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
Journal of Banking & Finance· Volume 55, June 2015, Pages 170–186 共同基金能在中国选股吗?——来自IPO市场的证据 作者:Xunan Feng(Southwestern University of Finance and Economics, China), Anders C. Johansson(Stockholm School
REVIEW OF FINANCIAL STUDIES·(2016)29(11):3068-3107.doi:10.1093/rfs/hhw054·First published online: June 21, 2016 预期理论与股票收益:一个实证检验 作者:Nicholas Barberis (Yale School of Management), Abhiroop Mukherjee
Journal of Empirical Finance 39 (2016.12) 分析师预测差异程度异象再检验:时间序列分析师预测差异程度与股票横截面回报之间的关系 作者:Dongcheol Kima (Korea University Business School), Haejung Nab (Department of Finance and Law, College