The Journal of Portfolio Management Winter 2018, 44 (3) 33-42 低波动率需要更少的交易 作者:Pim van Vliet(Conservative Equities at Robeco Asset Management in Rotterdam, the Netherlands.) 摘要:作者指出,有效的低波动率策略只需要少量的交易
Journal of Financial Markets·Volume 37·March 2018·Pages 17-34 市场波动性和股票收益率:流动性提供者的作用 作者:Kee H.Chung(School of Management, State University of New York; School of Business, Sungkyunkwan University
Journal of Accounting and Economics ·Volume 65, Issue 1· FEB 2018 强制性企业社会责任披露对企业盈利能力和社会外部性的影响:来自中国的证据 作者:Yi-Chun Chen (The Hong Kong University of Science and Technology) Mingyi Hung (The Hong Kong
Pacific-Basin Finance Journal, available, December 2017 在薄弱的法律保护下风险资本家增加价值的行为 作者:Hui Li (La Trobe University, Australia), Xiaohui Wu (Xiamen University, China), Ying Ye (Tsinghua University, China
The Review of Financial Studies, Volume 31, Issue 2, 1 February 2018, Pages 556–594 从长期来看,股票风险更大吗?从经济理论中寻找线索 作者:Doron Avramov(Hebrew University of Jerusalem and Chinese University of Hong Kong) Scott