Journal of Portfolio Management, Spring 2017, Vol. 43, No. 3: pp. 112-125 情绪和技术因子的表现 作者:Shu Feng (the Graduate School of Management at Clark University in Worcester, MA), Na Wang (the Frank G. Zarb
Journal of Empirical Finance · VOLUME 41 · April 2017 对冲基金beta-流动性关系的变化 作者:Arjen Siegmann (Vrije Universiteit Amsterdam, Faculty of Economics and Business), Denitsa Stefanova (Luxembourg School
Review of Accounting Studies · 12 May 2017 风险管理措施有效吗?从对冲基金得到的证据 作者:Gavin Cassar (INSEAD), Joseph Gerakos (Tuck School of Business at Dartmouth College) 摘要:我们研究对冲基金风险管理的措施以及它与2008年金融危机时期左尾部风险之间的关系。与风险
Journal of Corporate Finance · Volume 45, August 2017, Pages 496–521 投资者能预期上市后的并购吗? 作者:Christopher W. Anderson (University of Kansas), Jian Huang (Towson University), G?khan Torna (Stony Brook
Journal of Financial Markets, Volume 33, March 2017, Pages 124–142 卖空和封闭式基金定价 作者:Gordon J. Alexander (Carlson School of Management, University of Minnesota), Mark A. Peterson (College of Business
Financial Management (Wiley-Blackwell). Autumn2013, Vol. 42 Issue 3, p537-573. 27p. 无形信息和资本利得税对长期收益反转的作用 作者:Bhootra, Ajay (Mihaylo College of Business and Economics, California State University) 摘要
Review of Finance, Volume 21 Issue 3, May 2017, Pages 1217-1250 ETFs的滥用 作者:Utpal Bhattacharya (Hong Kong University of Science and Technology), Benjamin Loos (University of Mannheim), Steffen Meyer