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
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
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
Journal of Financial Markets, Volume 21, November 2014, Pages 76–97. 机构持股与流动性风险 作者:Charles Cao (Smeal College of Business, Pennsylvania State University; PBC School of Finance, Tsinghua University
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS Vol. 51, No. 3, June 2016, pp. 1013–1037 对冲基金的股票头寸估值 作者:Gjergji Cici (College of William and Mary - Mason School of Business), Alexander Kempf
Critical Finance Review, 2016, 5: 85–128 再探实质和非实质信息的市场反应 作者:Joseph Gerakos (University of Chicago Booth School of Business), Juhani T. Linnainmaa (University of Chicago Booth School of Business) 摘要
一、主题:R&D Information Quality and Stock Returns 二、主讲人:黄涛,讲师。任教于西交利物浦大学苏州国际商学院,毕业于英国赫瑞·瓦特大学,获物理学博士。主要研究领域为国际金融市场,市场微结构和实证资产定价。其研究成果曾在Journal of Banking and Finance, Journal of International Business