Journal of Portfolio Management, Summer 2017, Vol. 43, No. 4: pp. 87-99 共同基金的从众行为对股票收益率的影响 作者:Ligang Zhong(Odette School of Business ,The University of Windsor), Xiaoya Ding & Nicholas S.P. Tay
Journal of Empirical Finance·VOLUME 35 · January 2016 一个基于风险回报的对动量反转异象的解释 作者:G.Geoffrey Boot (Eli Broad Graduate School of Management, Michigan State University), Hung-GayFung (College of Business
Journal of Financial and Quantitative Analysis · Volume 52, Issue 3 June 2017, pp. 1183-1209 生命周期中的股票市场均值回复与投资组合选择 作者:Alexander Michaelides (Imperial College London), Yuxin Zhang (Renmin University
Journal of Corporate Finance · Volume 46, October 2017, Pages 121-138 SEO公告前后的知情卖空交易 作者:Sanjay Deshmukh (DePaul University), Keith Jacks Gamble (Middle Tennessee State University), Keith M.Howe
Journal of Empirical Finance · VOLUME 42 · July 2017 石油和黄金价格的不确定性对股票市场有影响吗? 作者:Dennis Bams (Maastricht University, The Netherlands), Gildas Blanchard (Open University, The Netherlands), Iman Honarvar
Journal of Banking & Finance·Vol.78 · MAY 2017 为什么基金经理增加了风险? 作者:HaYeonjeong (Pusan National University). KoKwangsoo (Pusan National University) 摘要:本文考察了基金风险增加与后续现金流量之间的关系。我们试图检验这样的假设,即基金风险的增加实际上增加了股权
THE JOURNAL OF FINANCIAL ECONOMICS·VOL.125, ISSUE.2· JUNE 2017 政治不确定性对资产定价的影响:来自中国薄书记丑闻事件的证据 作者:Liu, Laura Xiaolei (Peking University), Shu, Haibing (Shanghai Jiao Tong University), Wei, K.C. John
Journal of Financial Markets, Available online 28 July 2017 市场波动性和股票收益:流动性供给者的职能 作者:Kee H. Chung (School of Management, State University of New York (SUNY) at Buffalo), Chairat Chuwonganantc (College
REVIEW OF FINANCIAL STUDIES·DOI: https://doi.org/10.1093/rfs/hhx070·Published: 27 July 2017 劳动力异质性与资产价格:熟练劳动力的重要性 作者:Frederico Belo(University of Minnesota and NBER), Jun Li(University of Texas
MANAGEMENT SCIENCE · VOL. 63, NO. 8 · August 2017 模糊条件下的投资决策:从共同基金投资者行为得到的证据 作者:C. Wei Li (University of Iowa- Henry B. Tippie College of Business), Ashish Tiwari (University of Iowa- Henry B. Tippie