Journal of Finance, Volume 72, Issue 3, June 2017,Pages 1119-1170 特定资产的流动性:抵押贷款证券市场中的指定资产池和“待宣告”交易 作者:Pengjie Gao ( University of Notre Dame), Paul Schultz ( University of Notre Dame), Zhaogang Song
Financial Analysts Journal·VOL72,NO.5·September/October 2016. 危机风险的(时变)重要性 作者:Ivo Welch (J. Fred Weston Professor at the UCLA Anderson Graduate School of Management, Los Angeles) 摘要:历史上每年7%的股权风险溢价中有
Journal of Banking & Finance · Vol.76 · MARCH 2017 积极管理的共同基金持有被动投资:关于共同基金能力,ETF头寸告诉我们什么? 作者:D. Eli Sherrill (College of Business, Illinois State University), Sara E. Shirley (Mario J. Gabelli School
REVIEW OF FINANCIAL STUDIES·DOI: https://doi.org/10.1093/rfs/hhx055·Published: 04 July 2017 谁抓住了媒体的力量? 作者:Jiaxing You(School of Management, Xiamen University), Bohui Zhang(UNSW Business School, UNSW
Journal of Financial and Quantitative Analysis · Volume 52, Issue 3 June 2017, pp. 927-961 短期利率与股票市场异象 作者:Paulo Maio (University of Washington), Pedro Santa-Clara (University of Washington) 摘要:我们提出
THE REVIEW OF ASSET PRICING STUDIES · VOL. 6, NO. 1 · June 2016 崩盘规避和全球横截面股票预期收益 作者:Florian Weigert (University of St. Gallen - Swiss Institute of Banking and Finance) 摘要:本文研究了在包含40多个国家的样本中,投资者持有对市场