目录
* Factor state–space models for high-dimensional realized covariance matrices of asset returns
资产收益的高维协方差矩阵的因子状态空间模型
* Does political connection distort competition and encourage corporate risk taking? International evidence
政治联系是否扭曲了竞争并鼓励企业承担风险?国际证据
* General managerial skills and corporate social responsibility
管理技能与企业社会责任
* Do structural breaks in volatility cause spurious volatility transmission?
波动率中的结构性突变是否会导致虚假的波动率传递?
* Discussions on the spurious hyperbolic memory in the conditional variance and a new model
条件方差中伪双曲记忆的讨论及一个新模型
* The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market
卖空和买入保证金对流动性的影响:来自中国股市的证据
* Do mega-mergers create value? The acquisition experience and mega-deal outcomes
大型并购能创造价值吗?收购经验和大交易的结果
* Global investigation on the country-level idiosyncratic volatility and its determinants
国家层面特质性波动及其决定因素的全球研究
* Are female top executives more risk-averse or more ethical? Evidence from corporate cash holdings policy
女性高管更厌恶风险还是道德感更高?来自公司现金持有政策的证据
* The long-run reversal in the long run: Insights from two centuries of international equity returns
长期反转:从两个世纪的国际股票回报中得出的证据
* Forecasting stock returns: A predictor-constrained approach
股票收益预测:一个预测约束方法
* Mutual fund selection for realistically short samples
实际短样本的共同基金选择
原文链接:https://www.sciencedirect.com/journal/journal-of-empirical-finance/vol/55/suppl/C
翻译者:陈然