Journal of Empirical Finance最新文献

英文中文

On evaluating the style-selection skill of hedge funds 评价对冲基金的风格选择技巧

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-12-08 DOI: 10.1016/j.jempfin.2025.101683

Xiaolin Ye, Baibing Li, Kai-Hong Tee

A distinctive feature of hedge funds is their dynamic style of trading; hedge funds may shift the investment style in their lifetime. Style shifting is a strategic decision for funds which is beyond the more traditional stock-picking and market-timing carried out at the operational level. This paper tests and validates the performance implications of style-selection skill of hedge funds. Based on the trading style identification through Probabilistic Principal Component Analysis and the measure of style-selection skill developed in this paper, we find that such skill has predictive power for future fund performance, persisting for up to one year. In addition, our findings reveal that funds exhibiting greater style-selection skill enhance the probability of survival. Furthermore, we show that smaller, solo-managed funds operated by managers with longer tenure and higher management fees tend to have greater style-selection skill. Our findings support investors’ decisions when selecting hedge funds. It also opens a new perspective for managerial skills in active money management, reflecting managers’ expertise in data processing about micro and macro information and shocks to achieve success, when considering the investment style.

对冲基金的一个显著特征是其动态的交易风格；对冲基金在其一生中可能会改变投资风格。对基金来说，风格转变是一种战略决策，它超越了在操作层面进行的更传统的选股和择时操作。本文检验并验证了对冲基金风格选择技能对业绩的影响。基于概率主成分分析的交易风格识别和本文开发的风格选择技巧度量，我们发现这种技巧对未来基金业绩具有预测能力，持续时间长达一年。此外，我们的研究结果表明，表现出更高风格选择技能的基金提高了生存的概率。此外，我们还表明，由任期较长、管理费较高的基金经理经营的规模较小、由个人管理的基金往往具有更强的风格选择技能。我们的研究结果支持投资者选择对冲基金时的决策。它还为主动资金管理的管理技能开辟了一个新的视角，反映了管理者在考虑投资风格时，在处理微观和宏观信息以及冲击方面的专业知识，以实现成功。

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引用次数: 0

The decay of cay 日蚀

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-11-28 DOI: 10.1016/j.jempfin.2025.101668

Moritz Dauber, Jochen Lawrenz

We revisit the ability of the consumption–wealth ratio (

c a y

) to forecast stock market returns and document a substantial decline in predictability over the last two decades. This decay of

c a y

goes along with a structural shift in the underlying cointegration relationship, which can be attributed to the fact that asset wealth evolves increasingly detached from aggregate consumption and labor income. We propose a new version of

c a y

derived only from the top 10% richest households and show that among various other proposed improvements of

c a y

, this appears as the most promising empirical proxy for the still appealing theory.

我们重新审视了消费财富比（day）预测股市回报的能力，并记录了过去二十年来可预测性的大幅下降。这种衰退伴随着潜在协整关系的结构性转变，这可以归因于资产财富越来越脱离总消费和劳动收入这一事实。我们提出了一个仅来自最富有的10%家庭的新版本的日，并表明在各种其他提出的日改进中，这似乎是最有希望的经验代理，仍然吸引人的理论。

引用次数: 0

A GARCH model with two volatility components and two driving factors 一个具有两个波动分量和两个驱动因子的GARCH模型

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-11-27 DOI: 10.1016/j.jempfin.2025.101671

Luca Vincenzo Ballestra , Enzo D’Innocenzo , Christian Tezza

We introduce a novel GARCH model that integrates two sources of uncertainty to better capture the rich, multi-component dynamics often observed in the volatility of financial assets. This model provides a quasi closed-form representation of the characteristic function for future log-returns, from which semi-analytical formulas for option pricing can be derived. A theoretical analysis is conducted to establish sufficient conditions for strict stationarity and geometric ergodicity, while also obtaining the continuous-time diffusion limit of the model. Empirical evaluations, conducted both in-sample and out-of-sample using S&P500 time series data, show that our model outperforms widely used single-factor models in predicting returns and option prices. The code for estimating the model, as well as for computing option prices, is made accessible in MATLAB language.¹

我们引入了一种新的GARCH模型，该模型集成了两种不确定性来源，以更好地捕捉在金融资产波动中经常观察到的丰富的多组分动态。该模型提供了未来对数收益特征函数的准封闭形式表示，由此可以导出期权定价的半解析公式。通过理论分析，建立了模型的严格平稳性和几何遍历性的充分条件，并得到了模型的连续时间扩散极限。使用s&p；P500时间序列数据进行的样本内和样本外实证评估表明，我们的模型在预测收益和期权价格方面优于广泛使用的单因素模型。估计模型的代码，以及计算期权价格的代码，都是用MATLAB语言编写的

引用次数: 0

Can mutual fund “stars” really pick stocks? New evidence from a wild bootstrap analysis 共同基金“明星”真的能选股吗？新的证据来自一个疯狂的自举分析

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-11-25 DOI: 10.1016/j.jempfin.2025.101673

Ulrich Hounyo , Jiahao Lin

This paper identifies the issue of “duplicate observations” in existing methods for analyzing mutual fund performance and proposes a solution using a novel wild bootstrap-based approach. Our proposed method preserves various characteristics of mutual fund databases, including entry/exit points for each fund (i.e., missing data) and cross-sectional information. We show that our proposed bootstrap tests have a near-optimal size and exhibit greater power compared to widely used standard bootstrap methods for evaluating mutual fund performance. Additionally, we present a new approach to picking the top-performing mutual funds. Our empirical results indicate that a measurable fraction of funds outperform the market.

本文确定了现有共同基金绩效分析方法中的“重复观察”问题，并使用一种新颖的基于野生引导的方法提出了解决方案。我们提出的方法保留了共同基金数据库的各种特征，包括每个基金的进入/退出点（即缺失数据）和横截面信息。我们表明，与广泛使用的评估共同基金绩效的标准自举方法相比，我们提出的自举测试具有接近最优的规模，并且表现出更大的能力。此外，我们提出了一种选择表现最好的共同基金的新方法。我们的实证结果表明，相当一部分基金的表现优于市场。

引用次数: 0

Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets? 了解欧洲的气候风险：转型和实物风险是否反映在股票和固定收益市场中？

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-11-20 DOI: 10.1016/j.jempfin.2025.101672

Nicola Bartolini, Silvia Romagnoli, Amia Santini

This study explores how climate-related risk factors influence the European equity and fixed-income markets. We examine the effect of specific physical risk drivers, including temperature fluctuations, drought, floods, wind, and wildfire risk, on both stocks and bonds. Additionally, we assess the impact of transition risk using two potential indicators: the log-returns of futures on European Carbon Allowances and a Transition Risk Index derived from credit default spreads. We also compare them to see if they carry the same information. Our findings reveal that climate risk variables have different effects on stocks and bonds, with stock returns appearing mostly unaffected by climate-related variables. In contrast, bond z-spreads show significant statistical relationships with both physical and transition climate risks. Physical risk, on average, rewards the green bonds in the sample, and penalizes the traditional bonds. As for transition risk, the two proxies are shown to capture different types of information and to affect different bonds. This suggests that credit default swaps are pricing a transition risk that goes beyond carbon emissions.

本研究探讨气候相关风险因素如何影响欧洲股票和固定收益市场。我们研究了具体的物理风险驱动因素，包括温度波动、干旱、洪水、风和野火风险，对股票和债券的影响。此外，我们使用两个潜在指标来评估转型风险的影响：欧洲碳配额期货的对数回报和由信用违约价差衍生的转型风险指数。我们也会比较它们，看它们是否携带相同的信息。我们的研究结果表明，气候风险变量对股票和债券的影响不同，股票收益似乎不受气候相关变量的影响。相比之下，债券z利差与物理和过渡气候风险都显示出显著的统计关系。平均而言，实物风险对样本中的绿色债券有利，而对传统债券不利。至于过渡风险，这两个代理显示捕获不同类型的信息并影响不同的债券。这表明，信用违约互换定价的是一种超越碳排放的转型风险。

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引用次数: 0

Information salience, investor attention, and stock price crash risk 信息显著性、投资者关注和股价崩盘风险

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-11-20 DOI: 10.1016/j.jempfin.2025.101670

Zhenshan Chen , Zhibing Li , Jie Liu , Xiaoyu Liu

We find that investor attention significantly increases stock price crash risk. To identify the causal effect, we employ daily repeated quasi-natural experiments where the difference of investor attention is not driven by stock fundamentals, but rather exogenous price rounding issue. This positive effect is more pronounced among firms with higher daily abnormal Baidu search index and higher abnormal small fund inflows ratio, but is mitigated for firms with more sophisticated investors, state-owned enterprise, and firms with relaxation of short-sale constraints. Additionally, we provide supporting evidence that information asymmetry triggered by noise attention serves as a channel through which investor attention amplifies stock price crash risk. Finally, we provide additional evidence illustrating the generalizability of our findings.

我们发现，投资者的关注显著增加了股价崩盘的风险。为了确定因果关系，我们采用每日重复的准自然实验，其中投资者注意力的差异不是由股票基本面驱动的，而是由外生价格舍入问题驱动的。这种正向效应在日异常百度搜索指数较高和异常小基金流入比例较高的公司中更为明显，但在投资者经验更丰富的公司、国有企业和卖空限制放宽的公司中有所缓解。此外，我们还提供了支持性证据，证明由噪音关注引发的信息不对称是投资者关注放大股价崩盘风险的一个渠道。最后，我们提供了额外的证据来说明我们的发现的普遍性。

引用次数: 0

Volatility and jumps in the Chinese Yuan using Gumbel distribution during the trade war and COVID-19 pandemic 在贸易战和COVID-19大流行期间，使用甘贝尔分布的人民币波动和跳跃

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-11-20 DOI: 10.1016/j.jempfin.2025.101669

Chae-Deug Yi

This study investigates the dynamic structure of intraday volatility and jump behavior in the Chinese yuan and US dollar exchange market by employing a Gumbel-distribution-based threshold derived from extreme value theory. Using five-minute high-frequency data over 2,450 trading days, we construct a daily jump probability index and examine its responsiveness to major economic shocks, including the U.S.–China trade war and the COVID-19 pandemic. Regression and simulation analyses (5,000 replications) show that the Gumbel-based jump metric provides superior explanatory power in detecting large and irregular jumps. The Gumbel distribution offers a clear and theoretically grounded thresholding mechanism, making it particularly effective in identifying episodic volatility clusters during the 2010s. Tests by Lee and Hannig (2010) and Laurent and Shi (2020) also suggest that the Gumbel jump statistic is more appropriate for capturing the frequent and discontinuous jumps in foreign exchange volatility. Furthermore, after filtering for intraday periodicity, the estimated jump probabilities significantly decline, indicating the importance of periodicity adjustment. This study also confirms that jump probabilities were notably higher during the U.S.–China trade war and the COVID-19 pandemic than in the overall sample period. Sensitivity tests on volatility filtering and simulation parameters further demonstrate the robustness of the Gumbel-based jump distribution.

本文采用基于甘贝尔分布的极值阈值理论，研究了人民币和美元外汇市场的日内波动和跳涨行为的动态结构。利用2450个交易日的5分钟高频数据，我们构建了每日跳跃概率指数，并研究了其对重大经济冲击的反应，包括美中贸易战和COVID-19大流行。回归和模拟分析（5000次重复）表明，基于gumbel的跳跃度量在检测大的和不规则的跳跃方面提供了优越的解释力。Gumbel分布提供了一个清晰的、理论上有根据的阈值机制，使其在识别2010年代的偶发性波动簇方面特别有效。Lee和Hannig（2010）以及Laurent和Shi（2020）的检验也表明，冈贝尔跳跃统计量更适合捕捉外汇波动的频繁和不连续跳跃。此外，在对日内周期性进行过滤后，估计的跳跃概率显著下降，表明周期性调整的重要性。该研究还证实，在美中贸易战和新冠肺炎大流行期间，跳跃概率明显高于整个样本时期。对波动率滤波和仿真参数的敏感性测试进一步证明了基于gumbel的跳跃分布的鲁棒性。

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引用次数: 0

Bank dividends, interest expenses, and leverage 银行分红、利息支出和杠杆

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-11-01 DOI: 10.1016/j.jempfin.2025.101667

Pierluca Pannella

This paper documents that the dividend payout ratios of larger US banks rise when interest rates increase. To account for this pattern, I develop a model of optimal investment and deposit issuance under a risk-based constraint. Smaller banks primarily generate profits from the Fed funds-deposit spread, which typically widens with higher rates. Larger banks, by contrast, hold a greater share of risky assets and keep government bonds mainly as precautionary buffers. In high-interest-rate environments, these larger banks see only a modest increase in profitability. Consequently, they have weaker incentives to expand their investments and instead opt to reduce their buffer of safe assets to distribute higher dividends. Empirical evidence on payout behavior and leverage across banks that gain different shares of income from government bonds aligns with the prediction of the model. The findings highlight the importance of monitoring banks’ payout and leverage during periods of rising interest rates.

本文证明，当利率上升时，美国大型银行的股息支付率上升。为了解释这种模式，我开发了一个基于风险约束下的最优投资和存款发行模型。较小的银行主要从联邦基金-存款利差中获得利润，这一利差通常会随着利率上升而扩大。相比之下，大银行持有的风险资产份额更大，持有政府债券主要是作为预防性缓冲。在高利率环境下，这些大银行的盈利能力只会小幅增长。因此，他们扩大投资的动力较弱，而是选择减少安全资产的缓冲来分配更高的股息。从政府债券中获得不同收入份额的银行的支付行为和杠杆率的实证证据与该模型的预测一致。调查结果突显了在利率上升期间监控银行支出和杠杆率的重要性。

引用次数: 0

Insider trading and anomalies 内幕交易和异常情况

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-10-16 DOI: 10.1016/j.jempfin.2025.101666

Jiaxing Tian , Hong Xiang , Minghai Xu

We show that the insider trading pattern on anomaly long-short portfolio stocks can forecast anomaly returns. Specifically, we use the fraction of anomaly long-leg (short-leg) stocks being bought (sold) by insiders as a signal to extract insiders’ information on expected returns of the anomaly. Based on a composite anomaly measure that combines 11 prominent anomalies, we show that the insider trading signal significantly forecasts anomaly returns both in-sample and out-of-sample. These findings also help disentangle the risk-based and the mispricing-based explanations for anomaly returns.

我们证明了异常多空组合股票的内幕交易模式可以预测异常收益。具体而言，我们使用内幕人士买入（卖出）异常长腿（短腿）股票的比例作为信号，提取内幕人士对异常预期收益的信息。基于结合11个突出异常的复合异常度量，我们表明内幕交易信号可以显著预测样本内和样本外的异常回报。这些发现也有助于理清基于风险和基于错误定价的异常回报解释。

引用次数: 0

Media, inventors, and corporate innovation 媒体、发明家和企业创新

IF 2.4 2区经济学 Q2 BUSINESS, FINANCE

Journal of Empirical Finance

Pub Date : 2025-10-10 DOI: 10.1016/j.jempfin.2025.101664

Yuqi Gu , Mahsa Kaviani , Lily Li , Hosein Maleki , Connie X. Mao

We examine the impact of Sinclair Broadcast Group, the largest conservative media network in the US local TV markets, on corporate innovation following its staggered expansion across the country. We find a significant reduction in innovation output two to three years after Sinclair entry. As a larger proportion of inventors self-identify as left-leaning, we find that the effect runs through two mutually non-exclusive channels: the inventor productivity channel and the talent replacement channel. Inventors become less innovative when they stay in Sinclair-exposed firms, and firms face challenges replacing departed talent upon the local ideology shock induced by Sinclair.

我们研究了美国地方电视市场上最大的保守派媒体网络辛克莱广播集团（Sinclair Broadcast Group）在全国范围内的交错扩张对企业创新的影响。我们发现，在辛克莱进入公司两到三年后，创新产出显著下降。由于更大比例的发明家自我认同为左倾，我们发现这种效应通过两个相互不排斥的渠道：发明家生产力渠道和人才替代渠道。当发明家留在辛克莱影响的公司时，他们的创新能力会下降，而公司在辛克莱引发的当地意识形态冲击下，面临着替换离开的人才的挑战。

引用次数: 0

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Journal of Empirical Finance

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