(来源注释) 动量效应:Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Loser

s. Journal of Finance. 市场情绪与波动性:VIX 指数由 CBOE 提供,用作市场恐慌程度的代理变量。 风险与收益的衡量:Sharpe, W. F. (1966). Mutual Fund Performance. Journal

of Business. 风险偏好与行为金融:De Bondt, W. & Thaler, R. (1985). Does the Stock Market Overreact? Journal of Finance. 综述与方法论:Fama, E. F. (1998). Market Efficiency, Long-Term Returns, and New Evidence. Journal of Financial Economics. 以上资料用于支撑文章中的理论框架与分析结论。
作者:林岚发布时间:2025-12-25 20:53:43