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The Fu (2009) Positive Relation Between Idiosyncratic Volatility and Expected Re(2).pdf
- 613.9 KB
- 2024-3-17
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Has Idiosyncratic Volatility Increased Not in Recent Times.pdf
- 1.86 MB
- 2024-3-17
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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle.pdf
2019年西财证期复试英文文献 - 2.03 MB
- 2019-5-13
- 405.27 KB
- 2019-2-8
- 981.02 KB
- 2019-1-15
- 698.65 KB
- 2018-1-10
- 584.39 KB
- 2017-12-23
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The Role of Analysts：An Examination of the Idiosyncratic Volatility Anomaly in .pdf
- 1.06 MB
- 2017-7-20
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Idiosyncratic volatility, arbitrage risk, and anomaly returns.pdf
- 926.92 KB
- 2017-4-14
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arbitrage asymmetry and the idiosyncratic volatility puzzle.pdf
- 581.47 KB
- 2016-8-9
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JFE-2016-05-06-07.zip
JFE最新文献资料本附件包括：- JFE-2016-07-Have we solved the idiosyncratic volatility puzzle.pdf
- JFE-2016-05-Adverse selection, slow-moving capital, and misallocation .pdf
- JFE-2016-05-Asset allocation and monetary policy_ Evidence from the eurozone.pdf
- JFE-2016-05-Bankruptcy law and bank financing.pdf
- JFE-2016-05-Discerning information from trade data.pdf
- JFE-2016-05-Does the geographic expansion of banks reduce risk_.pdf
- JFE-2016-05-Local financial capacity and asset values_ Evidence from bank failures.pdf
- JFE-2016-05-Rethinking reversals.pdf
- JFE-2016-05-Revolving doors on Wall Street.pdf
- JFE-2016-05-Sentiments, financial markets, and macroeconomic fluctuations.pdf
- JFE-2016-05-Shareholder nonparticipation in valuable rights offerings_ New findings for an old puzzle.pdf
- JFE-2016-05-Time-to-produce, inventory, and asset prices.pdf
- JFE-2016-05-Underwriter deal pipeline and the pricing of IPOs.pdf
- JFE-2016-06-Does rating analyst subjectivity affect corporate debt pricing_.pdf
- JFE-2016-06-Indexing and active fund management_ International evidence.pdf
- JFE-2016-06-Roughing up beta_ Continuous versus discontinuous betas and the cross section of expected stock returns.pdf
- JFE-2016-06-Taxes and bank capital structure.pdf
- JFE-2016-06-The causal effect of option pay on corporate risk management.pdf
- JFE-2016-06-The commitment problem of secured lending.pdf
- JFE-2016-06-The leverage externalities of credit default swaps.pdf
- JFE-2016-06-The value of a good credit reputation_ Evidence from credit card renegotiations.pdf
- JFE-2016-06-Why do firms use high discount rates.pdf
- JFE-2016-06-Why does the option to stock volume ratio predict stock returns.pdf
- JFE-2016-07-Accruals, cash flows, and operating profitability in the cross.pdf
- JFE-2016-07-Borrower protection and the supply of credit_ Evidence from foreclosure laws.pdf
- JFE-2016-07-Does variance risk have two prices_ Evidence from the equity and option markets.pdf
- JFE-2016-07-How costly is corporate bankruptcy for the CEO.pdf
- JFE-2016-07-Liquidity, resiliency and market quality around predictable trades_ Theory and evidencE.pdf
- JFE-2016-07-Passive investors, not passive owners.pdf
- JFE-2016-07-Performance measurement with selectivity, market and volatility timing.pdf
- JFE-2016-07-Short interest and aggregate stock returns.pdf
- JFE-2016-07-The value of creditor control in corporate bonds.pdf
- JFE-2016-07-Under new management_ Equity issues and the attribution of PAST RETURN.pdf
- 30.4 MB
- 2016-6-5
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Commodity Strategies Based On Momentum, Term Structure, And Idiosyncratic Volatility.pdf
- 411.94 KB
- 2015-8-11
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Robert Stambaugh -Arbitrage asymmetry and the idiosyncratic volatility puzzle.pdf
Arbitrage asymmetry and the idiosyncratic volatility puzzle - 198.53 KB
- 2015-6-10
- 212.84 KB
- 2015-4-8
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398-Pricing of Cross-sectional Idiosyncratic Volatility and Liquidity Bias in Em.rar
本附件包括：- 398-Pricing of Cross-sectional Idiosyncratic Volatility and Liquidity Bias in Emerging Market.pdf
- 206.91 KB
- 2012-4-19
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8-2 High Idiosyncratic Volatility and Low Returns, International and Further US .pdf
- 591.32 KB
- 2012-3-22
- 4.26 MB
- 2012-3-22
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本附件包括：
- 374-我国商业银行收入结构多元化对银行风险的影响.doc
- 375-市场竞争、产权改革与商业银行贷款行为转变.doc
- 376-市场群体的交易性条件反射及其量化方法.pdf
- 377-信心比黄金更重要.doc
- 378-中国股票市场上的“隔夜效应”和“午间效 应”研究.doc
- 390-基金大比例分红之谜.docx
- 391-异质偏好、认知偏差与资产定价.doc
- 393-行为金融视角下的人民币汇率决定模型_理论与实证.doc
- 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
- 402-Stock Return Predictability of Implied Volatilities ：A Study of the Industry Effect.docx
- 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
- 411-不同类型投资者对年报信息反应.doc
- 415-中国AH股溢价问题研究.doc
- 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
- 423-基于内生结构变化的中国股票收益序列的极端风险研究.doc
- 425-Beta系数跨期时变吗？.doc
- 427-Improved Stock Market Prediction by Comb ining SVM and EMD(金融学年会).pdf
- 428-基于风险补偿的企业债券定价.doc
- 429-订单配置模型.docx
- 430-牛熊市视角下的资产配置（投稿）.docx
- 435-不对称信息下的资产链定价研究.pdf
- 439-金融资产定价异常与资产定价模型.doc
- 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
- 448-中国股市泡沫的三区制特征和基于异质信念的解释.doc
- 453-Index Investments and Financialization of Commodities.pdf
- 454-我国股票市场反应不足还是反应过度？（中国金融学年会）.doc
- 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
- 462-Access to Equity Markets, Corporate Investments and Stock Returns International Evidence.pdf
- 463-房地产价格波动与货币政策调控（金融学年会）.doc
- 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
- A02_刘威_陆军 中国动态金融状况指数及其在前瞻性泰勒规则中的检验.doc
- A03_赵向琴 信息透明度、信息风险和股价暴跌关系研究.doc
- A04_李善民 Theory of Consumers' Attitude to Investment Revenue.doc
- A05_张学勇 Voluntary disclosure_cost of equity.doc
- A06_姚益龙、梁红玉 媒体监督与企业价值的关系研究.doc
- 10.16 MB
- 2011-5-9
- 209.23 KB
- 2011-2-10
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Top 10 most-read articles for Journal of Financial and Quantitative Analysis in 2010.rar
本附件包括：- An Epidemic Model of Investor Behavior.pdf
- Clientele Change, Liquidity Shock, and the Return on Financially Distressed Stocks.pdf
- Do Firms Target Credit Ratings or Leverage.pdf
- How Does Liquidity Affect Government Bond Yields.pdf
- Is There Shareholder Expropriation in the United States An Analysis of Publicly Traded Subsidiaries.pdf
- Predicting Global Stock Returns.pdf
- Predicting Hedge Fund Failure A Comparison of Risk Measures.pdf
- Stock and Bond Market Liquidity A Long-Run Empirical Analysis.pdf
- The Determinants of Credit Default Swap Premia.pdf
- The Information Content of Idiosyncratic Volatility.pdf
- 2.24 MB
- 2011-2-10
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本附件包括：
- 1-INITIAL RETURN IS SAMLLER THAN UNDERPRICING.pdf
- 104-全球金融一体化与中国对外资产结构异象.pdf
- 126-人民币汇率预期特征研究——基于金融机构调查数据的实证分析(李晓峰）.pdf
- 159-基于生产函数法的季度潜在产出估计.pdf
- 168-我国货币政策工具最优选择的考 察-基于普勒规则的扩展.pdf
- 182-最优财政和货币政策及其福利效应分析.pdf
- 190-经济二元、结构效应与转轨时期的货币长期非中性.pdf
- 2-It Pays to Follow the Leader- Acquiring Targets Picked by Private Equity.pdf
- 226-One Factor CVA Model for CDS with Counterparty Credit Risk in the Reduced Form Framework.pdf
- 234-投资者情绪对证券价格波动的影响的理论分析、建模与模拟－会议投稿.pdf
- 245-带两因素随机波动的衍生证券最优投资策略.pdf
- 252-风险中性高阶矩：特征、风险与应用.pdf
- 259-金融资产的动态非线性相关--一个新的模型.pdf
- 260-包含定价噪音期权价格中的风险中性密度估计.pdf
- 284-是谁加剧了知情交易.pdf
- 285-我国外汇市场压力研究--基于马尔可夫区制转换方法（定稿陈娟）.pdf
- 296-基于动态随机一般均衡模型的房地产市场结构与宏观经济波动研究（中国金融学年会）.pdf
- 301-基于二手市场与理性预期的房地产市场机制研究.pdf
- 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
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Forecasting foreign exchange rates using idiosyncratic volatility.PDF
- 182.65 KB
- 2010-11-26
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The Idiosyncratic Volatility Puzzle Time Trend or Speculative Episodes.pdf
- 460.52 KB
- 2009-9-10
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The Idiosyncratic Volatility Puzzle-Time Trend or Speculative Episodes.pdf
- 460.52 KB
- 2009-9-10
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