臺大管理論叢第31卷第3期

146 The Study of Gambling Preference, Trading Pattern and Excess Comovement in Lottery-Like Stock Returns Garvey, R., and Wu, F. 2009. Intraday time and order execution quality dimensions. Journal of Financial Markets, 12 (2): 203-228. George, T. J., and Hwang, C. Y. 2004. The 52-week high and momentum investing. The Journal of Finance, 59 (5): 2145-2176. Gompers, P. A., and Metrick, A. 2001. Institutional investors and equity prices. The Quarterly Journal of Economics, 116 (1): 229-259. Green, T. C., and Hwang, B. H. 2009. Price-based return comovement. Journal of Financial Economics, 93 (1): 37-50. Greenwood, R. 2008. Excess comovement of stock returns: Evidence from cross-sectional variation in Nikkei 225 weights. The Review of Financial Studies, 21 (3): 11531186. Grinblatt, M., and Keloharju, M. 2009. Sensation seeking, overconfidence, and trading activity. The Journal of Finance, 64 (2): 549-578. Grote, K. R., and Matheson, V. A. 2007. Examining the ‘halo effect’ in lotto games, Applied Economics Letters, 14 (4): 307-310. Harford, J., and Kaul, A. 2005. Correlated order flow: Pervasiveness, sources, and pricing effects. Journal of Financial and Quantitative Analysis, 40 (1): 29-55. Harvey, C. R., and Siddique, A. 2000. Conditional skewness in asset pricing tests. The Journal of Finance, 55 (3): 1263-1295. Hasbrouck, J., and Seppi, D. J. 2001. Common factors in prices, order flows, and liquidity. Journal of Financial Economics, 59 (3): 383-411. Heath, C., Huddart, S., and Lang, M. 1999. Psychological factors and stock option exercise. The Quarterly Journal of Economics, 114 (2): 601-627. Hirshleifer, D. 2001. Investor psychology and asset pricing. The Journal of Finance, 56 (4): 1533-1597. Huddart, S., Lang, M., and Yetman, M. H. 2009. Volume and price patterns around a stock’s 52-week highs and lows: Theory and evidence. Management Science, 55 (1): 16-31. Hung, W., and Yang, J. J. 2018. The MAX effect: Lottery stocks with price limits and limits to arbitrage. Journal of Financial Markets, 41: 77-91. Ivković, Z., and Weisbenner, S. 2005. Local does as local is: Information content of the geography of individual investors’ common stock investments. The Journal of Finance, 60 (1): 267-306.

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