MANAGEMENT SCIENCE · VOL. 61, NO. 7 · JULY 2015 公司透明度与投资者情绪对股价的影响 作者:Michael Firth (Lingnan University- Department of Finance and Insurance), Kailong (Philip) Wang (Michigan State University- Eli
REVIEW OF FINANCE · VOL.21, ISSUE. 2 · MARCH 2017 动量和反转:上涨后总会下跌吗? 作者:Jennifer Conrad (University of North Carolina), M. Deniz Yavuz (Purdue University) 摘要:有利于获得动量利润的动量组合中的股票没有经历明显的反转。相反,在中期无助于动量利润的股票
MANAGEMENT SCIENCE · VOL. 61, NO. 10 · OCTOBER 2015 对冲基金的基金之价值:来自其持有的证据 作者:Adam L. Aiken (Quinnipiac University- School of Business and Engineering), Christopher P. Clifford (University of Kentucky-
MANAGEMENT SCIENCE · VOL.61, NO. 11 · NOVEMBER 2015 在风险投资决策中评估创业公司技术能力 作者:Rohit Aggarwal (The University of Utah), David Kryscynski (Brigham Young University), Harpreet Singh (University of Texas
Journal of Empirical Finance · VOLUME 40 · MARCH 2017 系统性风险与对冲基金横截面收益 作者:Inchang Hwanga (Korea Insurance Research Institute), Simon Xub (Department of Banking and Finance, Monash Business School