作者vincent7977 (白水放)
看板NTU-Exam
标题[试题] 99下 胡星阳 行为财务 期中考
时间Mon Apr 18 10:33:56 2011
课程名称︰行为财务
课程性质︰选修
课程教师︰胡星阳
开课学院:管理学院
开课系所︰财金系
考试日期(年月日)︰100.04.18
考试时限(分钟):09:10-12:10 (180mins)
是否需发放奖励金:是
(如未明确表示,则不予发放)
试题 :
Your answers can be either in Chinese or English.
1.According to prospect theory, which is preferred?
a.Prospect A or B?
A(0.80, $50, $0)
B(0.40, $100, $0)
b.Prospect C or D?
C(0.00002, $500,000, $0)
D(0.00001, $1,000,000, $0)
Are these choices consistent with expected utility theory? Why or why not?
2.Psychologists have found extensive evidence to support overconfidence of
human behaviors. Describe it and give some examples. What are the
implications of overconfidence on investment behavior?
3.Anchoring is typical of human behaviors. Describe it and give some examples.
What are the implications of anchoring on investment behavior?
4.Previous research finds a "post SEO effect." It means that over three years
after seasoned equity offerings, the stock performance of SEO-firms are
worse than a control group. Can you provide any rational or behavioral
reasons on investors to explain this phunomenon?
5.Continue Question 4. If you want to make profit and minimize your risk at
the same time from the "post SEO effect," what would you do? Please describe
in details.
6.Many experiments show that sometimes people overreact and sometimes they
underreact. Is there any reason that can explain these seemingly
contradictory behaviors? When is it more likely for people to overreact and
when is it more likely to underreact?
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1F:推 elizairene :原PO每次写考题跟PO考题都很有效率XDDD 04/18 11:38