→ boyking:看場次應該很明顯是支持那一隊了吧！！ 04/18 17:12
→ boyking:推錯了 哈哈 04/18 17:12
投資理論分組名單
1.(4/23)仁介,亦伸,百慶,琦達
Hong, H., T.Lim, and J.C. Stein, 2000, Bad News Travels Slowly:
Size, Analyst Coverage, and the Profitability of Momentum Strategies,
Journal of Finance 55, 265-295
2.(4/23)彥彰,楊過,俊成,士宏
Goyal, A. and P.Santa-Clara, 2003, "Idiosyncratic risk matters!",
Journal of Finance 58, 975-1008.
3.(4/23)阿毛,韋伶,佳蓁,惠臻
Jegadeesh, N. and S.Titman, 2001, Profitability of Momentum Strategies:
An Evaluation of Alternative Explanations, Journal of Finance 56, 699-720
4.(5/7) 二毛,一班之長,雪莉,芳儀
Bali, T.G., N.Cakici, X.(Sterling) Yan, and Z.Zhang, 2005,
"Does Idiosyncratic risk really matter?", Journal of Finance 60, 905-929
5.(5/7) 蘭英,垂玲,王傑
Hirshleifer, David, 2001, Investor Psychology and Asset Pricing,
The Journal of Finance 56, 1533-1597
6.(5/7) 雅純,紫菱,邱邱,芳銜
Arena, M.P., K. S. Haggard, and X. (Sterling) Yan, 2008,
Price Momentum and Idiosyncratic Volatility,
The Financial Review 43, 159-190
7.(5/21)小龍女,蓮,盈馨,王亭
Chen, J. AND l. cHOLLETE, 2006, "Financial distress and
Idiosyncratic volatility: an empirical investigation", working paper
8.(5/21)阿白,豬弟,阿麵,阿狗
Nijman, T., L. Swinkels and M.Verbeek, 2004,
"Do Countries or Industries Explain Momentum in Europe?
" Journal of Empirical Finance, 11, 461-481
9.(5/21)俊廷,勝仁,黑鬼,正青
Canina, Linda, and S. Figlewski, 1993, The Informational Content of
Implied Volatility, The Review of Financial Studies 6, 659-681
好好做阿各位,期末考,考這些PAPERS跟課本
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