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长江：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 中欧：张春，高岩，赵欣舸，许小年，张逸民，谢家伦，朱煜, 总前三篇引用次数, 480，平均：69 An Analysis of Default Correlations and Multiple Defaults - UC-eLinks - group of 6 »
C Zhou - The Review of Financial Studies, 2001 - JSTOR
... Berkeley. Zhou, C., 2001a, "The Term Structure of Credit Spreads with Jump
Risk," forthcoming, Journal of Banking and Finance. Zhou
...
Cited by 59 - Related Articles - Web Search - BL Direct
The Term Structure of Credit Spreads with Jump Risk - UC-eLinks - group of 2 »
C Zhou - Journal of Banking and Finance, 2001 - 162.105.29.159
... 2016 C. Zhou / Journal of Banking & Finance 25 (2001) 2015±2040 Page 3. ...
C. Zhou /
Journal of Banking & Finance 25 (2001) 2015±2040 2017 Page 4. ...
Cited by 70 - Related Articles - View as HTML - Web Search
The illusory nature of momentum profits - UC-eLinks - group of 13 »
DA Lesmond, MJ Schill, C Zhou - Journal of Financial Economics, 2004 - faculty.darden.virginia.edu
... Lesmond a , Michael J. Schill b* , Chunsheng Zhou
c
... of Virginia, Charlottesville,
VA, USA c Guanghua School ... Meetings, and the 2002 Global Finance Conference in ...
Cited by 72 - Related Articles - View as HTML - Web Search
曹辉宁 图书] International Portfolio Investment Flows - 每组 6 个 »
MJ Brennan, HH Cao - 1995 - ideas.repec.org
This paper develops a model of international equity portfolio investment flows based on differences in informational
endowments between foreign and domestic investors. It is shown that when domestic investors possess a cumulative
informati on advantage over foreign investors about ...
被引用次数：254 - 相关文章 - 网页快照 - 网页搜索 - 图书馆搜索
Imperfect Competition among Informed Traders - 每组 6 个 »
K BACK, C[H]H CAO, GA WILLARD - THE JOURNAL OF FINANCE, 2000 - ingentaconnect.com
ABSTRACT We analyze competition among informed traders in the continuous-time Kyle 1985! model, as Foster and
Viswanathan1996! do in discrete time. We explic- itly describe the unique linear equilibrium when signals are
imperfectly cor- related and confirm the conjecture of ...
被引用次数：67 - 相关文章 - 网页搜索 Inventory Information - 每组 12 个 »
HH Cao, MDD Evans, RK Lyons - Journal of Business, 2004 - journals.uchicago.edu
When information about fundamentals is symmetric, can information-based trade still arise? Consider bond and foreign
exchange (FX) markets, where private information about nominal cash flows is generally absent, but participants are
convinced that superior information exists. We analyze ...
被引用次数：52 - 相关文章 - 网页搜索 - 图书馆搜索
International Portfolio Equity Flows
M Brennan, H Cao - Journal of Finance, 1997 - papers.ssrn.com
Abstract: This paper develops a model of international equity portfolio investment flows based on differences in
informational endowments between foreign and domestic investors. It is shown that when domestic investors possess a
cumulative information advantage over foreign investors ...
被引用次数：10 - 相关文章 - 网页快照 - 网页搜索
[引用] International portfolio investment# ows
M Brennan, H Cao - Journal of Finance, 1997
被引用次数：10 - 相关文章 - 网页搜索 黄明 Prospect Theory and Asset Prices - 每组 12 个 »
NC Barberis, M Huang, T Santos - 1999 - NBER
Working Paper 7220 http://www.nber.org/papers/w7220 ... NATIONAL BUREAU OF ECONOMIC RESEARCH 1050 Massachusetts Avenue
Cambridge, MA 02138 July 1999 ... We thank many of our colleagues for helpful discussions. All opinions expressed are
those of the authors and not those of the National ...
被引用次数：334 - 相关文章 - 网页搜索 - 图书馆搜索
Mental Accounting, Loss Aversion, and Individual Stock Returns - 每组 14 个 »
N BARBERIS, M HUANG - THE JOURNAL OF FINANCE, 2001 - ingentaconnect.com
ABSTRACT We study equilibrium firm-level stock returns in two economies: one in which in- vestors are loss averse over
the fluctuations of their stock portfolio, and another in which they are loss averse over the fluctuations of individual
stocks that they own. Both approaches can shed light on ...
被引用次数：144 - 相关文章 - 网页搜索 - 图书馆搜索
How Much of the Corporate-Treasury Yield Spread is Due to Credit Risk? - 每组 12 个 »
J Huang, M Huang - unpublished paper, Graduate School of Business, Stanford …, 2003 - dse.univr.it
1 We thank Ed Altman, Nick Barberis, Pierre Collin-Dufresne, Qiang Dai, Greg Duffee, Darrell Duffie, Amit Goyal, Jean
Helwege, Alfredo Iba˜nez, Jun Pan, Stephen Schaefer, Ken Singleton, Suresh Sundaresan, Sheridan Titman, and seminar
participants at Baruch, Berkeley-Stanford joint ...
被引用次数：161 - 相关文章 - HTML 版 - 网页搜索
陈志武 Empirical Performance of Alternative Option Pricing Models - 每组 10 个 »
G Bakshi, C Cao, Z Chen - The Journal of Finance, 1997 - bmgt1-notes.umd.edu
... 9 Page 12. risk J ( t ) dq ( t ) are all rewarded. For instance, Bakshi and Chen
(1997a) and Bates (1996a,c) provide such examples in which each risk factor earns
a risk premium proportional to the factor itself. ... its current price. Then, B ( ...
被引用次数：590 - 相关文章 - HTML 版 - 网页搜索
Portfolio performance measurement: theory and applications - 每组 9 个 »
Z Chen, PJ Knez - Review of Financial Studies - rfs.oupjournals.org
This article supercedes two previous papers respectively titled, “A Pric- ing Operator Based Approach to Performance
Evaluation” and “Mutual Fund Performance: A Nonparametric Empirical Investigation.” The authors would like to
thank John Cochrane, Wayne Ferson, William Goetzmann, ...
被引用次数：100 - 相关文章 - 网页搜索
The Spirit of Capitalism and Stock-Market Prices - 每组 2 个 »
GS Bakshi, Z Chen - The American Economic Review, 1996 - JSTOR
134 THE AMERICAN ECONOMIC REVIEW MARCH 1996 however, is not consistent with the empirical evidence that no significant
difference exists in the rate of asset decumulation between the elderly with and without children (Michael D. Hurd,
1986). Given that increasing consump- tion rewards ...
被引用次数：107 - 相关文章 - 网页搜索
梅建平 Measuring International Economic Linkages with Stock Market Data - 每组 5 个 »
J Ammer, J Mei - The Journal of Finance, 1996 - JSTOR
1744 The Journal of Finance mask the true degree of integration.~ In this article, we develop a new frame- work in which
one can measure both financial and real economic integration by analyzing covariation between components of returns on
national stock mar- kets. By examining the comovement ...
被引用次数：74 - 相关文章 - 网页搜索 - 图书馆搜索
The predictability of returns on equity REITs and their co-movement with other assets - 每组 2 个 »
CH Liu, J Mei - The Journal of Real Estate Finance and Economics, 1992 - Springer
Recent evidence suggests that the variation in the expected excess returns is predictable and arises from changes in
business conditions. Using a multifactor latent variable model with time-varying risk premiums, we decom- pose excess
returns into expected and unexpected excess returns to ...
被引用次数：78 - 相关文章 - 网页搜索 - 图书馆搜索
Where do betas come from? Asset price dynamics and the sources of systematic risk - 每组 8 个 »
JY Campbell, J Mei - Review of Financial Studies - rfs.oupjournals.org
We wish to thank Wayne Ferson (the referee). Robert Stambaugh (the editor). and Chester Spatt (the executive editor) for
helpful comments. Campbell acknowledges financial support from the National Science Foundation and the Sloan Foundation.
Mei has received financial support from the New York ...
被引用次数：63 - 相关文章 - 网页搜索 - 图书馆搜索
钟锐 Regulation Fair Disclosure and Earnings Information: Market, Analyst, and Corporate Responses - 每组 6 个 »
W BAILEY, H LI, CX MAO, RUI ZHONG - THE JOURNAL OF FINANCE, 2003 - ingentaconnect.com
ABSTRACT With the adoption of Regulation Fair Disclosure (Reg FD), market behavior around earnings releases displays no
signi¢cant change in return volatility (after controlling for decimalization of stock trading) but signi¢cant in-
creases in trading volume due to di¡erence in opinion. ...
被引用次数：33 - 相关文章 - 网页搜索
An approximate formula for pricing American Options - 每组 4 个 »
N Ju, R Zhong - Journal of Derivatives, Winter, 1999 - rhsmith.umd.edu
An approximate formula for pricing American options along the lines of MacMillan [1986] and Barone-Adesi and Whaley
[1987] is presented. This analytical approxima- tion is as efficient as the existing ones, but it is remarkably more
accurate. In particular, it yields good results for ...
被引用次数：13 - 相关文章 - www.rhsmith.umd.edu/faculty/nju/JZ99JD.pdf+r+zhong+finance" target="nw">HTML 版 - 网页搜索
Regulation FD and Market Behavior around Earnings Announcements: Is the Cure Worse than the Disease? - 每组 2 个 »
W Bailey, H Li, CX Mao, R Zhong - Journal of Finance, 2003 - 207.36.165.114
... Warren Bailey, Haitao Li, Connie X. Mao, and Rui Zhong * ... We thank Haluk Unal for
helpful discussions, Charles MC Lee for help in obtaining the First/Call database,
and Mancang Dong for technical support. © 2002 Warren Bailey, Haitao Li, Connie ...
被引用次数：6 - 相关文章 - HTML 版 - 网页搜
张春， Human Capital Investment under Asymmetric Information: The Pigovian Conjecture Revisited - 每组 4 个 »
C Chang, Y Wang - Journal of Labor Economics, 1996 - JSTOR
... Investment 519 Chang, Chun, and Wang, Yijiang. "A Framework for Understanding Dif-
ferences in Labor Turnover and Human Capital Investment." Journal of Economic Behavior
and Organization 28 (1995): 91-105. Gibbons, Robert, and Katz, Lawrence ...
被引用次数：96 - 相关文章 - 网页搜索
The Nature of the Township-Village Enterprise
C Chun, W Yijiang - Journal of Comparative Economics, 1994 - 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：91 - 相关文章 - 网页快照 - 网页搜索
and Universal Banking - 每组 13 个 »
JH Boyd, C Chang, BD Smith - Journal of Money, Credit & Banking, 1998 - questia.com
... Moral hazard under commercial and universal banking. by John H. Boyd , Chun
Chang ,
Bruce D. Smith. For Many ... u. 1. Information. We assume that there are two kinds of
informational asymmetries associated with the provision of external finance
...
被引用次数：51 - 相关文章 - 网页搜索
高岩，
Trading in Target Stocks before Takeover Announcements
Y Gao, D Oler - 2004 - indiana.edu
We investigate trading activity in target stocks before takeover announcements. We find that higher-than-normal volume
precedes significant share price movement by about seven days, and over that period active buyer-initiated trades are
offset by active seller-initiated trades. We evaluate ...
被引用次数：2 - 相关文章 - www.indiana.edu/~aisdept/people/files/Oler/takeover%2520Oct%252026_04_withident.pdf+y+gao+finance" target="nw">HTML 版 - 网页搜索 Information differential geometry of incomplete markets - 每组 2 个 »
Y Gao, KG Lim, KH Ng - Preprint, RPS, 2001 - mysmu.edu
We propose a new information geometrical framework for the study of pric- ing and portfolio optimization problems of
incomplete markets. We show that the dual of the utility function is the entropy on the manifold of equivalent mar-
tingale measures. The optimal portfolio and ...
被引用次数：2 - 相关文章 - www.mysmu.edu/faculty/kglim/Incomplete%2520Markets%2520Pricing.pdf+y+gao+finance" target="nw">HTML 版 - 网页搜索 Primary versus Secondary Pricing of High-Yield Bonds - 每组 2 个 »
MS Fridson, Y Gao - Financial Analysts Journal, 1996 - CFA Institute
Previous research has found systematic underpricing of newly floated securities vis-A-vis secondary market levels. This
conclusion is based on the observation that primary issues provide superior risk-adjusted returns in the period
immediately dlowing issuance. Those returns, however, ...
被引用次数：1 - 相关文章 - 网页搜索 许小年 Ownership Structure, Corporate Governance, and Firms’ Performance: The Case of Chinese Stock … - 每组 6 个 »
X Xu, Y Wang - Policy Research Paper, 1794 - econ.worldbank.org
... FIRMS' PERFORMANCE: The Case of Chinese Stock Companies Xiaonian
Xu and Yan Wang*
Amherst College and The World Bank May 1997 ... Annex Tables Page 3. 2 OWNERSHIP STRUCTURE,
CORPORATE GOVERNANCE, AND FIRMS’ PERFORMANCE: The Case of Chinese Stock ...
被引用次数：54 - 相关文章 - HTML 版 - 网页搜索 - 图书馆搜索
[引用] Ownership Structure
X Xu, Y Wang - Corporate Governance, and Firm’s Performance: The Case of …, 1997
被引用次数：39 - 相关文章 - 网页搜索 以法人机构为主体建立公司治理机制和资本市场
许小年 - 改革, 1997 - 维普资讯
... 上市公司和非上市公司的台并等问题上都有很多限制，这些限制都应取消。
这方面在国际上都有很多现成的经验和做法是可以借鉴的，有的甚至可以直接拿过来用
Ｎ胰衔*，应该把现行的工商、金融、税收等政策，还有《公司法 ...
被引用次数：31 - 相关文章 - 网页搜索
有效资本市场和中国经济改革
许小年 - 经济社会体制比较, 2000 - 维普资讯
... 除了上述列举的对企业的之外，还有货币政策目标。银行的特殊性还表现在它
的影响面上，企业资不抵债，破产关门只是一家企业的事情，银行如果资本金不足，
发生挤兑停业将危及千百家企业亚洲金融危机已经证明 ...
被引用次数：8 - 相关文章 - 网页搜索
[引用] Ownership Structure
X Xu, Y Wang - Corporate Governance, and Firm’s Performance: The Case of …, 1997
被引用次数：39 - 相关文章 - 网页搜索 以法人机构为主体建立公司治理机制和资本市场
许小年 - 改革, 1997 - 维普资讯
... 上市公司和非上市公司的台并等问题上都有很多限制，这些限制都应取消。
这方面在国际上都有很多现成的经验和做法是可以借鉴的，有的甚至可以直接拿过来用
Ｎ胰衔*，应该把现行的工商、金融、税收等政策，还有《公司法 ...
被引用次数：31 - 相关文章 - 网页搜索
有效资本市场和中国经济改革
许小年 - 经济社会体制比较, 2000 - 维普资讯
... 除了上述列举的对企业的之外，还有货币政策目标。银行的特殊性还表现在它
的影响面上，企业资不抵债，破产关门只是一家企业的事情，银行如果资本金不足，
发生挤兑停业将危及千百家企业亚洲金融危机已经证明 ...
被引用次数：8 - 相关文章 - 网页搜索
[引用] Ownership Structure
X Xu, Y Wang - Corporate Governance, and Firm’s Performance: The Case of …, 1997
被引用次数：39 - 相关文章 - 网页搜索 以法人机构为主体建立公司治理机制和资本市场
许小年 - 改革, 1997 - 维普资讯
... 上市公司和非上市公司的台并等问题上都有很多限制，这些限制都应取消。
这方面在国际上都有很多现成的经验和做法是可以借鉴的，有的甚至可以直接拿过来用
Ｎ胰衔*，应该把现行的工商、金融、税收等政策，还有《公司法 ...
被引用次数：31 - 相关文章 - 网页搜索
有效资本市场和中国经济改革
许小年 - 经济社会体制比较, 2000 - 维普资讯
... 除了上述列举的对企业的之外，还有货币政策目标。银行的特殊性还表现在它
的影响面上，企业资不抵债，破产关门只是一家企业的事情，银行如果资本金不足，
发生挤兑停业将危及千百家企业亚洲金融危机已经证明 ...
被引用次数：8 - 相关文章 - 网页搜索
[引用] Ownership Structure
X Xu, Y Wang - Corporate Governance, and Firm’s Performance: The Case of …, 1997
被引用次数：39 - 相关文章 - 网页搜索 以法人机构为主体建立公司治理机制和资本市场
许小年 - 改革, 1997 - 维普资讯
... 上市公司和非上市公司的台并等问题上都有很多限制，这些限制都应取消。
这方面在国际上都有很多现成的经验和做法是可以借鉴的，有的甚至可以直接拿过来用
Ｎ胰衔*，应该把现行的工商、金融、税收等政策，还有《公司法 ...
被引用次数：31 - 相关文章 - 网页搜索
有效资本市场和中国经济改革
许小年 - 经济社会体制比较, 2000 - 维普资讯
... 除了上述列举的对企业的之外，还有货币政策目标。银行的特殊性还表现在它
的影响面上，企业资不抵债，破产关门只是一家企业的事情，银行如果资本金不足，
发生挤兑停业将危及千百家企业亚洲金融危机已经证明 ...
被引用次数：8 - 相关文章 - 网页搜索
[引用] Ownership Structure
X Xu, Y Wang - Corporate Governance, and Firm’s Performance: The Case of …, 1997
被引用次数：39 - 相关文章 - 网页搜索 以法人机构为主体建立公司治理机制和资本市场
许小年 - 改革, 1997 - 维普资讯
... 上市公司和非上市公司的台并等问题上都有很多限制，这些限制都应取消。
这方面在国际上都有很多现成的经验和做法是可以借鉴的，有的甚至可以直接拿过来用
Ｎ胰衔*，应该把现行的工商、金融、税收等政策，还有《公司法 ...
被引用次数：31 - 相关文章 - 网页搜索
有效资本市场和中国经济改革
许小年 - 经济社会体制比较, 2000 - 维普资讯
... 除了上述列举的对企业的之外，还有货币政策目标。银行的特殊性还表现在它
的影响面上，企业资不抵债，破产关门只是一家企业的事情，银行如果资本金不足，
发生挤兑停业将危及千百家企业亚洲金融危机已经证明 ...
被引用次数：8 - 相关文章 - 网页搜索
[引用] Ownership Structure
X Xu, Y Wang - Corporate Governance, and Firm’s Performance: The Case of …, 1997
被引用次数：39 - 相关文章 - 网页搜索 以法人机构为主体建立公司治理机制和资本市场
许小年 - 改革, 1997 - 维普资讯
... 上市公司和非上市公司的台并等问题上都有很多限制，这些限制都应取消。
这方面在国际上都有很多现成的经验和做法是可以借鉴的，有的甚至可以直接拿过来用
Ｎ胰衔*，应该把现行的工商、金融、税收等政策，还有《公司法 ...
被引用次数：31 - 相关文章 - 网页搜索
有效资本市场和中国经济改革
许小年 - 经济社会体制比较, 2000 - 维普资讯
... 除了上述列举的对企业的之外，还有货币政策目标。银行的特殊性还表现在它
的影响面上，企业资不抵债，破产关门只是一家企业的事情，银行如果资本金不足，
发生挤兑停业将危及千百家企业亚洲金融危机已经证明 ...
被引用次数：8 - 相关文章 - 网页搜索
张逸民， Impact of Ownership and Competition on the Productivity of Chinese Enterprises - 每组 3 个 »
A Zhang, Y Zhang, R Zhao - 2001 - faculty.washington.edu
Considered as the key to the success of economic reform in China, the restructuring of Chinese state-owned enterprises
(SOEs) has encountered many difficulties and setbacks. There are two competing approaches to enterprise reform. The
market competition approach assumes that if the market ...
被引用次数：28 - 相关文章 - 网页搜索 - 图书馆搜索
[引用] Issues on liberalization of air cargo services in international aviation
A Zhang, Y Zhang - Journal of Air Transport Management, 2002
被引用次数：10 - 相关文章 - 网页搜索
The productivity effects of the liberalization of Japanese telecommunication policy - 每组 2 个 »
H Oniki, TH Oum, R Stevenson, Y Zhang - Journal of Productivity Analysis, 1994 - Springer
In the early 1980s, the Japanese government decided to pursue policies of liberalization that opened Japan's telecom-
munication market to competition and moved toward the privatization of Nippon Telegraph and Telephone (NTT), the
dominant domestic telecommunication service provider. ...
被引用次数：8 - 相关文章 - 网页搜索 - 图书馆搜索
谢家伦 ] How Real is Real Operating Option?
K Tse, M MacCulloch - 2002 - Nyenrode University Press
网页搜索 - 图书馆搜索
赵欣舸， Why are some mutual funds closed to new investors? - 每组 5 个 »
X Zhao - Journal of Banking and Finance, 2003 - ceibs.edu
... Tel.: +1-757-221-3267; fax: +1-757-221-2937. E-mail address: xinge.zhao@business.
wm.edu (X. Zhao). 0378-4266/$ - see front matter Ó 2003 Elsevier BV All rights reserved.
doi:10.1016/j.jbankfin.2003.06.003 www.elsevier.com/locate/econbase Journal ...
被引用次数：4 - 相关文章 - www.ceibs.edu/faculty/zxinge/closing-jbf.pdf+xinge+zhao+finance" target="nw">HTML 版 - 网页搜索
Entry decisions by mutual fund families - 每组 3 个 »
X Zhao - College of William & Mary mimeo, 2002 - business.wm.edu
Page 1. Entry decisions by mutual fund families * Xinge
Zhao School of Business
Administration PO Box 8795 College of William & Mary Williamsburg, VA 23187 Phone:
(757) 221-3267 Fax: (757) 221-2937 Email: xinge.zhao@business.wm.edu January ...
被引用次数：5 - 相关文章 - HTML 版 - 网页搜索
The role of brokers and financial advisors behind investments into load funds - 每组 8 个 »
X Zhao - 2003 - fma.org
Page 1. The role of brokers and financial advisors behind investments into load
funds * Xinge
Zhao School of Business Administration PO Box 8795 College of William
& Mary Williamsburg, VA 23187 Phone: (757) 221-3267 Fax: (757) 221-2937 Email ...
被引用次数：3 - 相关文章 - www.fma.org/Chicago/Papers/loadfunds-zhao.pdf+xinge+zhao+finance" target="nw">HTML 版 - 网页搜索 朱煜
Scenario Simulation: Theory and methodology - 每组 3 个 »
F Jamshidian, Y Zhu - Finance and Stochastics, 1996 - Springer
Abstract. This paper presents a new simulation methodology for quantitative risk analysis of large multi-currency
portfolios. The model discretizes the mul- tivariate distribution of market variables into a limited number of
scenarios. This results in a high degree of ...
被引用次数：47 - 相关文章 - 网页搜索 The Effects of Different Taxes on Risky and Risk-free Investment and on the Cost of Capital - 每组 3 个 »
Y Zhu, I Friend - The Journal of Finance, 1986 - JSTOR
54 The Journal of Finance taxation on the relative demand for risky assets unless the covariance between returns on
human and nonhuman wealth and the variation in tax rates applicable to different assets are very small. This paper
differs from the earlier papers not only in ...
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