一、主题:Investor Attention and Commonalities across Pricing Anomalies 二、主讲人:刘津宇,清华大学经济与管理学院金融系博士生,哥伦比亚大学访问学者。本科毕业于对外经济贸易大学。她的研究领域包括实证资产定价、股票市场异象、公司资本结构与融资。其研究成果在《世界经济》、《投资研究》、《财经科学》等国内刊物发表。她还参加过各种学术会议,曾
The Journal of Finance Volume 71, Issue5, October 2016, Pages 2239-3386 解雇成本和资本结构决策 作者:Matthew Serfling (Department of Finance-University of Tennessee) 摘要:本文利用国家层面的劳动保护法的颁发作为一个增加解雇成本的外生事件,用来检验解雇成本是如何
Financial Management. Fall 2016, Vol. 45 Issue 3, pp 507-528. 缘何基金家族发行表现不佳的孵化共同基金? 作者:Sara E. Shirley (Roger Williams University), Jeffrey R. Stark (Bridgewater State University) 摘要:尽管孵化共同基金的平均表现要比非
The Journal of Finance, Volume 71, Issue5, October 2016, Pages 2333—2370 选择赢家?来自投资顾问推荐的基金经理 作者:Tim Jenkinson (University of Oxford; CEPR), Howard Jones (University of Oxford), Jose Vicente Martinez
Journal of Portfolio Management, Special Issue 2016, pp. 39-50 整体大于部分的总和吗?自下向上与自上向下的多因子组合构建策略 作者:Jennifer Bender, (State Street Global Advisors, Boston, MA), Taie Wang (State Street Global Advisors
Pacific-Basin Finance Journal Available online 12 October 2016 种族、政治和公司表现:基于马来西亚的实证研究 作者: Ferdinand A. Gul (Deakin University, Australia), Sa’adiah Munir ( Monash University, Malaysia), Liang Zhang
Journal of Financial Economics, Volume 122, Issue 1, October 2016, Pages 155-174, ISSN 0304-405X 赌博性偏好和个股期权回报率 作者:Suk-Joon Byun (Korea Advanced Institute of Science and Technology, College
Journal of Financial Economics, Volume 122, Issue 1, October 2016, Pages 65-85 星期五的公告是否特殊?克服选择偏差 作者:Roni Michaely (Cornell University and Interdisciplinary Center), Amir Rubin (Interdisciplinary
Journal of Corporate Finance, Volume 41, December 2016, Pages 81–102 朋友身在其位:政治关联对企业并购活动的影响 作者:Stephen P. Ferris (Trulaske College of Business-University of Missouri), Reza Houston(Scott College
我院吴偎立老师与长江商学院欧阳辉教授合作的论文“Net Trade and Market Efficiency in Grossman and Stiglitz (1980)”被国际顶级经济学期刊《Journal of Economic Theory》接受。 Grossman和Stiglitz (GS, AER, 1980) “On the impossibility
我院吴偎立老师与长江商学院欧阳辉教授合作的论文“Net Trade and Market Efficiency in Grossman and Stiglitz (1980)”被国际顶级经济学期刊《Journal of Economic Theory》接受。 Grossman和Stiglitz (GS, AER, 1980) “On the impossibility