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
Journal of Financial Economics, Available online 24 August 2016 “耐心资本”的突出表现:低频率交易、高积极份额的基金经理的投资技能 作者:Martijn Creme (Mendoza College of Business, University of Notre Dame, Notre Dame, IN 46556, United
The Journal of Financial Economics Volume 118, Issue1, October 2015, Pages1-20 共同基金行业中的测量技术 作者:Jonathan B. Berk (Stanford University), Jules H. van Binsbergen (University of Pennsylvania) 摘要:利用共同基金