[1] 山立威. 心理还是实质: 汶川地震对中国资本市场的影响[J]. 经济研究, 2011(4): 121-134+146.
[2] GOEL S, CAGLE S, SHAWKY H. How vulnerable are international financial markets to terrorism? an empirical study based on terrorist incidents worldwide[J]. Journal of Financial Stability, 2017, 33: 120-132.doi:10.1016/j.jfs.2017.11.001
[3] FERSTL R, UTZ S, WIMMER M. The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: an event study[J]. Business Research, 2012, 5(1): 25-41.doi:10.1007/BF03342730
[4] ALFARO L, CHARI A, GREENLAND A N, et al. Aggregate and firm-level stock returns during pandemics in real time[R]. Massachusetts: National Bureau of Economic Research, 2020.
[5] 陈希凤, 李亚奇. 重大突发事件下中央银行政策行为及启示[J]. 区域金融研究, 2020(7): 29-33.doi:10.3969/j.issn.1674-5477.2020.07.005
[6] 邹文理, 王曦, 谢小平. 中央银行沟通的金融市场响应: 基于股票市场的事件研究[J]. 金融研究, 2020(2): 34-50.
[7] HAYO B, NEUENKIRCH, M. Self-monitoring or reliance on media reporting: how do financial market participants process central bank news? [J]. Journal of Banking and Finance, 2015, 59: 27-37.doi:10.1016/j.jbankfin.2015.06.004
[8] 吴国培, 潘再见. 中央银行沟通对金融资产价格的影响: 基于中国的实证研究[J]. 金融研究, 2014(5): 34-47.
[9] 孙艳梅, 郭红玉, 江新新. 央行沟通与通货膨胀管理效果: 基于媒体信息传导渠道的视角[J]. 世界经济文汇, 2020(1): 79-96.
[10] 谷宇, 刘敏. 个体投资者视角下汇率沟通对人民币汇率预期的影响研究: 基于个体投资者“关注”及“情绪”渠道的分析[J]. 经济科学, 2020(5): 32-44.
[11] BENNANI H. Central bank communication in the media and investor sentiment[J]. Journal of Economic Behavior and Organization, 2020, 176: 431-444.doi:10.1016/j.jebo.2020.05.022
[12] 张强, 胡荣尚. 中央银行沟通对金融资产价格的影响: 以股票市场为例[J]. 财贸经济, 2013(8): 67-77.
[13] 李成, 王东阳. 货币政策预期管理的理论逻辑与中国实践[J]. 改革, 2020(12): 5-16.
[14] BLINDER A S, EHRMANN M, FRATZSCHER M, et al. Central bank communication and monetary policy: a survey of theory and evidence[J]. Journal of Economic Literature, 2008, 46(6): 910-945.
[15] 匡可可, 张明. 货币政策前瞻性指引: 实施原理、主要类型、国际经验及其对中国的启示[J]. 金融评论, 2015(4): 92-109+126.doi:10.3969/j.issn.1674-7690.2015.04.008
[16] KAPLANSKI G, LEVY H. Sentiment and stock prices: the case of aviation disasters[J]. Journal of Financial Economics, 2010, 95(2): 174-201.doi:10.1016/j.jfineco.2009.10.002
[17] 张博, 扈文秀, 杨熙安. 投资者情绪生成机理的研究[J]. 中国管理科学, 2021, 29(1): 185-195.
[18] SIMS C A. Implications of rational inattention[J]. Journal of Monetary Economics, 2003, 50(3): 665-690.doi:10.1016/S0304-3932(03)00029-1
[19] DA Z, ENGELBERG J, GAO P. The sum of all fears investor sentiment and asset prices[J]. Review of Financial Studies, 2015, 8(2): 1-32.
[20] 徐亚平. 公众学习、预期引导与货币政策的有效性[J]. 金融研究, 2009 (1): 50-65.
[21] 张前程, 杨德才. 货币政策、投资者情绪与企业投资行为[J]. 中央财经大学学报, 2015(12): 57-68.
[22] EHRMANN M, FRATZSCHER M. Communication by central bank committee members: different strategies, same effectiveness?[J]. Journal of Money, Credit, and Banking, 2007, 39(2-3): 509-541.doi:10.1111/j.0022-2879.2007.00034.x
[23] 林建浩, 陈良源, 宋登辉. 如何测度央行行长的口头沟通信息: 一种基于监督学习的文本分析方法[J]. 统计研究, 2019, 36(8): 3-18.
[24] HANSEN S, MCMAHON M. Shocking language understanding the macroeconomic effects of central bank communication[J]. Journal of International Economics, 2016(99): 114-133.
[25] BAKER M, WURGLER J. Investor sentiment and the cross section of stock returns[J]. Journal of Finance, 2006 (4): 1645-1680.
[26] 温忠麟, 侯杰泰, 张雷. 调节效应与中介效应的比较和应用[J]. 心理学报, 2005(2): 268-274.
Baidu
map