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Financial Management (Wiley-Blackwell). Autumn2013, Vol. 42 Issue 3, p517-536. 20p. 作者:Peterson David (College of Business, Florida State University), Smedema Adam (College of Business Administration
Review of Finance, Volume 21 Issue 3, May 2017, Pages 987-1022 债券方差风险溢价 作者:Hoyong Choi (Rotterdam School of Management, Erasmus University), Philippe Mueller (London School of Economics), Andrea
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Journal of Financial Markets, Available online 20 June 2016, In Press, Corrected Proof — Note to users 远期方差和股票预期收益率 作者:Xingguo Luo (College of Economics and Academy of Financial Research, Zhejiang
THE REVIEW OF ASSET PRICING STUDIES·VOL. 6, NO. 1 · June 2016 宏观分歧与横截面股票收益 作者:Frank Weikai Li (Hong Kong University of Science and Technology) 摘要:本文考察了宏观层面分歧对横截面股票收益的影响。使用“专业预测”数据库调查中的预测分歧度方法衡量宏观分歧,我
Journal of Financial and Quantitative Analysis · Volume 52, Issue 2 April 2017, pp. 645-675 为什么卖空型投资者喜欢定性新闻? 作者:Bastian von Beschwitz (Federal Reserve Board,International Finance Division), Oleg
Journal of Portfolio Management, Winter 2017, Vol. 43, No. 2: pp. 50-60 基于供应链动量和运筹金融的股票异常收益率 作者:Antti Paatela, Ari-Pekka Hameri, Elias Noschis (The University of Lausanne in Lausanne, Switzerlan) 摘要
Journal of Corporate Finance · Volume 45, August 2017, Pages 104–121 周末工作:分析师是否有策略性地发布评级修订版报告? 作者:Lynn Rees (Texas A&M University), Nathan Y. Sharp (Texas A&M University), Paul A. Wong (University
Contemporary Accounting Research ·VOL 31, NO. 3 ·April 2014 财务报告的不透明与预期崩溃风险:从隐含波动率得出的证据 作者:JB Kim (City University of Hong Kong), L Zhang (City University of Hong Kong) 摘要:最近的金融危机促使人们重新认识股价暴跌风险(即左尾风险