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长江：正教授, 4 名, 曹辉宁，陈志武，梅建平，黄明，zhou chunsheng，总前三篇引用次数：2245，平均：449 香港科大: 正教授, 7 名, 前三篇总影响: 2705, 平均:386 Visiting Faculty | | | | | Visiting Professor | Prof | Salih NEFTCI | | | Visiting Professor | Prof | Burno SOLNIK | |
KC CHAN,An Empirical Comparison of Alternative Models of the Short-Term Interest Rate - 每组 4 个 »
KC Chan, GA Karolyi, FA Longstaff, AB Sanders - The Journal of Finance, 1992 - JSTOR
1210 The Journal of Finance of the short-term riskless rate. The primary reason for this has probably been the lack of a
common framework in which different models could be nested and their performance benchmarked. Without a common
framework, it is difficult to evaluate relative ...
被引用次数：481 - 相关文章 - 网页搜索
Structural and Return Characteristics of Small and Large Firms - 每组 2 个 »
KC Chan, NF Chen - The Journal of Finance, 1991 - JSTOR
1468 The Journal of Finance ture tend to be what we call marginal firms. They have lost market value because of poor
performance, they are inefficient producers, and they are likely to have high financial leverage and cash flow problems.
They are marginal in the sense that their prices tend ...
被引用次数：147 - 相关文章 - 网页搜索
Global Financial Markets and the Risk Premium on US Equity - 每组 8 个 »
KC Chan, GA Karolyi, RM Stulz - 1992 - NBER
... returns including the Nikkei 225 Stock Average, Morgan Stanley Japan and Morgan
Stanley EAFE indices. KC
Chan G. Andrew Karolyi Associate Professor Assistant Professor
Faculty of Finance Faculty of Finance College of Business College of Business ...
被引用次数：118 - 相关文章 - 网页搜索 - 图书馆搜索
Yuk-Shee Chan, Is Fairly Priced Deposit Insurance Possible? - 每组 4 个 »
YS Chan, SI Greenbaum, AV Thakor - The Journal of Finance, 1992 - JSTOR
228 The Journal of Finance measurement and implementation problems owing to observability consider- ations (Pyle
(1984)). In particular, a DI's assets normally embody private information, and as a practical matter this precludes
conditioning the deposit insurance premium directly on ...
被引用次数：113 - 相关文章 - 网页搜索 - 图书馆搜索
Learning, Corporate Control and Performance Requirements in Venture Capital Contracts - 每组 2 个 »
YS Chan, D Siegel, AV Thakor - International Economic Review, 1990 - JSTOR
VENTURE CAPITAL CONTRACTS 381 DIZARD, JOHN W., "Do We Have Too Many Venture Capitalists?" Fortune (October 4, 1982),
106-112. FUDENBERG, DREW AND JEAN TIROLE, "Moral Hazard and Renegotiation in Agency Contracts," MIT working paper,
February 1988. GROSSMAN, SANFORD AND OLIVER D. HART, ...
被引用次数：98 - 相关文章 - 网页搜索
in Loan Agreements - 每组 2 个 »
YS Chan, G Kanatas - Journal of Money, Credit and Banking, 1985 - JSTOR
YUK-SHEE CHAN AND GEORGE KANATAS : 85 incorporates the expected loss of the asset, as well as any associated transaction
costs as in the other types of loan agreement.2 The existing literature has focused on the latter type of loan agreement
and emphasized the role of collateral in providing a ...
被引用次数：86 - 相关文章 - 网页搜索
Bruno Solnik Is the Correlation in International Equity Returns Constant - 每组 6 个 »
F Longin, B Solnik - Journal of International Money and Finance, 1995 - hec.ca
S UTTERWORTH E I N E M A N N Journal of International Money and Finance, Vol. 14, No, 1, pp. 3-26, 1995 Copyright (:
1995 Elsevier Science Ltd Printed in Great Britain. All rights reserved 0261-5606(94)00001-8 0261-5606/95 $10.00 + 0.00
... Is the correlation in international equity returns ...
被引用次数：300 - 相关文章 - www.hec.ca/~p283/gii/Longin_Solnik.pdf+b+solnik+finance" target="nw">HTML 版 - 网页搜索 - 图书馆搜索
Extreme Correlation of International Equity Markets - 每组 18 个 »
F Longin, B Solnik - The Journal of Finance, 2001 - Blackwell Synergy
ABSTRACT Testing the hypothesis that international equity market correlation increases in volatile times is a difficult
exercise and misleading results have often been re- ported in the past because of a spurious relationship between
correlation and vol- atility. Using “extreme value ...
被引用次数：263 - 相关文章 - 网页搜索 - 图书馆搜索
The World Price of Foreign Exchange Risk - 每组 9 个 »
B Dumas, B Solnik - NBER Working Paper, 1993 - papers.ssrn.com
Abstract: We consider a world capital market in which the investor population is heterogenous. Investors of different
countries differ in the prices of goods at which they consume the income from their investors. In such a setting, the
international CAPM incorporates rewards for exchange ...
被引用次数：230 - 相关文章 - 网页快照 - 网页搜索 - 图书馆搜索
Kalok Chan, A further analysis of the lead-lag relationship between the cash market and stock index futures … - 每组 4 个 »
K Chan - Review of Financial Studies - rfs.oupjournals.org
This article is based on one chapter of my dissertation completed at The Ohio State University. I would like to thank
the members of my dissertation committee-Warren Bailey, Andrew Karolyi, Francis Longstaff, and René Stulz
(chairman)–—for their generous support. This ...
被引用次数：118 - 相关文章 - 网页搜索
Why Option Prices Lag Stock Prices: A Trading-Based Explanation - 每组 2 个 »
K Chan, YP Chung, H Johnson - The Journal of Finance, 1993 - JSTOR
1960 The Journal of Finance five-minute interval. If no price is available for an interval, we use the price from the
previous interval. The bid-ask quotes for options are also obtained from the Berkeley tapes. We generate the stock price
series from the Transac- tion File of the Institute for ...
被引用次数：62 - 相关文章 - 网页搜索
Imperfect Information and Cross-Autocorrelation Among Stock Prices - 每组 2 个 »
K Chan - The Journal of Finance, 1993 - JSTOR
1212 The Journal of Finance signals about the value of other stocks.1 Each signal contains marketwide information and
uncorrelated noise, so that an extra signal diversifies the noise and provides more precise marketwide information. When
market makers condition prices only on their signals, ...
被引用次数：55 - 相关文章 - 网页搜索
kuo-chiang wei Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? - 每组 18 个 »
K Daniel, S Titman, KCJ Wei - The Journal of Finance, 2001 - Blackwell Synergy
* Daniel is at the Kellogg Graduate School of Management, Northwestern University and NBER. Titman is at the Department
of Finance, University of Texas at Austin. Wei is at the Department of Finance, Hong Kong University of Science and
Technology. The authors appre- ciate the helpful ...
被引用次数：65 - 相关文章 - 网页搜索 - 图书馆搜索
Institutional Ownership and Changes in the S& 500
SW Pruitt, KCJ Wei - The Journal of Finance, 1989 - ideas.repec.org
Several recent articles have provided new evidence for the existence of price pressures by examining the price and
volume effects associated with changes in the S& 500. The present study extends this work by examining actual changes
in institutional holdings following both additions to, ...
被引用次数：34 - 相关文章 - 网页快照 - 网页搜索
Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging … - 每组 3 个 »
ACW Chui, KCJ Wei - Pacific-Basin Finance Journal, 1998 - ingentaconnect.com
This paper investigates the relationship between expected stock returns and market beta, book-to-market equity, and size
in five Pacific-Basin emerging markets: Hong Kong, Korea, Malaysia, Taiwan, and Thailand. In all the markets examined,
the relationship between average stock return and ...
被引用次数：34 - 相关文章 - 网页搜索
s neftci Are Economic Time Series Asymmetric over the Business Cycle? - 每组 3 个 »
SN Neftci - The Journal of Political Economy, 1984 - JSTOR
ECONOMIC TIME SERIES 3 11 particular, I claim that hypotheses relating to sample path properties may be reduced to
restrictions on transition probabilities from one state to another and tested using the likelihood function. For ex-
ample, given a time series {Xt), one can define a ...
被引用次数：244 - 0DU6vduDt4J:scholar.google.com/" target="nw">相关文章 - 网页搜索 Optimal Prediction of Cyclical Downturns
SN Neftci - Journal of Economic Dynamics and Control, 1982 - ideas.repec.org
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about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note
that these files are not on the IDEAS site. Please be ...
被引用次数：68 - 相关文章 - 网页快照 - 网页搜索相关文章 - 网页快照 - 网页搜索相关文章 - 网页快照 - 网页搜索相关文章 - 网页快照 - 网页搜索相关文章 - 网页快照 - 网页搜索相关文章 - 网页快照 - 网页搜索相关文章 - 网页快照 - 网页搜索 - 相关文章 - 网页快照 - 网页搜索 Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of" … - 每组 3 个 »
SN Neftci - The Journal of Business, 1991 - JSTOR
550 Journal of Business Normally, just the resources spent on using and developing new forms of technical analysis
should provide sufficient motivation for this article. However, a series of interesting papers makes such a study more
relevant. For example, Brockett, Hinich, and Patterson ...
被引用次数：77 - 相关文章 - 网页搜索 Sudipto Dasgupta Pricing strategy and financial policy - 每组 10 个 »
S Dasgupta, S Titman - Review of Financial Studies - rfs.oupjournals.org
We wish to thank Franklin Allen (the editor), two anonymous referees, Elazar Berkovitch, Vojislav Maksimovic, Josef
Zechner, and Jaime Zender for helpful comments. We also thank seminar participants at Columbia University, Duke Uni-
versity, Gothenburg University, HKUST, Indian ...
被引用次数：45 - 相关文章 - 网页搜索 - 图书馆搜索
Managing procurement auctions - 每组 2 个 »
S Dasgupta, DF Spulber - Information Economics and Policy, 1989 - ideas.repec.org
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about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note
that these files are not on the IDEAS site. Please be ...
被引用次数：34 - 相关文章 - 网页快照 - 网页搜索
Sunk Investment, Bargaining and Choice of Capital Structure - 每组 2 个 »
S Dasgupta, K Sengupta - International Economic Review, 1993 - JSTOR
220 SUDIPTO DASGUPTA AND KUNAL SENGUPTA ISRAEL, R., "Capital Structure and the Market for Corporate Control: The
Defensive Role of Debt Financing," Journal of Finance 46 (1991), 1391-1409. , "Capital and Ownership Structures, and the
Market for Corporate Control," Review of Financial ...
被引用次数：33 - 相关文章 - 网页搜索
Pricing strategy and financial policy - 每组 10 个 »
S Dasgupta, S Titman - Review of Financial Studies - rfs.oupjournals.org
We wish to thank Franklin Allen (the editor), two anonymous referees, Elazar Berkovitch, Vojislav Maksimovic, Josef
Zechner, and Jaime Zender for helpful comments. We also thank seminar participants at Columbia University, Duke Uni-
versity, Gothenburg University, HKUST, Indian ...
被引用次数：45 - 相关文章 - 网页搜索 - 图书馆搜索
Managing procurement auctions - 每组 2 个 »
S Dasgupta, DF Spulber - Information Economics and Policy, 1989 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to view it first. Information
about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note
that these files are not on the IDEAS site. Please be ...
被引用次数：34 - 相关文章 - 网页快照 - 网页搜索
Sunk Investment, Bargaining and Choice of Capital Structure - 每组 2 个 »
S Dasgupta, K Sengupta - International Economic Review, 1993 - JSTOR
220 SUDIPTO DASGUPTA AND KUNAL SENGUPTA ISRAEL, R., "Capital Structure and the Market for Corporate Control: The
Defensive Role of Debt Financing," Journal of Finance 46 (1991), 1391-1409. , "Capital and Ownership Structures, and the
Market for Corporate Control," Review of Financial ...
被引用次数：33 - 相关文章 - 网页搜索
Pricing strategy and financial policy - 每组 10 个 »
S Dasgupta, S Titman - Review of Financial Studies - rfs.oupjournals.org
We wish to thank Franklin Allen (the editor), two anonymous referees, Elazar Berkovitch, Vojislav Maksimovic, Josef
Zechner, and Jaime Zender for helpful comments. We also thank seminar participants at Columbia University, Duke Uni-
versity, Gothenburg University, HKUST, Indian ...
被引用次数：45 - 相关文章 - 网页搜索 - 图书馆搜索
Managing procurement auctions - 每组 2 个 »
S Dasgupta, DF Spulber - Information Economics and Policy, 1989 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to view it first. Information
about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note
that these files are not on the IDEAS site. Please be ...
被引用次数：34 - 相关文章 - 网页快照 - 网页搜索
Sunk Investment, Bargaining and Choice of Capital Structure - 每组 2 个 »
S Dasgupta, K Sengupta - International Economic Review, 1993 - JSTOR
220 SUDIPTO DASGUPTA AND KUNAL SENGUPTA ISRAEL, R., "Capital Structure and the Market for Corporate Control: The
Defensive Role of Debt Financing," Journal of Finance 46 (1991), 1391-1409. , "Capital and Ownership Structures, and the
Market for Corporate Control," Review of Financial ...
被引用次数：33 - 相关文章 - 网页搜索
Pricing strategy and financial policy - 每组 10 个 »
S Dasgupta, S Titman - Review of Financial Studies - rfs.oupjournals.org
We wish to thank Franklin Allen (the editor), two anonymous referees, Elazar Berkovitch, Vojislav Maksimovic, Josef
Zechner, and Jaime Zender for helpful comments. We also thank seminar participants at Columbia University, Duke Uni-
versity, Gothenburg University, HKUST, Indian ...
被引用次数：45 - 相关文章 - 网页搜索 - 图书馆搜索
Managing procurement auctions - 每组 2 个 »
S Dasgupta, DF Spulber - Information Economics and Policy, 1989 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to view it first. Information
about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note
that these files are not on the IDEAS site. Please be ...
被引用次数：34 - 相关文章 - 网页快照 - 网页搜索
Sunk Investment, Bargaining and Choice of Capital Structure - 每组 2 个 »
S Dasgupta, K Sengupta - International Economic Review, 1993 - JSTOR
220 SUDIPTO DASGUPTA AND KUNAL SENGUPTA ISRAEL, R., "Capital Structure and the Market for Corporate Control: The
Defensive Role of Debt Financing," Journal of Finance 46 (1991), 1391-1409. , "Capital and Ownership Structures, and the
Market for Corporate Control," Review of Financial ...
被引用次数：33 - 相关文章 - 网页搜索
Pricing strategy and financial policy - 每组 10 个 »
S Dasgupta, S Titman - Review of Financial Studies - rfs.oupjournals.org
We wish to thank Franklin Allen (the editor), two anonymous referees, Elazar Berkovitch, Vojislav Maksimovic, Josef
Zechner, and Jaime Zender for helpful comments. We also thank seminar participants at Columbia University, Duke Uni-
versity, Gothenburg University, HKUST, Indian ...
被引用次数：45 - 相关文章 - 网页搜索 - 图书馆搜索
Managing procurement auctions - 每组 2 个 »
S Dasgupta, DF Spulber - Information Economics and Policy, 1989 - ideas.repec.org
If you experience problems downloading a file, check if you have the proper application to view it first. Information
about this may be contained in the File-Format links below. In case of further problems read the IDEAS help file. Note
that these files are not on the IDEAS site. Please be ...
被引用次数：34 - 相关文章 - 网页快照 - 网页搜索
Sunk Investment, Bargaining and Choice of Capital Structure - 每组 2 个 »
S Dasgupta, K Sengupta - International Economic Review, 1993 - JSTOR
220 SUDIPTO DASGUPTA AND KUNAL SENGUPTA ISRAEL, R., "Capital Structure and the Market for Corporate Control: The
Defensive Role of Debt Financing," Journal of Finance 46 (1991), 1391-1409. , "Capital and Ownership Structures, and the
Market for Corporate Control," Review of Financial ...
被引用次数：33 - 相关文章 - 网页搜索
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