Journal of Financial & Quantitative Analysis. Volume 52, Issue 6, December 2017 风险溢价与波动率指数的期限结构 作者:Travis L. Johnson (University of Texas at Austin McCombs School of Business) 摘要:芝加哥期权交易所波动率指数(VIX
Pacific-Basin Finance Journal, Volume 46, December 2017 谷歌搜索强度及其与日本初创公司股票收益和流动性的关系 作者:Yuta Adachi (University of Tokyo, Japan) Motoki Masuda (University of Tokyo, Japan) FumikoTakeda (University
Journal of Banking and Finance ·Volume 85· DEC 2017 吸收能力,技术溢出效应与横截面股票收益 作者:Jong-Min Oh (College of Business Administration, University of Central Florida) 摘要:在潜在技术溢出存在的情况下,本文证明了一个公司的以R&D投资为代理变量的吸收能力
JOURNAL OF EMPIRICAL FINANCE,VOL45, JANUARY 2018 非对称的投资者关注和波动的非对称性 作者:Micha? Dzieliński (Stockholm University) Marc Oliver Rieger (University of Trier) T?nn Talpsepp (Tallinn University of Technology
Journal of Financial Economics·Volume 127, Issue 1·January 2018 天使投资的全球化:跨国的证据 作者:Josh Lerner(Harvard Business School) Antoinette Schoar(Massachusetts Institute of Technology) Stanislav Sokolinski
CRITICAL FINANCE REVIEW · Forthcoming· 2017 经济学的研究可以复制吗?——发表在13个期刊的60篇文章表明“多半不能” 作者:Andrew C. Chang (the Federal Reserve System) Phillip Li (U.S. Department of the Treasury) 摘要:我们尝试使用作者提供的包括数据和代码的文件