39 South College Road
Central University of Finance and Economics (CUFE) - School of Finance
in Total Papers Downloads
Investor Sentiment, Asset Pricing, Return Predictability, Cash Flow, Discount Rate
Return predictability; Mean reversion; Momentum; Market risk premium; Leading economic indicator; 200-day moving average; Business cycle
Bond risk premium predictability, Economic variables, Technical analysis, Moving average rules, Volume, Out-of-sample forecasts, Principal components
Cost behavior; sticky costs; operating costs; investor underreaction; limits to arbitrage.
Conditional Asset Pricing Model, Moving Average, Anomaly, Performance Evaluation, Transaction Cost
Initial public offerings, Venture capital, Patents, Innovation, Long-run performance
Chinese stock market; Return predictability; International investment
Profitability premium, Chinese stock market, Investment frictions, Q-theory, Mispricing
Manager Sentiment, Textual Tone, Asset Pricing, Return Predictability
Return Predictability, Implied Volatility, Out-of-sample Forecasting, Chinese Stock
Bond Return Predictability, Monetary Policy Uncertainty, Out-of-sample Forecasting
Return Predictability, Economic Policy Uncertainty, Out-of-sample Forecasting, Asset Allocation, Chinese Stock Market
上证50ETF期权；价格稳定性；成份股与非成份股 The SSE 50 ETF Option, Price Stability, Component and non-component stocks
Reversal Strategy, Crash Risk, Stop-loss, Composite Reversal strategy, Limits to Arbitrage
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