Journal of Financial & Quantitative Analysis. Volume 53, Issue 4. August 2018 风险的不确定性与股票收益率 作者Guido Baltussen (van Bekkum) Sjoerd van Bekkum (Erasmus University Rotterdam Erasmus School of Economics
Journal of Financial Economics·Volume 129, Issue 2·August 2018 好消息和其他破产的溢出效应:真实效应和价格反应 作者:Nina Baranchuk(Naveen Jindal School of Management, University of Texas at Dallas) Michael J. Rebello(Naveen
Financial Analyst Journal, Volume 69, Issue3, 2013 将流动性作为一种投资风格 作者:Roger G. Ibbotson (Yale School of Management), Zhiwu Chen (Yale School of Management), Daniel Y.-J. Kim (Zebra Capital Management
Review of Finance, Volume 22, Issue 3, May 2018 媒体报道和伦敦股票交易所(1825-1870)的股票回报率 作者:John D Turner (Queen’s University Belfast, UK), Qing Ye (Xi’an Jiaotong University, China), Clive B Walker (Queen’s
The Review of Financial Studies, hhy083, 信息,交易和波动:来自特定公司新闻的证据 作者:Jacob Boudoukh(Interdisciplinary Center (IDC) Herzliyah), Ronen Feldman(Hebrew University of Jerusalem), Shimon Kogan (Massachusetts
Financial Management · 28 July 2018 企业风险管理的理论与实践:来自业内的证据 作者:Erasmo Giambona(Whitman School of Management at Syracuse University), John R. Graham(Duke University in Durham), Campbell R. Harvey(Fuqua
Journal of Financial Economics·Volume 129, Issue 2·August 2018 私募股权投资中的金融中介:基金的基金表现如何? 作者:Robert S. Harris(University of Virginia, Darden School of Business) Tim Jenkinson(University of Oxford, Said
Journal of Financial Economics·Volume 129, Issue 3·September 2018 股票发行和代理成本:世界各地股东批准的故事 作者:Clifford G. Holderness(European Corporate Governance Institute; Carroll School of Management, Boston College
The Journal of Portfolio Management Summer 2018, 44 (7) 动量,均值回归和社交媒体:来自StockTwits和Twitter的证据 作者:Shreyash Agrawal(Massachusetts Institute of Technology (MIT)), Pablo Azar(Massachusetts Institute