由我院李建军教授与国内外几位学者合作完成的论文《Systemic Risk in the Chinese Shadow Banking System: A Sector-Level Perspective》发表在《Emerging Markets Finance & Trade》2016年2月第52卷上。本文是国家自然科学基金项目《货币政策约束下中国影子信贷市场融资搜寻模型》的部分研究成果。本文
THE JOURNAL OF CORPORATE FINANCE ·Volume 40, Oct 2016, Pages 1-23 高管任期、内部治理和股票市场流动性 作者:Pawan Jain (College of Business, University of Wyoming, Laramie), Christine Jiang (Fogelman College of Business
THE JOURNAL OF FINANCE·VOL. LXXI, NO. 4·AUGUST 2016 收益季节性 作者:MATTI KELOHARJU (Aalto University-School of Business), JUHANI T. LINNAINMAA (University of Southern California-Marshall School of Business
Pacific-Basin Finance Journal·Volume 40, Part A·December 2016·Pages 17–35 在薪酬与盈余管理上的性别差异:来自澳大利亚首席财务官的实证 作者:Lien Duong (Curtin Business School, Curtin University), John Evans (Curtin Business School
Financial Management, Volume 45, Issue 3, Pages 675–703, Fall 2016. 可信度和多次股权再融资:当企业重回资本市场时会发生什么? 作者:Mark D. Walker (North Carolina State University-Department of Business Management), Keven Yost
JOURNAL OF FINANCIAL MARKET·VOLUME 30·PAGES 54-77·SEPTEMBER 2016 作者:Evangelos Benos (Bank of England) and Satchit Sagade (Department of Finance and Research Center SAFE, Goethe University) 摘要:我们将高频交易
THE JOURNAL OF FINANCE·VOL. LXXI, NO. 5·OCTOBER 2016 投机性贝塔 作者:Harrison Hong (Princeton University), David A. Sraer (UC Berkeley) 摘要:现代资产定价理论的基石,即风险与收益的权衡关系,往往不成立。我们的解释是,高贝塔资产很容易被投机性地高估。当投资者对股市的前景产生分歧
Financial Analysts Journal·VOL68,NO. 6·November/December 2012 共同基金的流动性风格 作者:Thomas M. Idzorek, James X. Xiong (Morningstar Investment Management), Roger G. Ibbotson (Yale School of Management) 摘要:最近