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  • STATA Press 2022.zip

    本附件包括：
    • A visual guide to Stata graphics.epub
    • A visual guide to Stata graphics.epub
    • Nonlinear Models and Casual Inference Methods.epub
    • Nonlinear Models and Casual Inference Methods.epub
    • Cross-Sectional and Panel Regression Models.epub
    • Cross-Sectional and Panel Regression Models.epub
  • 60.04 MB
  • 2022-12-23

  • applied_micro_methods(2).zip

    本附件包括：
    • Econometric Methods for Program Evaluation.pdf
    • Efficient Estimation for Staggered Rollout Designs.pdf
    • Errors in the Dependent Variable of Quantile Regression Models.pdf
    • Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effect.pdf
    • External Validity in Fuzzy Regression Discontinuity Designs.pdf
    • Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap（2014)..pdf
    • Extremal Quantile Regressions for Selection Models and the Black-White Wage Gap（2018)..pdf
    • Factorial Designs, Model Selection,and (Incorrect) Inference in Randomized Experiments.pdf
    • Fuzzy Differences-in-Differences（2012）..pdf
    • Fuzzy Differences-in-Differences（2017）..pdf
    • How Much Should We Trust Staggered DID Estimates.pdf
    • Identification and Extrapolation with IV.pdf
    • Inference in Differences-in-Differences with Few Treated Groups and Heteroskedasticity.pdf
    • Inference in Instrumental Variable Analysis with Heterogeneous Treatment Effects.pdf
    • Inference in Linear Regression Models with Many Covariates and Heteroscedasticity.pdf
    • Inference in Regression Discontinuity Designs with a Discrete Running Variable.pdf
    • Inference with Arbitrary Clustering.pdf
    • Inference with DID Revisited.pdf
    • Inference with Few Heterogeneous Clusters(Paper).pdf
    • Inference with Few Heterogeneous Clusters(PPT).pdf
    • Instrument-based estimation with binarized treatments_Issues and tests for the exclusion restriction.pdf
    • Instruments with Heterogeneous Effects_Bias, Monotonicity, and Localness.pdf
    • Interpreting OLS Estimands When Treatment Effects Are Heterogeneous_Smaller Groups Get Larger Weights.pdf
    • Kleven, H. J. (2016). Bunching. Annual Review of Economics 8, 435–464..pdf
    • Matching Methods for Causal Inference with Time-Series Cross-Section Data.pdf
    • Matrix Completion Methods for Causal Panel Data Models..pdf
    • Network and Panel Quantile Effects via Distribution Regression..pdf
    • Non-random exposure to exogenous shocks-Theory and Applications.pdf
    • Nonparametric Bounds for Causal Effects in Imperfect Randomized Experiments.pdf
    • On Bunching and Identification of the Taxable Income Elasticity.pdf
    • On Estimating Multiple Treatment Effects with Regression.pdf
    • On the Role of Covariates in the Synthetic Control Method.pdf
    • On_Event_Studies_and_Distributed_Lags_in_Two_Way_Fixed_Effects_Models.pdf
    • Optimal Bandwidth Choice for Robust Bias-Corrected Inference in Regression Riscontinuity Designs..pdf
    • Optimal Inference in a Class of Regression Models..pdf
    • Optimized Regression Discontinuity Designs.pdf
    • Panel Data and Experimental Design..pdf
    • Policy Evaluation with Multiple Instrumental Variables.pdf
    • Pre-event Trends in the Panel Event-Study Design.pdf
    • Quantile Treatment Effects in Difference in Differences Models under Dependence Restrictions and with Only Two Time Periods..pdf
    • Quantile treatment effects in difference in differences models with panal data.pdf
    • Quasi-Experimental Shift-Share Research Designs.pdf
    • Regression Discontinuity Designs Using Covariates..pdf
    • Revisiting Event Study Designs_Robust and Efficient Estimatation.pdf
    • Robust Standard Errors in Small Samples_Some Practical Advice.pdf
    • Sampling-Based Versus Design-Based Uncertainty in Regression Analysis..pdf
    • Shift-Share Designs_Theory and Inference..pdf
    • Simple and Honest Confidence Intervals in Non-parametric Regression..pdf
    • Simple local polynomial density estimators..pdf
    • Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator..pdf
    • Small Sample Methods for Cluster Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models.pdf
    • Small-Sample Methods for Cluster-Robust Variance Estimation and Hypothesis Testing in Fixed Effects Models.pdf
    • Sufficient Statistics Revisited.pdf
    • Synthetic Controls with Imperfect Pre-Treatment Fit..pdf
    • Synthetic Controls with Staggered Adoption.pdf
    • Synthetic Difference in Differences.pdf
    • Testing continuity of a density via g-order statistics in the regression discontinuity design.pdf
    • Testing Treatment Effect Heterogeneity in Regression Discontinuity Designs.pdf
    • The Augmented Synthetic Control.pdf
    • The casual interpretation of two-stage least squares with multiple instrumental variables.pdf
    • The Effect of Minimum Wages on Low-Wage Jobs..pdf
    • The Generalized Oaxaca-Blinder Estimator.pdf
    • The Role of Parallel Trends in Event Study Settings_An Application to Environmental Economics.pdf
    • The Wild Bootstrap with a Small Number of Large Clusters.pdf
    • Two-Stage Differences-in-Differences.pdf
    • Two-Way Fixed Effects Estimators with Heterogeneous Treatment Effects.pdf
    • Two-Way Fixed Effects, the Two-Way Mundlak Regression, and DID Estimators.pdf
    • Unbiased Instrumental Variables Estimation under Known First-Stage Sign..pdf
    • Using instrumental variables for inference about policy relevant treatment parameters.pdf
    • Using Synthetic Controls_Feasibility, Data Requirements, and Methodological Aspects.pdf
    • Valid t-ratio Inference for IV.pdf
    • Visualization, Identification, and Estimation in the Linear Panel Event-Study Design.pdf
    • Weak Instruments in Instrumental Variables Regression_Theory and Practice.pdf
    • Weak Instruments in IV Regression_Theory and Practice.pdf
    • Weak-instrument robust inference for two-sample instrumentalvariables regression.pdf
    • Weak-Instrument Robust Inference for Two-Sample IV Regression.pdf
    • When Is Parallel Trends Sensitive to Functional Form.pdf
    • When Should We (Not) Interpret Linear IV Estimands as LATE.pdf
    • When Should You Adjust Standard Errors for Clustering.pdf
    • Why High Order Polynomials Should Not Be Used in Regression Discontinuity Designs.pdf
  • 81.25 MB
  • 2021-9-7

  • Fama.rar

    本附件包括：
    • Fama & French 1992 JF.pdf
    • Fama & French 1992 JF.xml
    • Fama & French 1993 Common Risk Factors in the Returns on Stocks and Bonds.pdf
    • Fama & French 1996 JF.pdf
    • Fama & French 2000 Characteristics, Covariances, and Average Returns 1929 to 1997.pdf
    • Fama & French 2002 The equity premium.pdf
    • Fama & French 2004 The Capital asset pricing model theory and evidence .pdf
    • Fama & French 2006 Profitability, investment and average returns.pdf
    • Fama & French 2006 The Behavior of Interest Rates.pdf
    • Fama & French 2006 The Value Premium and the CAPM.pdf
    • Fama & French 2007 Disagreement, tastes, and asset prices.pdf
    • Fama & French 2007 The anatomy of value and growth stock returns.pdf
    • Fama & French 2008 Average Returns, BM, and Share Issues.pdf
    • Fama & French 2008 Dissecting Anomalies.pdf
    • Fama & French 2010 Luck versus Skill in the Cross-Section of Mutual.pdf
    • Fama & French 2012 Size, value, and momentum in international stock returns.pdf
    • Fama & French 2015 A five-factor asset pricing model.pdf
    • Fama & French 2016 RFS Dissecting Anomalies with a Five-Factor Model.pdf
    • Fama & French 2017 JFE International tests of a five-factor asset pricing model.pdf
    • Fama & French 2018 Choosing factors.pdf
    • Fama & MacBeth 1973 JPE.pdf
    • Fama 1965 Random Walks.pdf
    • Fama 1965 The Behavior of Stock-Market Prices.pdf
    • Fama 1970 Efficient Capital Markets A Review of Theory and Empirical work.pdf
    • Fama 1984 Term Premiums in Bond Reuturns JFE.pdf
    • Fama 1984 The Information in the Term Structure JFE.pdf
    • Fama 1991 Efficient Capital Markets II JF.pdf
    • Fama 1998 Market efficiency, long-term returns, and behavioral finance JFE.pdf
    • Fama 2006 RFS.pdf
    • Fama 2006 The Behavior of Interest Rates RFS.pdf
    • Fama 2010 Gene Fama’s comments.pdf
    • Fama 2011 My Life in Finance.pdf
    • Fama 2012 Size, value,and momentum ininternational stock returns.pdf
    • Fama and Blume 1966.pdf
    • Fama, Fisher, Jensen, Roll 1969 The Adjustment of Stock Prices to New Information.pdf
    • WP Interest Rates and Inflation Revisited.pdf
    • Fama & Bliss 1987 AER.pdf
    • Fama & Blume 1966 Filter Rules and Stock-Market Trading.pdf
    • Fama & French 1987 JB.pdf
    • Fama & French 1988 JF.pdf
    • Fama & French 1988 JFE.pdf
    • Fama & French 1988 JPE.pdf
    • Fama & French 1989 Business conditions and expected returns on stocks and bonds.pdf
  • 50.12 MB
  • 2021-8-12

  • hhaa021.pdf
       The Cross-Section of Risk and Returns

  • 1.98 MB
  • 2020-4-23

  • Spatial Econometrics From Cross-sectional Data to Spatial Panels.zip

    本附件包括：
    • Spatial Econometrics From Cross-sectional Data to Spatial Panels.pdf
  • 1.41 MB
  • 2019-6-17

  • AFA-2017-Part02.zip
       AFA

    本附件包括：
    • AFA2017-A Clash of Cultures_ The Governance and Valuation Effects of Multiple Corporate Cultures.pdf
    • AFA2017-A First Glimpse into the Short Side of Hedge Funds.pdf
    • AFA2017-Access to Credit and Stock Market Participation.pdf
    • AFA2017-Aggregate Effects of Collateral Constraints.pdf
    • AFA2017-Analyst Coverage Network and Corporate Financial.pdf
    • AFA2017-Anchoring and Acquisitions.pdf
    • AFA2017-Anomalies and News.pdf
    • AFA2017-Are CEOs Different_ Characteristics of Top Managers.pdf
    • AFA2017-Asset Encumbrance, Bank Funding, and Financial Fragility.pdf
    • AFA2017-Asset Management Within Commercial Banking Groups_ International Evidence.pdf
    • AFA2017-Bank Complexity and Risk Management_ Evidence from Operational Risk Events in U.S. Bank Holding Companies.pdf
    • AFA2017-Bank Culture.pdf
    • AFA2017-Bank Resolution and the Structure of Global Banks.pdf
    • AFA2017-Can Decentralized Markets Be More Efficient_.pdf
    • AFA2017-Can Paying Firms Quicker Affect Aggregate Employment_.pdf
    • AFA2017-Career Concerns and Strategic Effort Allocation by Analysts.pdf
    • AFA2017-Cash-flow timing vs. discount-rate timing_ A decomposition of mutual Fund.pdf
    • AFA2017-Centralized Trading, Transparency and Interest Rate Swap Market Liquidity_ Evidence from the Implementation of the Dodd-Frank Act.pdf
    • AFA2017-Compensation goals and firm performance.pdf
    • AFA2017-Competition and Innovation in the Presence of Financial Constraints.pdf
    • AFA2017-Competition, Reach for Yield, and Money Market Funds.pdf
    • AFA2017-Corporate Culture_ Evidence from the Field.pdf
    • AFA2017-Correlated High-Frequency Trading.pdf
    • AFA2017-Creditor Rights and Relationship Banking_ Evidence from a Policy Experiment.pdf
    • AFA2017-Cross-Currency Basis.pdf
    • AFA2017-Data Abundance and Asset Price Informativeness.pdf
    • AFA2017-Dividend Dynamics, Learning, and Expected Stock Index Returns.pdf
    • AFA2017-Do Bank Boards Focus Adequately On Risk_.pdf
    • AFA2017-Do Criminal Politicians affect Firm Investment and Value_ Evidence from a Regression Discontinuity Approach.pdf
    • AFA2017-Do High Frequency Traders Need to be Regulated_ Evidence from Trading on Macroeconomic Announcements.pdf
    • AFA2017-Do Personal Ethics Influence Corporate Ethics_.pdf
    • AFA2017-Does Central Bank Tone Move Asset Prices_.pdf
    • AFA2017-Does a Larger Menu Increase Appetite_ Collateral Eligibility and Bank Risk-Taking.pdf
    • AFA2017-Economic Uncertainty, Aggregate Debt, and the Real Effects of Corporate Finance.pdf
    • AFA2017-Endogenous Specialization and Dealer Networks.pdf
    • AFA2017-Entangled Risks in Incomplete FX Markets.pdf
    • AFA2017-Estimating Information Asymmetry in Securities Markets.pdf
    • AFA2017-Executive Job Matching_ Estimates from a Dynamic Model.pdf
    • AFA2017-Experimenting with Entrepreneurship_ The Effect of Job-Protected Leave.pdf
    • AFA2017-Fast Traders Make a Quick Buck_ The Role of Speed in Liquidity Provision.pdf
    • AFA2017-Financial Conglomerate Affiliation and Hedge Funds’ Countercyclical Risk Taking.pdf
    • AFA2017-Financial Intermediation in Private Equity_ How Well do Funds of Funds Perform_.pdf
    • AFA2017-Financing Payouts.pdf
    • AFA2017-Flying Under the Radar_ The Effects of Short-Sale Disclosure Rules on Investor Behavior and Stock Prices.pdf
    • AFA2017-Generalized Recovery.pdf
    • AFA2017-Good and Bad CEOs.pdf
    • AFA2017-How should investors respond to increases in volatility_.pdf
    • AFA2017-In-Group Bias in Financial Markets.pdf
    • AFA2017-Informed Trading and Option Prices_ Evidence from Activist.pdf
    • AFA2017-Innovation Waves, Investor Sentiment, and Mergers.pdf
    • AFA2017-Insider Purchases after Short Interest Spikes_ a False Signaling Device_.pdf
    • AFA2017-Institutional Herding and Its Price Impact_ Evidence from the Corporate Bond Market.pdf
    • AFA2017-Integrity Culture and Analyst Forecast Quality .pdf
    • AFA2017-Interfund lending in mutual fund families_ Role of internal capital markets.pdf
    • AFA2017-Intraday Trading Invariance in the E-mini S&P 500 Futures Market.pdf
    • AFA2017-It Depends on Where You Search_ A Comparison of Institutional and Retail Attention.pdf
    • AFA2017-Learning across Peer Firms and Innovation Waves.pdf
    • AFA2017-Macro Announcement Premium and Risk Preferences.pdf
    • AFA2017-Maximum likelihood estimation of the equity.pdf
    • AFA2017-Minimum Payments and Debt Paydown in Consumer Credit Cards.pdf
    • AFA2017-Multiple Equilibria in Noisy Rational Expectations Economies.pdf
    • AFA2017-Non-rating revenue and conflicts of interest.pdf
    • AFA2017-Oil Volatility RisK.pdf
    • AFA2017-One thorn of experience_ CEOs, strikes, and financial leverage.pdf
    • AFA2017-Opportunistic Proposals by Union Shareholders.pdf
    • AFA2017-Optimal Financing for R&D-intensive Firms.pdf
    • AFA2017-Parsing the Content of Bank Supervision.pdf
    • AFA2017-Patents as Substitutes for Relationships.pdf
    • AFA2017-Pay Now or Pay Later__ The Economics within the Private Equity Partnership.pdf
    • AFA2017-Pension Fund Board Composition and Investment Performance_ Evidence from Private Equity.pdf
    • AFA2017-Performance-Vesting Provisions in Executive Compensation .pdf
    • AFA2017-Private Equity’s Unintended Dark Side_ On the Economic Consequences of Excessive Delistings.pdf
    • AFA2017-Real Exchange Rates and Currency Risk Premia.pdf
    • AFA2017-Relative Pay for Non-Relative Performance_ Keeping up with the Joneses with Optimal Contracts.pdf
    • AFA2017-Rethinking Performance Evaluation.pdf
    • AFA2017-Risk Management in Financial Institutions.pdf
    • AFA2017-Robust Bond Risk Premia.pdf
    • AFA2017-Shareholder-Creditor Conflict and Payout Policy_ Evidence from Mergers between Lenders and Shareholders.pdf
    • AFA2017-Size Discovery.pdf
    • AFA2017-Skewness Consequences of Seeking Alpha.pdf
    • AFA2017-Slow Trading and Stock Return Predictability.pdf
    • AFA2017-Sovereign CDS Spreads with Credit Rating.pdf
    • AFA2017-Speed and Expertise in Stock Picking_ Older, Slower, and Wiser_ .pdf
    • AFA2017-Standing on the Shoulders of Giants_ The Effect of Passive Investors on Activism.pdf
    • AFA2017-Stock Market Coverage.pdf
    • AFA2017-Taking Orders and Taking Notes_ Dealer Information Sharing in Financial Markets.pdf
    • AFA2017-Term Structure of Interest Rates with Short-run and Long-run Risks.pdf
    • AFA2017-The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies.pdf
    • AFA2017-The Cross-Section of Subjective Bond Risk Premia.pdf
    • AFA2017-The Effect of Option-based Compensation on Payout Policy_ Evidence from FAS 123R.pdf
    • AFA2017-The Equity Premium and the One Percent.pdf
    • AFA2017-The Face of Risk_ CEO Testosterone and Risk Taking Behavior.pdf
    • AFA2017-The Impact of Sovereign Shocks.pdf
    • AFA2017-The Liquid Hand-to-Mouth_ Evidence from Personal.pdf
    • AFA2017-The Misguided Beliefs of Financial Advisors.pdf
    • AFA2017-The Momentum of News .pdf
    • AFA2017-The Term Structure of Implied Volatility and Volatility Risk Premia in the FX Market.pdf
    • AFA2017-The Value of Information for Contracting.pdf
    • AFA2017-The Value of Trading Relationships in Turbulent Times.pdf
    • AFA2017-The real effects of credit ratings_ Evidence from corporate asset sales.pdf
    • AFA2017-Time-Varying Crash Risk.pdf
    • AFA2017-Uncertainty, the Exchange Rate and International Capital Flows.pdf
    • AFA2017-Unemployment and Credit Risk.pdf
    • AFA2017-Variance Risk Premia on Stocks and Bonds.pdf
    • AFA2017-Weighted Least Squares Estimates of Return Predictability Regressions.pdf
    • AFA2017-What Drives Liquidity_ Identifying Shocks to Market Makers' Supply of Liquidity and Their Role in Economic Fluctuations.pdf
    • AFA2017-What's Behind the Smooth Dividends_ Evidence from Structural Estimation.pdf
    • AFA2017-When Do Laws and Institutions Affect Recovery Rates on Collateral_.pdf
    • AFA2017-Where the Heart Is_ Information Production and the Home Bias.pdf
    • AFA2017-Wholesale Funding Runs.pdf
    • AFA2017-Why does fast loan growth predict poor performance for banks_ .pdf
  • 77.41 MB
  • 2016-12-30

  • AFA-2017-Part01.zip
       AFA

    本附件包括：
    • AFA2017-A Dynamic Theory of Mutual Fund Runs and Liquidity Management.pdf
    • AFA2017-A Macroeconomic Model with Financially Constrained Producers and Intermediaries.pdf
    • AFA2017-A Tough Act to Follow_ Contrast Effects in Financial Markets.pdf
    • AFA2017-An Equilibrium Model of Institutional Demand and Asset Prices.pdf
    • AFA2017-Are Corporate Inversions Good for Shareholders_.pdf
    • AFA2017-Are Lemons Sold First_ Dynamic Signaling in the Mortgage Market.pdf
    • AFA2017-Bank Monitoring_ Evidence from Syndicated Loans.pdf
    • AFA2017-Bankruptcy Law, Private Benefits, and Risk-Taking.pdf
    • AFA2017-Bankruptcy and the Cost of Organized Labor.pdf
    • AFA2017-Betting Against Winners.pdf
    • AFA2017-Board Diversity and Director Dissent in Corporate Boards.pdf
    • AFA2017-CDS and Credit_ Testing the Small Bang Theory of the Financial Universe with Micro Data.pdf
    • AFA2017-Capital Structure Misallocation.pdf
    • AFA2017-Collateral Values and Corporate Employment.pdf
    • AFA2017-Complexity and Information Content of Financial Disclosures_ Evidence from Evolution of Uncertainty Following 10-K Filings.pdf
    • AFA2017-Contrasts in Governance_ Newly Public Firms Versus Mature Firms.pdf
    • AFA2017-Corporate Capital Structure Actions.pdf
    • AFA2017-Corporate Inversions_ A Case of Having the Cake and Eating it Too_.pdf
    • AFA2017-Corporate Leverage and Employees’ Rights in Bankruptcy.pdf
    • AFA2017-Death by Committee_ An Analysis of Delegation in Corporate Boards.pdf
    • AFA2017-Debt, Bankruptcy Risk, and Corporate Tax Sheltering.pdf
    • AFA2017-Differences of Opinion and Stock Prices_ Evidence from Spin-Offs and Mergers.pdf
    • AFA2017-Dividend Risk Premia.pdf
    • AFA2017-Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy_.pdf
    • AFA2017-Do Institutional Investors Transplant Social Norms_ International Evidence on Corporate Social Responsibility.pdf
    • AFA2017-Economic Consequences of Housing Speculation.pdf
    • AFA2017-Equity is Cheap for Large Financial Institutions_ The International Evidence.pdf
    • AFA2017-Excessive Credit Supply and the Housing Boom.pdf
    • AFA2017-Financial Condition and Product Quality_ The Case of Nonprofit Hospitals .pdf
    • AFA2017-Financial Loss Aversion Illusion.pdf
    • AFA2017-Financial Regulation in a Quantitative Model of the.pdf
    • AFA2017-Financing Durable Assets.pdf
    • AFA2017-Financing Intangible Capital.pdf
    • AFA2017-Firing the Wrong Workers_ Financing Constraints and Labor Misallocation.pdf
    • AFA2017-Funding Value Adjustments.pdf
    • AFA2017-Going Entrepreneurial_ IPOs and New Firm Creation.pdf
    • AFA2017-Good News in Numbers.pdf
    • AFA2017-How Do Venture Capitalists Make Decisions_.pdf
    • AFA2017-Impact Investing.pdf
    • AFA2017-In No (Un-)Certain Terms_ Managerial Style in Communicating Earnings News.pdf
    • AFA2017-Independent Directors and Corporate Litigation.pdf
    • AFA2017-Information Aggregation and Asset Prices in Large Markets with Institutional Investors.pdf
    • AFA2017-Information Sharing and Rating Manipulation.pdf
    • AFA2017-Intangible Capital and the Investment-q Relation.pdf
    • AFA2017-Intermediary Asset Pricing_ New Evidence from Many Asset Classes.pdf
    • AFA2017-Intervention Policy in a Dynamic Environment_ Coordination and Learning.pdf
    • AFA2017-Is Skin in the Game a Game Changer_ Evidence from Mandatory Changes of D&O Insurance Policies.pdf
    • AFA2017-Lazy Prices.pdf
    • AFA2017-Lender of Last Resort versus Buyer of Last Resort – Evidence from the European Sovereign Debt Crisis.pdf
    • AFA2017-Linking Cross-Sectional and Aggregate Expected Returns.pdf
    • AFA2017-Liquidity and Price Pressure in the Corporate Bond Market_ Evidence from Mega-bonds.pdf
    • AFA2017-Loan Terms and Collateral_ Evidence from the Bilateral Repo Market.pdf
    • AFA2017-Low Risk Anomalies_.pdf
    • AFA2017-Macroeconomic Effects of Secondary Market tRADING.pdf
    • AFA2017-Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades.pdf
    • AFA2017-Merger Integration and Merger Success.pdf
    • AFA2017-Mispricing Factors.pdf
    • AFA2017-Monetary Policy and Global Banking.pdf
    • AFA2017-Monetary Policy through Production Networks.pdf
    • AFA2017-Mutual fund flight-to-liquidity.pdf
    • AFA2017-Non-Recourse Mortgage Law and Housing Speculation.pdf
    • AFA2017-Older and Wiser, or Too Old to Govern_.pdf
    • AFA2017-On the Asset Allocation of a Default Pension Fund.pdf
    • AFA2017-Optimal Deposit Insurance.pdf
    • AFA2017-Peer Effects of Corporate Social Responsibility.pdf
    • AFA2017-Performance-Based Turnover on Corporate Boards.pdf
    • AFA2017-Policy Uncertainty, Political Capital, and Firm Risk-Taking.pdf
    • AFA2017-Political Influence and Government Investment_ Evidence from Contract-Level Data.pdf
    • AFA2017-Political Information, Firm Value and Information Networks_ Evidence from the Chinese National Social Security Fund.pdf
    • AFA2017-Portfolio Choice with Model Misspecification_ A Foundation for Alpha and Beta Portfolios.pdf
    • AFA2017-Predicting Merger Targets and Acquirers from Text.pdf
    • AFA2017-Price and Probability_ Decomposing the Takeover Effects of Anti-Takeover Provisions.pdf
    • AFA2017-Product Market Competition in a World of Cross-Ownership_ Evidence from Institutional Blockholdings.pdf
    • AFA2017-Rational Quantitative Trading in E? cient Markets.pdf
    • AFA2017-Real Anomalies.pdf
    • AFA2017-Real Estate Holdings of Public Firms and Collateral Discount.pdf
    • AFA2017-Residential Real Estate Traders_.pdf
    • AFA2017-Ripple Effects of Noise on Corporate Investment.pdf
    • AFA2017-Risk Management with Supply Contracts.pdf
    • AFA2017-Risk Taking and Low Longer-term Interest Rates.pdf
    • AFA2017-Sequential Credit Markets.pdf
    • AFA2017-Size Matters, if You Control Your Junk.pdf
    • AFA2017-Socially Responsible Investing_ Good Is Good, Bad is Bad.pdf
    • AFA2017-Sovereign Debt Portfolios, Bond Risks, and the.pdf
    • AFA2017-Still Learning After All These Years_ Dynamic Information Acquisition in Banking.pdf
    • AFA2017-Sustainable Housing Policy.pdf
    • AFA2017-The Banking View of Bond Risk Premia.pdf
    • AFA2017-The Cost of Immediacy for Corporate Bonds.pdf
    • AFA2017-The Economic Consequences of Borrower Information Sharing_ Relationship Dynamics and Investment.pdf
    • AFA2017-The Effect of Central Bank Liquidity Injections on Bank Credit Supply.pdf
    • AFA2017-The Effect of Monetary Policy on Bank Wholesale Funding.pdf
    • AFA2017-The History of the Cross Section of Stock Returns.pdf
    • AFA2017-The Impact of Positive Payment Shocks on Mortgage Credit Risk – a Natural Experiment from Home Equity Lines of Credit at End of Draw.pdf
    • AFA2017-The Invisible Hand of the Government_ ”Moral Suasion” during the European Sovereign Debt Crisis.pdf
    • AFA2017-The Life Cycle of Corporate Venture Capital.pdf
    • AFA2017-The Political Economy of Financial Innovation_ Evidence from Local Governments.pdf
    • AFA2017-The Privatization of Bankruptcy_ Evidence from Financial Distress in the Shipping Industry.pdf
    • AFA2017-The Role of Hard Information in Debt Contracting_ Evidence from Fair Value Adoption.pdf
    • AFA2017-The Role of the Government Bond Lending Market in Collateral Transformation.pdf
    • AFA2017-The Speculation Channel and Crowding Out Channel_ Real Estate Shocks and Corporate Investment in China.pdf
    • AFA2017-The Speed of Communication.pdf
    • AFA2017-Thinking About Prices Versus Thinking About Returns in Financial Markets.pdf
    • AFA2017-Trading Costs and Informational Efficiency.pdf
    • AFA2017-Trading Frictions in the Interbank Market, and the Central Bank.pdf
    • AFA2017-Understanding Precautionary Cash at Home and Abroad.pdf
    • AFA2017-Using Managerial Attributes to Identify Market Feedback Effects_ The Case of Mutual Fund Fire Sales.pdf
    • AFA2017-Vote Avoidance and Shareholder Voting in Mergers & Acquisitions.pdf
    • AFA2017-What Drives Corporate Inversions_ International Evidence.pdf
    • AFA2017-What do Measures of Real-time Corporate Sales Tell us about Earnings Surprises and Post-announcement Returns_.pdf
    • AFA2017-Why Do Institutions Delay Reporting Their Shareholdings_ Evidence from Form 13F.pdf
    • AFA2017-Why Don't We Agree_ Evidence from a Social Network of Investors.pdf
    • AFA2017-Will I Get Paid_ Employee Stock Options and Mergers and.pdf
  • 76.53 MB
  • 2016-12-30

  • Handbook of Financial Econometrics Applications.zip

    本附件包括：
    • CHAPTER-17-Stock-Market-Trading-Volume_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • CHAPTER-16-Inference-for-Stochastic-Processes_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • Copyright_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • INDEX_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • CHAPTER-14-The-Analysis-of-the-Cross-Section-of-Security-Returns_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • INTRODUCTION-TO-THE-SERIES_2010_Handbook-of-Financial-Econometrics-Applications.pdf
    • CHAPTER-15-Option-Pricing-Bounds-and-Statistical-Uncertainty-Using-Econometrics-to-Find-an-Exit-Strategy-in-Derivatives-Trading_2010_Handbook-of-Finan.pdf
    • CHAPTER-13-MCMC-Methods-for-Continuous-Time-Financial-Econometrics_2010_Handbook-of-Financial-Econometrics-Applications.pdf
  • 2.4 MB
  • 2016-3-15

  • 39-7.zip

    本附件包括：
    • An-empirical-investigation-of-the-impact-of-audit-and-auditor-characteristics-on-auditor-performance_2014_Accounting-Organizations-and-Society.pdf
    • Editorial_2014_Accounting-Organizations-and-Society.pdf
    • Subjectivity-in-developing-and-validating-causal-explanations-in-positivist-accounting-research_2014_Accounting-Organizations-and-Society.pdf
    • Strengthening-causal-inferences-in-positivist-field-studies_2014_Accounting-Organizations-and-Society.pdf
    • Causality-in-the-context-of-analytical-models-and-numerical-experiments_2014_Accounting-Organizations-and-Society.pdf
    • Participation-in-budgeting-A-critical-anthropological-approach_2014_Accounting-Organizations-and-Society.pdf
    • Exploring-the-possibilities-for-causal-explanation-in-interpretive-research_2014_Accounting-Organizations-and-Society.pdf
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    • Call-for-Paper_2014_Accounting-Organizations-and-Society.pdf
    • A-manipulationist-view-of-causality-in-cross-sectional-survey-research_2014_Accounting-Organizations-and-Society.pdf
    • Causal-inference-in-empirical-archival-financial-accounting-research_2014_Accounting-Organizations-and-Society.pdf
  • 2.49 MB
  • 2016-2-20

  • RA.zip

    本附件包括：
    • and the Cross-Section of Expected Returns 1.pdf
    • Research Characters.xlsx
  • 462.09 KB
  • 2015-2-14

  • 10.1007_978-1-4471-4588-2.pdf
       Each approach has more than three lanes at roadway cross-section with through, left-turn and right-t ...

  • 5.34 MB
  • 2014-11-29

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    本附件包括：
    • 1-2 Average Returns BM and Share Issues.pdf
    • 1-2 Average Returns, BM, and Share Issues.pdf
    • 2 Common risk factors in the returns on stocks and bonds.pdf
    • 3 Contrarian Investment, Extrapolation, and Risk.pdf
    • Returns to Buying Winners and Selling Losers.pdf
    • minimum-variance-frontier.pdf
    • 1 The Cross-Section of Expected Stock Returns.pdf
  • 5.94 MB
  • 2014-11-13

  • journal of finance JUNE 2014.rar

    本附件包括：
    • Labor Mobility Implications for Asset Pricing (pages 1321–1346).pdf
    • Legal Investor Protection and Takeovers (pages 1129–1165).pdf
    • Refinancing Risk and Cash Holdings (pages 975–1012).pdf
    • Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (pages 1197–1233).pdf
    • The Business Cycle, Investor Sentiment, and Costly External Finance (pages 1377–1409).pdf
    • The Cross-Section of Managerial Ability, Incentives, and Risk Preferences (pages 1051–1098).pdf
    • The Market Value of Corporate Votes Theory and Evidence from Option Prices (pages 1235–1271).pdf
    • The Real Impact of Improved Access to Finance Evidence from Mexico (pages 1347–1376).pdf
    • Thirty Years of Shareholder Rights and Firm Value (pages 1167–1196).pdf
    • Broad-Based Employee Stock Ownership Motives and Outcomes (pages 1273–1319).pdf
    • CEO Ownership, Stock Market Performance, and Managerial Discretion (pages 1013–1050).pdf
    • Connected Stocks (pages 1099–1127).pdf
  • 4.05 MB
  • 2014-10-18

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    本附件包括：
    • Aggregate Risk and the Choice between Cash.pdf
    • Bengt Holmstrom.pdf
    • Corporate Diversification and the Cost of Capital.pdf
    • Debt Specialization.pdf
    • Joint Editorial.pdf
    • Liquidity in the Foreign Exchange Market.pdf
    • Market Expectations in the Cross-Section.pdf
    • Optimal CEO Compensation with Search.pdf
    • Private and Public Merger Waves.pdf
    • Risk Management and Firm Value.pdf
    • Stronger Risk Controls, Lower Risk.pdf
    • The Effects of Stock Lending on Security Prices.pdf
    • Trading Complex Assets.pdf
    • Uncertainty, Time-Varying Fear, and Asset Prices.pdf
  • 4.07 MB
  • 2014-10-6

  • journal of finance AUGUST 2013.rar

    本附件包括：
    • A Model of Shadow Banking.pdf
    • Cheap Credit, Lending Operations, and.pdf
    • Evidence on the Benefits.pdf
    • Financial Markets and Investment Externalities.pdf
    • International Stock Return Predictability.pdf
    • Law, Stock Markets, and Innovation.pdf
    • Minutes of the 2013 Annual Membership Meeting.pdf
    • Opening the Black Box.pdf
    • Organization Capital and the Cross-Section.pdf
    • Report of the Editor of The Journal of Finance.pdf
    • Report of the Executive Secretary and Treasurer.pdf
    • Taxes, Theft, and Firm Performance.pdf
    • The Determinants of Attitudes toward Strategic.pdf
    • The Real Effects of Financial Shocks.pdf
  • 5 MB
  • 2014-10-5

  • 2014年第二期.zip

    本附件包括：
    • Accountability-of-independent-directors-Evidence-from-firms-subject-to-securities-litigation_2014_Journal-of-Financial-Economics.pdf
    • Are-hedge-fund-managers-systematically-misreporting-Or-not_2014_Journal-of-Financial-Economics.pdf
    • Can-investor-paid-credit-rating-agencies-improve-the-information-quality-of-issuer-paid-rating-agencies_2014_Journal-of-Financial-Economics.pdf
    • Composition-of-wealth,-conditioning-information,-and-the-cross-section-of-stock-returns_2014_Journal-of-Financial-Economics.pdf
    • Did-CDS-trading-improve-the-market-for-corporate-bonds_2014_Journal-of-Financial-Economics.pdf
    • Dynamic-risk-management_2014_Journal-of-Financial-Economics.pdf
    • Editorial-Board_2014_Journal-of-Financial-Economics.pdf
    • Firm-boundaries-matter-Evidence-from-conglomerates-and-R&D-activity_2014_Journal-of-Financial-Economics.pdf
    • Independent-director-incentives-Where-do-talented-directors-spend-their-limited-time-and-energy_2014_Journal-of-Financial-Economics.pdf
    • Macroeconomic-effects-of-corporate-default-crisis-A-long-term-perspective_2014_Journal-of-Financial-Economics.pdf
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    • The-evolution-of-capital-structure-and-operating-performance-after-leveraged-buyouts-Evidence-from-U.S.-corporate-tax-returns_2014_Journal-of-Financial-Economics.pdf
  • 10.6 MB
  • 2014-8-20

  • 引用率最高的20篇金融学期刊上的经典论文.zip
       invaluable resources that cannot be archived easily for finance

    本附件包括：
    • A Survey of Corporate Governance.pdf
    • Capital Asset Prices_ A Theory of Market Equilibrium under Conditions of Risk.pdf
    • Characteristics of Risk and Return in Risk Arbitrage.pdf
    • Corporate Ownership around the World.pdf
    • Does the Stock Market Overreact_.pdf
    • Efficient Capital Markets_ II.pdf
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    • Investor Protection and Corporate Valuation.pdf
    • On Persistence in Mutual Fund Performance.pdf
    • Portfolio Selection.pdf
    • Returns to Buying Winners and Selling Losers_ Implications for Stock Market Efficiency.pdf
    • Risk, Uncertainty, and Divergence of Opinion.pdf
    • The Cross-Section of Expected Stock Returns.pdf
    • The Determinants of Capital Structure Choice.pdf
    • The Limits of Arbitrage.pdf
    • What Do We Know about Capital Structure_ Some Evidence from International .pdf
  • 13.43 MB
  • 2014-8-16

  • 引用率最高的20篇金融学期刊上的经典论文.zip

    本附件包括：
    • A Survey of Corporate Governance.pdf
    • Capital Asset Prices_ A Theory of Market Equilibrium under Conditions of Risk.pdf
    • Characteristics of Risk and Return in Risk Arbitrage.pdf
    • Corporate Ownership around the World.pdf
    • Does the Stock Market Overreact_.pdf
    • Efficient Capital Markets_ II.pdf
    • Financial Ratios, Discriminant Analysis and the Prediction of Corporate .pdf
    • Founding-Family Ownership and Firm Performance_ Evidence from the S&P 500.pdf
    • Investor Protection and Corporate Valuation.pdf
    • On Persistence in Mutual Fund Performance.pdf
    • Portfolio Selection.pdf
    • Returns to Buying Winners and Selling Losers_ Implications for Stock Market Efficiency.pdf
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    • The Cross-Section of Expected Stock Returns.pdf
    • The Determinants of Capital Structure Choice.pdf
    • The Limits of Arbitrage.pdf
    • What Do We Know about Capital Structure_ Some Evidence from International .pdf
  • 13.43 MB
  • 2014-8-16

  • Desktop.zip

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    • A Model of Shadow Banking.pdf
  • 2.94 MB
  • 2014-8-15

  • 金融学期刊（JF）2013年第五期论文全集.zip

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    • Aggregate Risk and the Choice between Cash and Lines of Credit.pdf
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    • Trading Complex Assets.pdf
    • Uncertainty, Time-Varying Fear, and Asset.pdf
  • 9.51 MB
  • 2014-8-15

  • journal of financial economics.zip

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  • 4.73 MB
  • 2014-8-15

  • Production frontiers with cross-sectional and time-series variation in efficienc.rar

    本附件包括：
    • Production frontiers with cross-sectional and time-series variation in efficiency levels.pdf
  • 1014.67 KB
  • 2014-5-6

  • 尤金法玛.zip

    本附件包括：
    • Fama & French_ The Cross-Section of Expected Stock Returns (.pdf
    • Organizational forms and investment decisions.pdf
    • Fama & French_ The CAPM is Wanted, Dead or Alive (Dec 1996) .pdf
  • 4.81 MB
  • 2014-4-10

  • Behavioral Finance - Lecture 3 Papers.zip

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    • Cross Section of Expected Stock Returns Subra.pdf
    • Multifactor explanations of asset pricing anomalies.pdf
    • Returns to buying winners and selling losers- implications for stock market efficiency.pdf
    • The Cross-section of expected returns.pdf
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    • Common risk factors in the returns on stocks and bonds.pdf
    • The illusory nature of momentum profits.pdf
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  • 9.56 MB
  • 2014-2-10

  • ref.rar

    本附件包括：
    • An analysis of intertemporal and cross-sectional determinants of earnings response coefficients.pdf
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  • 8.91 MB
  • 2012-9-27

  • 经济学.zip
       经济学 必读 经典 论文合集

    本附件包括：
    • Analysis of real GDP growth rates of greater China An asymmetric conditional volatility approach .pdf
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    • Corruption by monopoly Bribery in Chinese enterprise licensing as a repeated bargaining game.pdf
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    • regional diparity and economic develop in china .pdf
    • team selection with asymmetric agents.pdf
    • the impacts of income gap decision in china.pdf
    • trade insititutions and credit.pdf
  • 7.77 MB
  • 2012-7-21

  • High-Frequency Data Analysis.rar
       高频数据分析的论文

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    • An Introduction to High-Frequency Finance(2001 by ACADEMIC PRESS ).djvu
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  • 22.17 MB
  • 2012-5-14

  • 398-Pricing of Cross-sectional Idiosyncratic Volatility and Liquidity Bias in Em.rar

    本附件包括：
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  • 206.91 KB
  • 2012-4-19

  • 计量课经典文献.rar
       三篇经典计量经济学论文,fama 等计量大牛的成名作

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  • 2.33 MB
  • 2012-1-18

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    • the financial instability hypothesis.pdf
    • The general theory of employment, interest rate and money.pdf
    • The interest –elasticity of transactions demand for cash.pdf
    • The permanent income hypothesis revisited.pdf
    • The purchasing power of money.pdf
    • The theory of Interest.pdf
    • The transactions demand for cash an inventory theoretic approach.pdf
    • The use of indicators and the monetary conditions index in Canada.pdf
    • The value of money.pdf
    • Time to build and aggregate fluctuations.pdf
    • Utility analysis and the consumption an interpretation of cross-section data.in post-keynesian economics.pdf
    • 货币经济学.doc
  • 11.99 MB
  • 2012-1-4

  • 经典会计论文top1.rar
       

    本附件包括：
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    • Accounting Measurement, Price-Earnings Ratio, and the Information Content of Security Prices.pdf
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  • 36.77 MB
  • 2011-10-19

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    • 459-修改稿_林建浩_中山大学_《通货膨胀与股票收益的关系研究——基于具有财务杠杆与货币效用的资产定价模型》.pdf
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    • 464-次级债券的市场约束研究(高培道 张圣平).doc
    • A01_吴丽华 人民币期货与现货市场的动态关联性研究（厦门大学金融系 吴丽华 宋芙蓉.doc
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  • 10.16 MB
  • 2011-5-9

  • 2.rar

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    • 305-中国宏观经济时序的平稳性再考察.pdf
    • 315-民间金融与农户借贷选择.pdf
    • 318-我国房市泡沫的决定性因素分析：理论与实证.pdf
    • 330-谁获得了更多的隐性收入.pdf
    • 334-When Does Capital Adequacy Ratio Fail to Indicate Capital Adequacy.pdf
    • 335-bank risks and the effects of monetary policy in China.pdf
    • 363-银行资本、银行信贷与宏观经济波动.pdf
    • 37-经营者将要退休是否影响公司绩效.pdf
    • 373-银行所有类型与上市公司流动性.pdf
    • 376-市场群体的交易性条件反射及其量化方法.pdf
    • 397-消费攀比效用函数的资产定价研究——基于马尔科夫状态转移的禀赋过程(陈瑞）.pdf
    • 398-Pricing of Cross-sectional Idiosyncratic Volatility and Liquidity Bias in Emerging Market.pdf
    • 399-Equity-link Momentum.pdf
    • 40-寻租还是政府压力：基金代表了谁的利益（江萍）.pdf
    • 403-Jump Spillover in Energy Futures Markets Implications for Portfolio Risk Diversification.pdf
    • 406-Do prices underreact to information.pdf
    • 407-Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets Evidence from China.pdf
    • 409-私有信息风险被市场定价了吗？.pdf
    • 419-公司规模和账面市值比与违约风险关系的横截面分析.pdf
    • 427-Improved Stock Market Prediction by Comb ining SVM and EMD(金融学年会).pdf
    • 435-不对称信息下的资产链定价研究.pdf
    • 441-基于不完全信息视角的中国股市投资者认知研究.pdf
    • 445-信息市场、预期消费与股市收益变动--基于投资者信息选择行为的分析(胥爱欢）.pdf
    • 453-Index Investments and Financialization of Commodities.pdf
    • 459-修改稿_林建浩_中山大学_《通货膨胀与股票收益的关系研究——基于具有财务杠杆与货币效用的资产定价模型》.pdf
    • 46-股权分置改革与上市公司业绩薪酬实证研究.pdf
    • 462-Access to Equity Markets, Corporate Investments and Stock Returns International Evidence.pdf
    • 54-终极控制权法制环境与上市公司现金持有.pdf
    • 57-现金、股利与独立董事有效性.pdf
    • 58-企业生命周期视角下董事会治理结构演变及影响因素.pdf
    • 59-社会目标、雇员规模与民营化定价.pdf
    • 68-经理人变更具有治理效应吗.pdf
    • 69-中国上市公司代理成本的估算.pdf
    • 75-Will Currency Appreciation Crowd Out Domestic Consumption：Evi dence from China, Japan and Korea.pdf
  • 20.06 MB
  • 2010-12-2

  • 1990 to 1999.rar

    本附件包括：
    • 1998 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data.pdf
    • 1990 Habit Formation-A Resolution Of The Equity Premium Puzzle.pdf
    • 1990 Lcapital Asset Prices With And Without Negative Holdings.pdf
    • 1990 Predicting Stock Returns In An Efficient Market.pdf
    • 1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency.pdf
    • 1991 Efficient Capital Markets-II.pdf
    • 1992 Financial Market Efficiency Tests.pdf
    • 1992 The Cross-Section Of Expected Stock Returns.pdf
    • 1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts.pdf
    • 1993 Common Risk Factors In The Returns On Stocks And Bonds.pdf
    • 1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study.pdf
    • 1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency.pdf
    • 1993 Stock Markets Volatility Efficiency And Tests-A Survey.pdf
    • 1994 Behavioral Capital Asset Pricing Theory.pdf
    • 1994 Internal Versus External Capital Markets.pdf
    • 1995 Measurement Of Market Integration And Arbitrage.pdf
    • 1996 Evaluating Fund Performance In A Dynamic Market.pdf
    • 1996 Multifactor Explanations Of Asset Pricing Anomalies.pdf
    • 1996 The Spirit Of Capitalism And Stock-Market Prices.pdf
    • 1997 Anomalies-The Equity Premium Puzzle.pdf
    • 1997 Empirical Performance Of Alternative Option Pricing Models.pdf
    • 1997 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking.pdf
    • 1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection.pdf
    • 1997 The Limits Of Arbitrage.pdf
  • 26.02 MB
  • 2010-5-5

  • 投资学讲义.rar

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2010-4-29

  • 1990 to 1999.rar

    本附件包括：
    • 1998 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1998 Nonparametric Efficiency Testing Of Asian Stock Markets Using Weekly Data.pdf
    • 1990 Habit Formation-A Resolution Of The Equity Premium Puzzle.pdf
    • 1990 Lcapital Asset Prices With And Without Negative Holdings.pdf
    • 1990 Predicting Stock Returns In An Efficient Market.pdf
    • 1990 Price Reversals, Bid-Ask Spreads, And Market Efficiency.pdf
    • 1991 Efficient Capital Markets-II.pdf
    • 1992 Financial Market Efficiency Tests.pdf
    • 1992 The Cross-Section Of Expected Stock Returns.pdf
    • 1993 A Test Of Efficiency For The S&P Index Option Market Using Variance Forecasts.pdf
    • 1993 Common Risk Factors In The Returns On Stocks And Bonds.pdf
    • 1993 Privileged Traders And Asset Market Efficiency-A Laboratory Study.pdf
    • 1993 Returns To Buying Winners And Selling Losers-Implications For Stock Market Efficiency.pdf
    • 1993 Stock Markets Volatility Efficiency And Tests-A Survey.pdf
    • 1994 Behavioral Capital Asset Pricing Theory.pdf
    • 1994 Internal Versus External Capital Markets.pdf
    • 1995 Measurement Of Market Integration And Arbitrage.pdf
    • 1996 Evaluating Fund Performance In A Dynamic Market.pdf
    • 1996 Multifactor Explanations Of Asset Pricing Anomalies.pdf
    • 1996 The Spirit Of Capitalism And Stock-Market Prices.pdf
    • 1997 Anomalies-The Equity Premium Puzzle.pdf
    • 1997 Empirical Performance Of Alternative Option Pricing Models.pdf
    • 1997 Market Efficiency, Long-Term Returns, And Behavioral Finance.pdf
    • 1997 Measuring The Efficiency Of Capital Allocation In Commercial Banking.pdf
    • 1997 Stock Market Efficiency And Economic Efficiency-Is There A Connection.pdf
    • 1997 The Limits Of Arbitrage.pdf
  • 26.02 MB
  • 2010-3-24

  • abbr_5e5b079e963447f4f98a50f0853bd1aa.rar
       Cross-sectional variation in the stock market response to accounting earnings announcements

    本附件包括：
    • Cross-sectional variation in the stock market response to accounting earnings announcements.pdf
  • 1.28 MB
  • 2010-1-20

  • 投资学讲义(复旦大学).rar

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-12-29

  • 复旦大学投资学.rar

    本附件包括：
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-12-13

  • DID模型.rar

    本附件包括：
    • 农村税费改革对农民增收影响的实证分析以江苏为例.pdf
    • 农村土地股份合作制的农户收入效应——基于江苏省苏南地区的农户调查.pdf
    • 全流通有助于终极控制者利益的回归吗.PDF
    • 我国政府建筑节能政策措施的实施效果评价.pdf
    • 新型农村合作医疗的福利效应分析——微观数据的证据.pdf
    • 中国农村税费改革的政策效.pdf
    • Identification for difference in differences with cross-section and panel data.pdf
    • Difference in difference meets generalized least squares Higher order properties.pdf
    • The effects of partisan alignment on the allocation of intergovernmental transfers. Differences-in-differences estimates for Spain.pdf
    • Trade liberalization and per capita income convergencea difference-in-differences analysis.pdf
    • chapter12.pdf
    • Difference-in-Differences Estimation.pdf
    • WUH与农民用水互配合的效果评价——基于DID模型分析.pdf
    • 地区放权与经济效益.pdf
    • 发达地区农村信用社改革的政策效果评价——以江苏省农村商业银行模式为例.pdf
    • 股权分置改革对上市公司自愿性信息披露的影响.pdf
    • 劳动力市场管制改革对农村人口迁移的影.pdf
    • 退耕还林_成本有效性_结构调整效应与经济可持续性_基于西部三省农户调查的实证分析.kdh
  • 5.4 MB
  • 2009-11-17

  • 投资学.rar

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-9-20

  • 投资学讲义（英文版）.rar

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-6-28

  • 333663.pdf
       The Cross-Section of Expected Stock Returns(1992)

  • 934.32 KB
  • 2009-6-5

  • 319827.pdf
       [求助]cross-sectional dependence in panels - Pesaran test

  • 467.9 KB
  • 2009-4-28

  • 317492.pdf
       [分享]On the impact of error cross-sectional dependence in short dynamic panel estimation

  • 326.17 KB
  • 2009-4-21

  • 309964.rar
       [建议]投资学讲义(复旦大学).rar

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-3-30

  • 309955.rar
       [下载]投资学讲义(复旦大学).rar

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-3-30

  • 301456.rar
       投资学讲义-复旦版

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2009-3-9

  • 287213.pdf
       转载：Idiosyncratic risk and the cross-section of expected stock returns(p24-37)

  • 284.24 KB
  • 2009-1-18

  • 279372.pdf
       求FAMA的《THE CROSS-SECTION OF EXPECTED STOCK RETURNS》

  • 852.51 KB
  • 2008-12-23

  • 230472.rar
       2008年亚洲房地产学会论坛论文集3

    本附件包括：
    • The Partial Adjustment of Resale House Price Evidence from Taiwan.pdf
    • The Nearest Neighbors Appraisal Technique with Spatial Components.pdf
    • The Land Lease System in the People’s Republic of China Its Development, Performance and Reform1.pdf
    • The Interactions between Public and Private Housing.pdf
    • The Integration of Securitised.pdf
    • The Influence of E-Commerce on Business Performance：.pdf
    • The impacts of rail transit on housing prices and land development intensity The case of No.13 line of Beijing.pdf
    • The Impact of Urban Rail Transit on Residential Property.pdf
    • The Impact of Mortgage Subsidies on the.pdf
    • The Impact of Location on House Price of the Monocentric City Evidence from Beijing.pdf
    • The Heterogeneous Effect of Monetary Policy on Regional Real Estate Market.pdf
    • The Effects of Discretionary Housing Policies on Asset Returns.pdf
    • The Determinants of Real Estate Executive Compensation in.pdf
    • The consequences of the implementation.pdf
    • The comparative study in Chinese banks of credit risk evaluation models of real-estate.pdf
    • The Choice of Trading Venue and Relative Price Impact of.pdf
    • The Application of Grounded Theory on the House Buyers’Decision.pdf
    • The American Dream The Private and External Benefits of Homeownership.pdf
    • Testing Urbanization Economies in Manufacturing.pdf
    • TENANTS’ ACCEPTANCE LEVEL OF CURRENT TENANCY TERMS FOR SELECTED OFFICE BUILDINGS IN KUALA LUMPUR, MALAYSIA.pdf
    • Tax Incidence and Commercial Real Estate Leases.pdf
    • Subprime Lending and House Price Volatility.pdf
    • STRUCTURING ISSUES FOR COMMERCIAL MORTGAGEBACKED.pdf
    • Sticky Mortgages and the Real E¤ects of Monetary Policy.pdf
    • Smoothing consumption fluctuations through household decisions on home.pdf
    • SKILLS FOR ENGAGING COMMUNITIES IN THE HOUSING NEIGHBOURHOOD.pdf
    • Sample Selection Bias in Residential Property Price Indices.pdf
    • Risky Borrowers or Risky Mortgages The Right Product to Serve Low- and Moderate-Income Borrowers.pdf
    • residential sorting in Chinese Cities.pdf
    • Residential Property Affordability.pdf
    • Research on compensation system of urban housing demolition based on evolutionary game theory.pdf
    • Removing Biases in Computed Returns.pdf
    • REITs Return Behavior and Legal Infrastructure.pdf
    • Real Earnings Management and Dividend Payout Signals.pdf
    • Property Valuation, Investment and “Regressed” Discount Cash Flow Analysis.pdf
    • Professionalism in Striking a Deal the Case of Real Estate Agent.pdf
    • Principles Of A New York City Real Estate Developer.pdf
    • A Conceptual Model for improving housing affordability in Sydney.pdf
    • A Management Model for Price-restricted Housing in Beijing.pdf
    • A Modified Repeat Sales Index for Apartments.pdf
    • A Study into the Demand for Apartments in Central Auckland.pdf
    • A Time Series, Cross-Section Analysis of Appraisal-based Real Estate Returns.pdf
    • Aesthetical perception of public housing and correlation with.pdf
    • An empirical study of local dynamics and contagion in real estate markets.pdf
    • Appraisal Bias Patterns and Premises.pdf
    • Appraisal Bias --Type and Factors of the Cost Approach.pdf
    • Are Additions to the Nasdaq-100 Index Information Free.pdf
    • Are Asia-Pacific Housing Prices Too High For Comfort.pdf
    • Are Stock and Real Estate Markets Co-integrated in Asia.pdf
    • Author Order Conditions and Co-authorship in Real Estate Journals.pdf
    • Brownfields and Redevelopment in China Learning from the American.pdf
    • Bubbles in China housing markets.pdf
    • Building Environment as Significant Impact on Housing Price.pdf
    • Capital Structure Decisions in Turkish REITs.pdf
    • The Study of Property Appraisal for Real Estate Mortgage under the Information Asymmetry.pdf
    • The spatial heterogeneity of foreclosed mortgages.pdf
    • The relationship linking service attributes, and behavioral.pdf
    • The Relationship between Housing Mortgage Rate and Income Tax Rate.pdf
    • The Real Estate Premium Puzzle A Solution.pdf
    • The Performance and Problems of Affordable Housing Policy in China.pdf
  • 11.65 MB
  • 2008-7-25

  • 218336.rar
       [分享]好东西自然要好价钱啦！

    本附件包括：
    • 1Production efficiency and the pricing of audit services.pdf
    • 1the pricing of audit service theory and evidence.pdf
    • 2An Analysis of Cross-Sectional Differences.pdf
    • 2AUDITOR INDEPENDENCE, 'LOW BALLING', AND.pdf
    • 3The Efficiency of Audit Production.pdf
    • 3the role of market forces in assuring contractual performance.pdf
    • 4.3The effects of firm-wide and office-level industry expertise on audit pricing.pdf
  • 12.4 MB
  • 2008-6-10

  • 185343.pdf
       [原创][下载]Fama & French 1992-The Cross-Section of Expected Stock Returns-论文分析

  • 809.8 KB
  • 2007-12-30

  • 178818.pdf
       [求助]Using the spss mixed procedure to fit cross-sectional and longitudinal multilevel m

  • 136.86 KB
  • 2007-12-1

  • 146910.pdf
       Journal of Finance: The Cross-Section of Volatility and Expected Returns

  • 334.01 KB
  • 2007-8-17

  • 126248.pdf
       [下载]A Cross-Sectional Test of an Investment-Based Asset Pricing Model John H. Cochra

  • 986.57 KB
  • 2007-6-15

  • 125166.rar
       国际金融和国际投资资料汇编－上传同类资料一律在后跟贴

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2007-6-11

  • 106933.rar
       [下载]A Guide to CHNS Data List

    本附件包括：
    • A Guide to CHNS Food Compostion Table.doc
    • A Guide to CHNS Cross-Sectional Data List.doc
    • A Guide to CHNS Longitudinal Data List.doc
  • 198.51 KB
  • 2007-4-10

  • 106911.rar
       [下载]A Guide to CHNS Data List

    本附件包括：
    • A Guide to CHNS Longitudinal Data List.doc
    • A Guide to CHNS Cross-Sectional Data List.doc
    • A Guide to CHNS Food Compostion Table.doc
  • 198.51 KB
  • 2007-4-10

  • 105046.rar
       Fama经典论文三篇

    本附件包括：
    • Common Risk Factors in the Returns on Stocks and Bonds(1993).pdf
    • Multifactor Explanations of Asset Pricing Anomalies(1996).pdf
    • The Cross-Section of Expected Stock Returns(1992).pdf
  • 4.48 MB
  • 2007-4-3

  • 98494.pdf
       [讨论]Credit Ratings and the Cross-Section of Stock Returns

  • 226.74 KB
  • 2007-3-13

  • 70211.pdf
       Jumps in Rank and Expected Returns Introducing Varying Cross-sectional Risk

  • 359.76 KB
  • 2006-11-3

  • 70006.rar
       面板协整与单位根检验的英文文章（1）

    本附件包括：
    • Panel Evidence with the Null of Stationary Real Exchange Rates.pdf
    • Pooling in Dynamic Panel-Data Models An Application to Forecasting GDP Growth Rates.pdf
    • R&D, Human Capital and International Technology Spillovers.pdf
    • The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators.pdf
    • Transactions Costs and Nonlinear Adjustment in Real Exchange Rates.pdf
    • Unit Roots in the Presence of Abrupt Governmental Interventions with an Application to Brazilian Data.pdf
    • Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.pdf
  • 13.28 MB
  • 2006-11-2

  • 64730.rar
       范龙振的《投资学》课件

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2006-9-22

  • 64489.rar
       Optimal Adjustment of Attributes in Cross-Sectional Prediction Models(PPT)

    本附件包括：
    • Optimal_adjustment_of.ppt
  • 5.25 KB
  • 2006-9-20

  • 53768.pdf
       [分享]Using the SPSS mixed to fit cross-section and longitudinal multilevle models

  • 102.16 KB
  • 2006-5-25

  • 51836.rar

    本附件包括：
    • Empirical Evidence on Capital.pdf
    • The Price Impact and Survival.pdf
    • Investment and Financing Constraints.pdf
    • What Works in Securities laws.pdf
    • The Limits of Investor Behavior.pdf
    • The Cross-Section of Volatility.pdf
    • Competing for Securities Underwriting.pdf
    • Initial Public Offerings An Analysis.pdf
    • Finance as a Barrier to.pdf
    • Wealth and Executive Compensation.pdf
    • Investor Tax Heterogeneity and Ex-Dividend.pdf
    • Asset Pricing Implications of Nonconvex.pdf
  • 2.88 MB
  • 2006-5-8

  • 51800.rar

    本附件包括：
    • Empirical Evidence on Capital.pdf
    • Fama French factor model.pdf
    • Favoritism in Mutual Fund.pdf
    • Finance as a Barrier to.pdf
    • Information Uncertainty and Stock Returns.pdf
    • Initial Public Offerings An Analysis.pdf
    • Investment and Financing Constraints.pdf
    • Investor Tax Heterogeneity and Ex-Dividend.pdf
    • The Cross-Section of Volatility.pdf
    • The Limits of Investor Behavior.pdf
    • The Price Impact and Survival.pdf
    • The Rise And Transformation Of The Chief Risk Officer.pdf
    • Wealth and Executive Compensation.pdf
    • What Works in Securities laws.pdf
    • Competing for Securities Underwriting.pdf
    • Convertible Bonds Valuation and Optimal Strategies for Call and Conversion.pdf
  • 7.6 MB
  • 2006-5-8

  • 48033.pdf
       Pooled Time-Series Cross-Section Estimation

  • 166.03 KB
  • 2006-4-11

  • 46744.rar
       CROSS-SECTION AND PANEL DATA ECONOMETRICS （nottingham）

  • 1.36 MB
  • 2006-4-2

  • 42018.rar
       最新The Journal of Finance (February 2006 - Vol. 61 Issue 1 Page i-492)

    本附件包括：
    • 6-Empirical Evidence on Capital Investment, Growth Options, and Security Returns.pdf
    • 8-The Limits of Investor Behavior.pdf
    • 9-The Cross-Section of Volatility and Expected Returns.pdf
    • 10-Competing for Securities Underwriting Mandates--Banking Relationships and Analyst Recommendations.pdf
    • 11-Unspanned Stochastic Volatility-- Evidence from Hedging Interest Rate Derivatives.pdf
    • 12-Wealth and Executive Compensation.pdf
    • 13-Initial Public Offerings-- An Analysis of Theory and Practice.pdf
    • 14-Finance as a Barrier to Entry-- Bank Competition and Industry Structure in Local U.S. Markets.pdf
    • 15-Investor Tax Heterogeneity and Ex-Dividend Day Trading Volume.pdf
    • 16-MISCELLANEA.pdf
    • 1-What Works in Securities Laws.pdf
    • 2-Investment and Financing Constraints-- Evidence from the Funding of Corporate Pension Plans.pdf
    • 3-Favoritism in Mutual Fund Families- Evidence on Strategic Cross-Fund Subsidization.pdf
    • 4-Information Uncertainty and Stock Returns.pdf
    • 5-Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment.pdf
    • 7-The Price Impact and Survival of Irrational Traders.pdf
  • 4.97 MB
  • 2006-3-6

  • 34966.zip
       第一次来，发个尤金.法马的论文集

    本附件包括：
    • Fama & French_ The CAPM is Wanted, Dead or Alive (Dec 1996) .pdf
    • Fama & French_ The Cross-Section of Expected Stock Returns (.pdf
  • 4.68 MB
  • 2005-12-18

  • 30651.rar
       第2次网上读文章：Fama和French的三因子模型

    本附件包括：
    • The Cross-Section of Expected Stock Returns.pdf
  • 968.71 KB
  • 2005-10-13

  • 29862.rar
       The Cross-Section of Expected Stock Returns

    本附件包括：
    • The Cross-Section of Expected Stock Returns.pdf
  • 3.36 MB
  • 2005-10-7

  • 29586.rar
       复旦大学投资学讲义

    本附件包括：
    • CHP16-market efficiency-furthur analysis.pdf
    • CHPT1-introduction.pdf
    • CHPT02-risk and risk aversion.pdf
    • CHPT03-capital allocation.pdf
    • CHPT04-asset diversification.pdf
    • CHPT05-CAPM.pdf
    • CHPT06-Mutiple factor model.pdf
    • CHPT07-APT.pdf
    • CHPT8-Market efficiency.pdf
    • CHPT9-Index and index fund.pdf
    • CHPT10-Investment Styles.pdf
    • CHPT11-Performance Evaluation.pdf
    • CHPT12-1-Modern portfolio Theory.pdf
    • CHPT12-2-general asset pricing model.pdf
    • CHPT13- Factor pricing model--CAPM.pdf
    • CHPT14- The CAPM ---test.pdf
    • CHPT15- the equity market cross-section and time-series properties.pdf
    • CHPT17- Conditioning information.pdf
    • CHPT18-GMM in explicit discount factor models.pdf
    • CHPT19- GMM and regression-based tests.pdf
  • 1.56 MB
  • 2005-10-5

  • 25773.rar
       Journal of Econometrics Vol 95 2000

    本附件包括：
    • A numerically stable quadrature procedure for the one-factor random-component discrete choice model.pdf
    • Bayesian analysis of ARMA–GARCH models-- A Markov chain sampling approach.pdf
    • Conference Paper.pdf
    • Cross-sectional aggregation of non-linear models.pdf
    • Detection of change in persistence of a linear time series.pdf
    • Econometrics and decision theory.pdf
    • Editorial.pdf
    • Empirically relevant critical values for hypothesis tests-- A bootstrap approach.pdf
    • Estimating the density of unemployment duration based on contaminated samples or small samples.pdf
    • Estimation of a censored regression panel data model using conditional moment restrictions efficiently.pdf
    • Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics.pdf
    • Identification problems and decisions under ambiguity-- treatment response and choice.pdf
    • Index.pdf
    • Internet-based econometric computing.pdf
    • On the sensitivity of the usual t- and F-tests to covariance misspecification.pdf
    • Rank estimation of a generalized fixed-effects regression model.pdf
    • Testing for the cointegrating rank of a VAR process with a time trend.pdf
    • Testing time reversibility without moment restrictions.pdf
    • The econometric consequences of the ceteris paribus condition in economic theory.pdf
    • The incidental parameter problem since 1948.pdf
    • Unit root tests in the presence of uncertainty about the non-stochastic trend.pdf
    • Using a likelihood perspective to sharpen econometric discourse-- Three examples.pdf
  • 3.35 MB
  • 2005-9-9

  • 18090.rar
       Overconfidence and Cross-Sectional Returns

    本附件包括：
    • test_hml.pdf
  • 158.32 KB
  • 2005-6-30

  • 18089.rar
       Overconfidence and Cross-Sectional Returns

    本附件包括：
    • Overconfidence, Arbitrage, and Equilibrium Asset Pricing.pdf
  • 202.22 KB
  • 2005-6-30
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