Journal of Banking and Finance 72 (2016) 99–120 可靠的改革与股票收益率波动:来自私有化的证据 作者:Jean-Claude Cosset (HEC Montréal, 3000 Chemin de la C?te-Sainte-Catherine), Hyacinthe Y. Somé (Université de Sherbrooke, 2500
THE JOURNAL OF FINANCE · VOL. LXIX, NO. 5 · OCTOBER 2014 媒体与信息在金融市场的扩散:来自报业罢工的证据 作者:Joel Peress (INSEAD - Finance) 摘要:媒体逐渐被视作金融市场的主要参与者。本文通过调查几个国家的全国性报纸罢工,研究媒体对交易和价格形成的因果影响。罢工当日交易量下降12%。股票收益的离散度及日内波动
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS ·Vol. 51, No. 3, June 2016 风险、不确定性和预期收益 作者:Turan G. Bali (Georgetown University, McDonough School of Business), Hao Zhou (Tsinghua University, PBC
REVIEW OF FINANCE · VOL. 17, ISSUE. 3· JULY 2013 投资者情绪和收益联动性:来自拆股和公司总部变动的证据 作者:Alok Kumar (University of Miami), Jeremy K. Page (Brigham Young University), Oliver G. Spalt (Tilburg University) 摘要:我们
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
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 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