题目:Winning at the Starting Line:The Key School Education Premium and Housing Prices in Beijing 摘要:This paper estimates the valuation of elite primary schools in Beijing during 2013–16 based on
Journal of Financial Markets, September 2018 知情的逆向交易和股票收益 作者:Sanders S.Chang (University of Dayton) F.Albert Wang (University of Dayton) 摘要:我们提出了一个新的衡量知情交易概率的方法。这项措施称为PCM,它捕捉了买卖差价的逆向选择部分,在收益公告周围变得更高
Journal of Empirical Finance, Volume 48, September 2018 条件协偏度与避险货币:一个状态转换模型 作者:Kalok Chan (The Chinese University of Hong Kong) JianYang (University of Colorado Denver) Yinggang Zhou (Xiamen
Critical Finance Review 2019, Vol 8-2 非流动性与股票收益:横截面和时间序列效应:复制 作者:Larry Harris (USC Marshall School of Business), Andrea Amato (UC Berkeley Haas School of Business) 摘要:本文复制和扩展了Amihud(2002)将流动性与资产定价
JOURNAL OF BANKING & FINANCE, VOL 97, DECEMBER 2018 竞争对手的竞争活动、资本约束和企业增长 作者:Mikael C. Bergbrant (St. John's University) Delroy M. Hunter(University of South Florida) Patrick J. Kelly(The University
Financial Analyst Journal, Volume74, Issue4, 2018 公司政治策略与收益的可预测性 作者:Chansog (Francis) Kim (Stony Brook University College of Business), Incheol Kim (University of Texas), Christos Pantzalis