Journal of Accounting and Economics, Volume 52, Issues 2–3, November 2011, Pages 144–152 流动性风险与会计信息 作者:Ronnie Sadka (Boston College, Carroll School of Management) 摘要:这篇文章强调了几种股票流动性可能超越会计研究的途径。近期,Lang
Contemporary Accounting Research , VOL, 33, NO 2 (2), 6 August 2015 盈余风险预测 作者:T Konstantinidi (Cass Business School, City University London), PF Pope (London School of Economics and Political Science
Journal of Portfolio Management,Spring 2017, Vol. 43, No. 3: pp. 51-59 风险厌恶、噪音和最优投资 作者:Hj?rdis Hardardottir (The Lund University in Lund, Sweden-The Department of Economics), Frederik Lundtofte
Journal of Financial Markets, Volume 33, March 2017, Pages 22–41 全球市场系统流动性的决定因素与定价 作者:Fariborz Moshirian (Institute of Global Finance, UNSW Business School, The University of New South Wales
Journal of Finance, Volume 71,Issue 5,October 2016,Pages 2095-2144 投机性贝塔 作者:Harrison Hong (Princeton University), David A. Sraer (UC Berkeley) 摘要:作为现代资产定价理论的基石——风险和收益之间的权衡,往往会发出错误的信号。我们认为,高贝塔资产更容易产生
Journal of Corporate Finance · Volume 45, August 2017, Pages 122–149 被大股东没收的风险,制度质量与股票期望收益 作者:Bruce Hearna (University of Sussex), Kate Phylaktisb (Cass Business School, City University), Jenifer