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
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
Pacific-Basin Finance Journal, Availible, February 2018 政府风险投资公司的表现:一个生命周期的视角和来自中国的证据 作者:Yuejia Zhang (University of Auckland, New Zealand) David Geoffrey Mayes (University of Auckland, New Zealand
Journal of Banking and Finance ·Volume 87· February 2017 Q理论,错误定价和盈利溢价:来自中国的证据 作者:Fuwei Jiang (School of Finance, Central University of Finance and Economics) Xinlin Qi (Global Market Department
The Journal of Portfolio Management Winter 2018, 44 (3) 25-32; 投资过程中的择时和规模技巧 作者:Ronald J.M. Van Loon(BlackRock in London, U.K.) 摘要:本文分析了择时技巧和规模技巧对信息比率(IR)的影响。作者认为,风险调整后的收益可以分解为命中率、盈亏比和宽度。命中率代表市场择时的技巧
Journal of Financial & Quantitative Analysis. Volume 51, Issue 5, October 2016 公司联盟与收益率预测 作者:Jie Cao (CUHK Business School, Chinese University of Hong Kong) Tarun Chordia(Goizueta Business School
Journal of Financial Economics·Volume 127, Issue 1·January 2018 退出的选择:员工股票期权对员工流动率的影响 作者:Serdar Aldatmaz(George Mason University, School of Business) Paige Ouimet(University of North Carolina
CONTEMPORARY ACCOUNTING RESEARCH· Volume 34, Issue 1· Spring 2017 预期外盈利正负性不持续的公司:潜在投资者使用计数启发法吗? 作者:Lisa Koonce (The University of Texas at Austin) Marlys Gascho Lipe (University of South Carolina) 摘要
The Review of Financial Studies, Volume 31, Issue 2, 1 February 2018 通过后视镜进行预测:数据修正和债券回报可预测性 作者:E Ghysels(Kenan-Flagler Business School) C Horan(University of Michigan Ross School of Business) E
The Journal of Portfolio Management Winter 2018, 44 (3) 10-24 超额股票回报可预测性中的制度变迁:一个样本外的投资组合分析 作者:Giulia Dal Pra(Bocconi University in Milan, Italy.) Massimo Guidolin(Bocconi University an
Financial Analyst Journal, Volume 72, Issue 1, 2016 低波动性异象:系统性风险VS 错误定价的市场证据 作者:Xi Li (Hong Kong University of Science and Technology) Rodney N. Sullivan (AQR Capital Management) Luis Garcia-Feijóo
Journal of Banking and Finance ·Volume 87, Pages 68-86· FEB 2018 本地企业社会责任,媒体报道和股东价值 作者:Seong K. Byun (Department of Finance, University of Mississippi, School of Business Administration) Jong-Min Oh