浏览/检索结果:共4条，第1-4条

已选(0)清除条数/页：排序方式：
	Downside variance premium, firm fundamentals, and expected corporate bond returns 期刊论文 Journal of Banking and Finance,2023, 卷号: 154 作者: Huang, Tao; Jiang, Liang; Li, Junye 收藏 \| 浏览/下载：11/0 \| 提交时间：2023/09/21 Cash flow uncertainty Corporate bond return predictability Credit rating downgrade Downside variance premium Equity options Probability of default
	R&D information quality and stock returns 期刊论文 Journal of Financial Markets,2020, 卷号: 57 作者: Huang, Tao; Li, Junye; Wu, Fei; Zhu, Ning 收藏 \| 浏览/下载：15/0 \| 提交时间：2021/10/19 Factor models Information quality Research and development Return predictability
	Option-Implied variance asymmetry and the cross-section of stock returns 期刊论文 Journal of Banking and Finance,2019, 卷号: 101, 页码: 21-36 作者: Huang, Tao; Li, Junye 收藏 \| 浏览/下载：16/0 \| 提交时间：2022/04/21 Implied variance asymmetry Informed trading Liquidity Return predictability Risk-neutral semivariances Risk-neutral skewness
	Nonparametric Regression of Covariance Structures in Longitudinal Studies 期刊论文 MIMS EPrint,2009, 页码: 1-34 作者: Pan, Jianxin; Ye, Huajun; Li, Runze 收藏 \| 浏览/下载：10/0 \| 提交时间：2022/02/22 Covariance modelling Local likelihood method Longitudinal studies Modified Cholesky decomposition Modified cross validation with leave-one-subject-out Nonparametric regression