THE JOURNAL OF FINANCE·VOL. LXIX, NO. 6·DECEMBER 2014 金融中介与横截面资产回报 作者:TOBIAS ADRIAN (Federal Reserve Bank of New York), ERKKO ETULA (Harvard University), TYLER MUIR (Northwestern University-Kellogg
Journal of Empirical Finance 35 (2016) 14–24 通胀幻觉与股票收益 作者:William O. Brown (University of North Carolina), Dayong Huang (University of North Carolina), Fang Wang (Central Washington University) 摘要:股票
Journal of Financial and Quantitative Analysis / Volume 51 / Issue 03 / June 2016 何为对冲基金经理能力的本质?来自风险套利策略的证据 作者:Charles Cao(Pennsylvania State University, Smeal College of Business, University Park
THE JOURNAL OF FINANCE VOL. LXX, NO. 3 JUNE 2015 奖励交易技术而不诱导赌博 作者:Igor Makarov(London Business School) Guillaume Plantin(University of Toulouse 1 - Toulouse School of Economics) 摘要:本文构建了一个主动型资产管理模型。模型
REVIEW OF FINANCE · VOL. 18, ISSUE. 4·JULY 2014 公司是否以便宜价格购买其股票?来自股票市场上回购披露的证据 作者:Azi Ben-Rephael(Indiana University - Kelley School of Business - Department of Finance) Jacob Oded(Tel Aviv University
Financial Management, Volume 44, Issue 4, pages 875–904, Winter 2015. 指数化与股价有效性 作者:Nan Qin(Christopher Newport University - Luter School of Business) Vijay Singal(Pamplin College of Business
Review of Financial Studies, March 2015, v. 28, iss. 3, pp. 743-90 动态套期保值和极端资产联动性 作者:Redouane Elkamhi(Universite du Luxembourg - School of Finance) Denitsa Stefanova (University of Toronto - Rotman
JOURNAL OF FINANCIAL MARKET· VOLUME 21 ·PAGES 50-57·NOVEMBER 2014 谁与谁交易?个人投资者、机构投资者和回报率 作者:Noah Stoffman(Kelley School of Business - Indiana University) 摘要:通过采用芬兰超过15年的交易数据,本文研究了资产价格与个人、机构投资者交易行为间的关系
THE JOURNAL OF CORPORATE FINANCE·Volume 39, August 2016, Pages 36–52 投资者会从历史中学到教训吗?来自股权再融资的证据 作者:Eric Duca(Colegio Universitario de Estudios Financieros) 摘要:股票的发行通常伴随着发行人和投资者之间较大的信息不对称。本文使用了股票重复发行的股票