The Review of Financial Studies, Volume 31, Issue6, 1 june 2018 当透明度提高时,价格必须更好地反映基本面吗? 作者:Snehal Banerjee (University of California) Jesse Davis (University of North Carolina) Naveen Gondhi (INSEAD
Journal of Banking and Finance ·Volume 92, pp 51–66· JULY 2018 对冲基金与非对冲基金的机构需求以及账面市值比效应 作者:Mustafa Onur Caglayan (Department of Finance, College of Business, Florida International University) Umut
Journal of Financial Economics·Volume 129, Issue 1·July 2018 竞争、收益率和货币市场基金 作者:Gabriele La Spada(Federal Reserve Bank of New York) 摘要:在低利率环境的竞争压力下,资产管理公司是否达到收益?我提出了一个货币市场基金(MMFs)的比赛模型来研究这个问题。当基金关注相对业绩
Financial Management · 16 May 2018 非信息性文本是否影响投资者行为? 作者:Alyssa G. Anderson (Federal Reserve Board in Washington, DC) Yelena Larkin (Schulich School of Business at York University in Toronto, Canada
我院陈锐副教授、2012级本科生高震男(现北京大学博士生)和张学勇教授合作撰写的学术论文“Return Predictability: Evidence from the US-China Supply Chain”,近日被资产组合管理权威期刊Journal of Portfolio Management接受。 Journal of Portfolio Management 是机构投资者期刊
The Accounting Review, May 2018, Vol. 93, No. 3, pp. 349-377. 投资者是否完全揭示了卖方分析师盈利预期中的持续性悲观情绪? 作者:David Veenman (University of Amsterdam, Netherlands), Patrick Verwijmeren (The University of Melbourne
Journal of Financial & Quantitative Analysis. Volume 50, Issue 5 October 2015 地方经济周期与股票流动性 作者:Gennaro Bernile (Singapore Management University, Chian School of Business) George Korniotis (University
Journal of Financial & Quantitative Analysis. Volume 50, Issue 5 October 2015 可投资性对资产定价的影响 作者:Vihang Errunza (McGill University, Desautels Faculty of Management) Hai Ta (University of Winnipeg