一、主题:Currency Carry, Momentum, and US Monetary Policy Uncertainty 二、主讲人:曾鸣,新加坡管理大学经济学博士。主要研究领域为实证资产定价、金融经济学、国际金融和应用计量经济学。学术成果在国内外顶尖学术会议上宣讲,包括FMA Annual meeting, EEA-ESEM, Econometric Society Asian
日程安排(10月31日) 9:30-10:10 Brian Lucey 题目:Why I rejected your paper -An Editor's View 10:10-10:50 SamuelVigne 题目:What is hot in Finance? 10:50-11:30 Youwei Li 题目:Investor Overconfidence and the Security
由我院张学勇教授和其指导的博士研究生阙江静合作撰写的论文“The role of foreign and domestic venture capital in innovation: Evidence from China”近期发表于SSCI期刊《Accounting & Finance》。 风险资本,作为外部股权融资,在公司绩效中扮演着至关重要的角色,因为它不仅提供资金支持,还提供管理建议
JOURNAL OF BANKING & FINANCE, VOL 97, DECEMBER 2018 识别银行间市场的关系贷款:网络方法 作者:Teruyoshi Kobayashi (Graduate School of Economics) Taro Takaguchi(National Institute of Information and Communications
Financial Analyst Journal, Volume 68, Issue3, 2012 是什么驱使股票价格变动?基本面vs投资者认知度 作者:Scott Richardson (London Business School) Richard Sloan (University of California) Haifeng You (Hong Kong University
Journal of Empirical Finance, Volume 48, September 2018 来自每日高低价的买卖价差估算:公司债券的实际运用 作者:Belén Nieto (University of Alicante) 摘要:本文评估了Corwin和Schultz(2012)提出的公司债券流动性代理指标标准方法的适当性。这些资产很少进行交易,即使它们是根据活跃要求选择
Financial Analyst Journal, Volume 68, Issue3, 2012 提高最优投资组合的风险预测能力 作者:Jose Menchero (executive director at MSCI), Jun Wang (vice president at MSCI), D.J. Orr (vice president at MSCI) 摘要:样本的协方差矩阵往往低估
JOURNAL OF CORPORATE FINANCE, VOLUME 52,OCTOBER 2018 CFO社会资本与私人债务 作者:Kathy Fogel (Zinoplex and Eupheus One) Tomas Jandik (University of Arkansas) William R. McCumber(Louisiana Tech University) 摘要:私人
Pacific-Basin Finance Journal, Volume 46, December 2017 中国上市公司的公司创新与政治关联 作者:Qingsong Hou (Huazhong University of Science and Technology, China), May Hu (Deakin University, Australia), Yuan Yuan