Deuskar, Prachi, Joshua M. Pollet, Z. Jay Wang and Lu Zheng. The Good or the Bad? Which Mutual Fund Managers Join Hedge Funds?. The Review of Financial Studies, 2011, 24 (9): 3008-3024.
姜富伟, 凃俊, David E.Rapach, Jack K.Strauss, 周国富. 中国股票市场可预测性的实证研究. 金融研究, 2011 (9): 107-121.
Wu, Ting-Pin, and Son-Nan Chen. Valuation of CMS Spread Options With Nonzero Strike Rates in the LIBOR Market Model. Journal of Derivatives, 2011, 19 (1): 41-55.
Jiang, Fuxiu, Gregory R. Stone, Jianfei Sun, and Min Zhang. Managerial Hubris, Firm Expansion and Firm Performance. The Social Science Journal, 2011, 48.
Hou, Kewei, G. Andrew Karolyi, and Bong-Chan Kho. What Factors Drive Global Stock Returns?. The Review of Financial Studies, 2011, 24 (8): 2527-2574.
Delbaen, Fredd, Samuel Drapeau, and Michael Kupper. A von Neumann–Morgenstern Representation Result without Weak Continuity Assumption. Journal of Mathematical Economics, 2011, 47 (4-5): 401-408.
Kong, Aiguo, David E. Rapach, Jack K. Strauss, and Guofu Zhou. Predicting Market Components Out of Sample: Asset Allocation Implications. The Journal of Portfolio Management, 2011, 37 (4): 29-41.
Bao, Jack, Jun Pan, and Jiang Wang. The Illiquidity of Corporate Bonds. Journal of Finance, 2011, 66.
Anshuman, V. Ravi, John Martin, and Sheridan Titman. Accounting for Sovereign Risk When Investing in Emerging Markets. Journal of Applied Corporate Finance, 2011, 23 (2): 41-49.
Edelstein, Robert, Peng Liu, and Fang Wu. The Market for Real Estate Presales: a Theoretical Approach. Journal of Real Estate Finance and Economics, 2011, 45 (1): 30-48.
学术活动
more >>