一、主题:Drifting Apart:The Pricing of Assets when the Benefits of Growth are not Shared Equally 二、主讲人:余剑峰,清华大学五道口金融学院教授,明尼苏达大学卡尔森管理学院Piper Jaffray金融教授。他的主要研究领域是行为金融和宏观金融。他的研究成果在American Economic Review
THE JOURNAL OF FINANCE ·VOL. LXIX, NO. 2 · APRIL 2014 成长机会,技术冲击与资产价格 作者:LEONID KOGAN (MIT - Sloan School of Management), DIMITRIS PAPANIKOLAOU (Northwestern University-Kellogg School of Management
Review of Financial Studies, March 2016, v. 29, iss. 3, pp. 697-738 股利作为参照点:一个行为信号方法 作者:Malcolm Baker (Harvard Business School and NBER), Brock Mendel (Harvard University), Jeffrey Wurgler (NYU Stern
The Journal of Portfolio Management Summer 2016, Vol. 42, No. 4: pp. 96-107 短期反转策略和动量策略间的互动关系 作者:Zhaobo Zhu (International Business School-Shenzhen University); Kenneth Yung (Old Dominion University
Review of Financial Studies, (2015) 28 (7):1849-1873. 困惑中的困惑:关于处置效应和动量效应的实验 作者:Justin Birru(Fisher College of Business, The Ohio State University) 摘要:通过使用投资者层面的数据,本文发现在股票分割后处置效应会消失。疏忽的投资者可能不会根据分股调整他们
Financial Management, Volume 45, Issue 3, pages 609–639, Fall 2016. 动量,反转和基金经理人过度自信 作者:Biljana N. Adebambo (University of San Diego in San Diego-School of Business), Xuemin (Sterling), Yan