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FMPM best paper award 2020 2020年FMPM最佳论文奖
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-06-01 DOI: 10.1007/s11408-021-00395-3
Stig Helberg
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引用次数: 0
“Empirical Asset Pricing” by Wayne Ferson 韦恩·费森的《实证资产定价》
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-05-13 DOI: 10.1007/s11408-021-00393-5
Fabian Hollstein
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引用次数: 0
State-dependent stock selection in index tracking: a machine learning approach 指数跟踪中依赖状态的股票选择:一种机器学习方法
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-04-26 DOI: 10.1007/s11408-021-00391-7
Reza Bradrania, Davood Pirayesh Neghab, Mojtaba Shafizadeh
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引用次数: 3
On the Effects of Capital Markets’ Regulation on Price Informativeness: an Assessment of EU Market Abuse Directive 资本市场监管对价格信息性的影响:对欧盟市场滥用指令的评估
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-04-22 DOI: 10.1007/s11408-021-00392-6
Paulo Pereira da Silva, I. Vieira
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引用次数: 0
Star rating, fund flows and performance predictability: evidence from Norway 星级评级、资金流动和业绩可预测性:来自挪威的证据
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-04-16 DOI: 10.1007/S11408-021-00390-8
Linn K. Aasheim, A. Miguel, S. Ramos
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引用次数: 2
Matthew F. Dixon, Igor Halperin, and Paul Bilokon: Machine learning in finance from theory to practice Matthew F. Dixon, Igor Halperin和Paul Bilokon:金融中的机器学习从理论到实践
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-04-16 DOI: 10.1007/s11408-021-00389-1
A. Shivarova
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引用次数: 1
Have trend-following signals in commodity futures markets become less reliable in recent years? 近年来,商品期货市场的趋势跟踪信号是否变得不那么可靠了?
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-04-15 DOI: 10.1007/s11408-021-00385-5
B. Auer
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引用次数: 1
Onno de Beaufort Wijnholds: the money masters—the progress and power of central banks Onno de Beaufort wijnhold:货币的主人——中央银行的进步和权力
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-04-13 DOI: 10.1007/S11408-021-00388-2
Dong-Sing He
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引用次数: 0
Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation 区域合作发展中南亚股票市场联动与风险传导的变化
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-04-07 DOI: 10.1007/s11408-021-00386-4
Muhammad Niaz Khan, Suzanne G. M. Fifield, Nongnuch Tantisantiwong, D. Power
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引用次数: 4
Gold and oil prices: abnormal returns, momentum and contrarian effects 黄金和石油价格:异常回报、动量和反向效应
IF 1.9 Q3 BUSINESS, FINANCE Pub Date : 2021-04-05 DOI: 10.1007/s11408-021-00380-w
G. Caporale, A. Plastun
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引用次数: 2
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Financial Markets and Portfolio Management
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