behaviors
Can Companies Influence Investor Behavior through Advertising？—Super Bowl Commercials and Stock Returns Frank Fehle Sergey Tsyplakov Vladimir Zdorovtsov
The Behavior and Performance of Individual Investors in China Changyun Wang Qian Sun Suling Chee
Experimental Study on Hot-hand Effect and Gambler’s Fallacy in Chinese Investors Shu Lin Qiao Yu Zhenyu Tang
Can the Success Be Followed？ Constructing and Testing the Individual Investors Strategies in China Stock Market Pinghan Liang |
