journal of empirical finance 怎么样

1. journal of empirical finance 怎么样

journal of empirical finance 
实证金融学杂志
《实证金融》的研究不仅发展和推广前沿的实证计量技术，并且在检验的角度和实证发现均有较大的突破，研究的内容涉及资本市场和外汇市场几个重要的领域，对实证金融的研究领域具有较大的学术价值。同时，《实证金融》的研究成果，对金融现象的深刻把握和指导金融实践具有重大的现实意义。实证金融研究是一个“发现”过程，这种发现主要基于金融现象本身，而不依赖于我们想从金融现象中发现什么。实证金融研究是一个观察、解释所看到的金融现象然后进行预测的过程。在实证金融研究设计中主要完成两个任务。

2. 《journal of multinational financial management》 怎么样

你好！
journal of multinational financial management
跨国金融管理杂志

3. 周皓的学术期刊评审人

American Economic Review, Econometrica, Economic Theory, European Financial Management, International Journal of Central Banking, Finance Research Letters, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Business and Economic Statistics, Journal of Credit Risk, Journal of Econometrics, Journal of Economic and Dynamic Control, Journal of Empirical Finance, Journal of Finance, Journal of Financial and Quantitative Analysis, Journal of Financial Econometrics, Journal of Financial Markets, Journal of Financial Stability, Journal of Futures Markets, Journal of International Money and Finance, Journal of Money, Credit, and Banking, Management Science, Pacific-Basin Finance Journal, Review of Financial Studies.

4. 徐信忠的主要研究成果

·The Dynamics of International Equity Market Expectations (Co-authored with Michael J.Brennan, H. Henry Cao, Norman Strong), Journal of Financial Economics, forthcoming .·Forecasting FX Volatility: Inplied Volatilities versus AR(FI)MA Models, Journal of Banking and Finance, forthcoming. (Co-authored with S.Pong, M.Shackleton, and S. Taylor) .·CAPM, Higher Co-moment and Factor Models of UK Stock Returns, 2004, Journal of Bussiness Finance and Accounting, March. (Co-authored with D.Hung and M. Shackleton) .·Post-Earning-Announcement Drift in the UK, 2003, European Financial Management, 9(1), 89-116. (Co-authored with W.Liu and N.Strong) .·Understanding the Equity Home Bias:The Evidence from the Survey Data, 2003, Review of Economics and Statistics, May, 307-312.(Co-authored with N.Strong) .·Pricing FTSE 100 Index Options under Stochastic Volatility, 2001, Journal of Futures Markets, 21, 197-211. (Co-authored with Y. Lin and N. Strong).·The Profitability of Momentum Investing, 1999, Journal of Business Finance and Accounting, 26, 1043-1091. (Co-authored with W. Liu and N. Strong) .·Do S&P 500 Index Options Violate Martingale Restriction?, 1999, Journal of Futures Markets, 15(5), 499-521. (Co-authored with N. Strong) .·The Incremental Volatility Information in One Million Foreign Exchange Quotations, 1997, Journal of Empirical Finance, 4(4), 317-340. (Co-authored with S. Taylor) .·Explaining the Cross-section of UK Expected Stock Returns, 1997, British Accounting Review, 29(1), 1-23. (Co-authored with N. Strong) .·Conditional Volatility and the Informational Efficiency of PHLX currency Options Markets, 1995, Journal of Banking and Finance, 19(4), 803-821. (Co-authored with S. Taylor) .·The Term Structure of Volatility Implied by Foreign Exchange Options, 1994, Journal of Financial and Quantitative Analysis, 29(1), 57-74. (Co-authored with S. Taylor) .·The Magnitude of Implied Volatility Smiles: Theory and Empirical Evidence for Exchange Rates, 1994, Review of Futures Markets, 13(2), 355-380. (Co-authored with S. Taylor) .

5. 吴飞的简介

2004-2009年间受聘于新西兰梅西大学经济与金融系，担任高级讲师。吴飞博士曾主持多项梅西大学研究基金项目和一项国家自然科学基金面上项目。2008年获得梅西大学青年研究学者奖章。2010荣获江西财经大学“科研十强”。他的主要研究领域是行为金融和市场微观结构，在国际学术期刊发表（包括被录用尚未发表）共19篇论文，其中包括知名期刊如: Financial Management,Journal of Banking and Finance, Journal of Empirical Finance, Journal of FinancialMarkets, Journal of Portfolio Management, Pacific Basin Finance Journal等。研究成果曾被美国业界杂志（如Plansponsor杂志, CFA Digest杂志）和商业电台（如Radio NewZealand）等采访并撰文讨论。吴飞博士曾担任国际学术期刊（如ManagementScience和Journal of Banking and Finance等）匿名审稿人，国际会议（FinancialManagementAssociation）组委会成员，以及境外研究机构（如香港研究资助局）特约审稿专家。他是国际期刊International Journal of Managerial Finance 和 IEB InternationalJournal of Finance 编委。Dr. Fei Wu is a Professor of Finance at School of Finance and Statistics and an associate director for the Centre for Research in Asia-pacific Capital Market (CRACM), Jiangxi University of Finance and Economics, China. Before joining JXUFE in 2010, he was on the faculty of the College of Business at Massey University, New Zealand. He received his Ph.D. in Finance from National University of Ireland, Dublin, in 2004. Dr. Wu’s research focuses on the areas of behavioral finance, market microstructure and international financial markets. He has published extensively in leading financial journals, including Financial Management Journal of Banking and Finance, Journal of Empirical Finance, Journal of Financial Markets, Journal of Portfolio Management, Pacific Basin Finance Journal. His research has also been featured in the practitioner press, namely Plan sponsor Magazine, CFA Digest, and Radio New Zealand. He has acted as an ad hoc referee for reputable financial journals worldwide such as Management Science, and Journal of Banking and Finance, and Research Grants Council (RGC) of Hong Kong. He is currently on the editorial board of the International Journal of Managerial Finance and IEB International Journal of Finance.

6. empirical power怎么计

empirical power
经验能力

7. 黄英的简介

8. 刘婧的主要论文

[1] J. Liu, C.K. Tse and K. He, Fierce Stock Market Fluctuation Disrupts Scalefree Distribution, Quantitative Finance, 1469-7696, First published on 22 October 2009(SCI期刊)[2] Chi K*. Tse, Jing Liu, Francis C.M. Lau. A network perspective of the stock market. Journal of Empirical Finance 17 (2010) 659