The Accounting Review·Vol. 93, No. 1·November 2018 分析师对经理人指导的影响 作者:Kimball Chapman (Washington University in St. Louis, USA) Jeremiah R. Green (The Pennsylvania State University, USA) 摘要:分析师要求经理们在三
Journal of Financial Economics·Volume 127, Issue 1·January 2018 资本利得锁定和治理选择 作者:Stephen G.Dimmock(Nanyang Technological University) William C.Gerken(University of Kentucky) ZoranIvkovi?(Michigan State
Journal of Banking and Finance ·Volume 86, Pages 127-142· JAN 2017 货币政策的不确定性和市场对宏观经济新闻的反应 作者:Alexander Kurov (Department of Finance, West Virginia University) Raluca Stan(Department of Finance, West
Journal of Financial & Quantitative Analysis. December 2017 , Volume 52, Issue 6 文化相近性与财务信息处理 作者:Qianqian Du (Hong Kong Polytechnic University School of Accounting and Finance) Frank Yu(China Europe
The Accounting Review, November 2018, Vol. 93, No. 1, pp. 335-362. 在旁观者眼中的价值:并购定价中收益和账面价值的相对估值作用 作者:MaryJane R. Rabier (McGill University, Canada) 摘要 Gupta和Gerchak(2002)认为不同的收购者可以根据他们的战略意图来达到相同目标的不同
Journal of Financial Economics·Volume 127, Issue 2·February 2018 持有 作者:Ralph S.J.Koijen(Stern School of Business, New York University; NBER; CEPR) Tobias J.Moskowitz(Yale School of Management; NBER
Journal of Portfolio Management·Multi-Asset Special Issue 2018; Volume 44,Issue 2 技术阿尔法:投资风格的应用 作者:Ronen Israel(AQR Capital Management, LLC) Sarah Jiang(AQR Capital Management, LLC) Adrienne Ross(AQR
JOURNAL OF EMPIRICAL FINANCE,VOL46 ,MARCH 2018 投资和盈利因子VS价值和动量因子:剩余风险的价格 作者:Yuming Li (California State University) 摘要:Barillas和Shanken(2017)指出,如果其他因子的回归截距(α)为零,则交易因子是多余的。本文发现基于协方差的资产定价模型表明α与交易因子的剩余
Journal of Financial Economics·Volume 127, Issue 1·January 2018 非评级收入与利益冲突 作者:Ramin P.Baghai(Stockholm School of Economics, Department of Finance) Bo Becker(Stockholm School of Economics, Department
Journal of Banking and Finance ·Volume 86, JAN 2018 商品期货收益的偏度 作者:Adrian Fernandez-Perez (Auckland University of Technology) Bart Frijns (Auckland University of Technology) Ana-Maria Fuertes (Cass