Journal of Banking & Finance · Vol.79· JUNE 2017 石油期货价格可以预测股票收益吗? 作者:I-Hsuan Ethan Chiang (Belk College of Business, University of North Carolina at Charlotte, USA), W. Keener Hughen (John F. Welch
MANAGEMENT SCIENCE · VOL.61, NO. 1 ·JANUARY 2015 政府经济政策不确定性对资产定价的影响 作者:Jonathan Brogaard (University of Washington- Foster School of Business), Andrew Detzel (University of Washington- Foster School
Journal of Portfolio Management, Special Issue 2017, Vol. 43, No. 5: pp. 15-37 基于因子的投资:长期证据 作者:Elroy Dimson (Cambridge Judge Business School in Cambridge), Paul Marsh (London Business School in
Journal of Corporate Finance · Volume 44, June 2017, Pages 34–47 为什么IPO发行人保证承销商的超额配售选择权? 作者:Yawen Jiao (University of California), Kenji Kutsuna (Kobe University), Richard Smith (University
Journal of Accounting and Economics, Volume 51, Issues 1–2, February 2011, Pages 1–20 财务报告质量与股票收益的特质波动率 作者:Shiva Rajgopal (Emory University), Mohan Venkatachalam (Fuqua School of Business, Duke
Journal of Financial Markets· Volume 28, March 2016· Pages 1–23 股票市场质量崩盘 作者:Cheng Gao (Department of Economics, Rutgers University, United States), Bruce Mizrach (Department of Economics, Rutgers
2017年4月15日至4月16日,我院资产管理研究中心实证资产定价读书会在主教215教室成功举办。会议由中心主任张学勇教授和朱一峰博士联合主持,主题为“学习《实证资产定价:股票横截面收益分析》(Empirical Asset Pricing: The Cross Section of Stock Return)一书”。黄瑜琴博士、朱一峰博士等青年教师及来自校内外的老师、博士生、硕士生参加了本次