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  • 张璐  (12)
  • Liu, Laura Xiaolei
  • 1
    Book
    Book
    Cambridge, Mass. : National Bureau of Economic Research
    UID:
    b3kat_BV023592937
    Format: 58 S. , graph. Darst. , 22 cm
    Series Statement: Working paper series / National Bureau of Economic Research 13024
    Content: The neoclassical q-theory is a good start to understand the cross section of returns. Under constant return to scale, stock returns equal levered investment returns that are tied directly with characteristics. This equation generates the relations of average returns with book-to-market, investment, and earnings surprises. We estimate the model by minimizing the differences between average stock returns and average levered investment returns via GMM. Our model captures well the average returns of portfolios sorted on capital investment and on size and book-to-market, including the small-stock value premium. Our model is also partially successful in capturing the post-earnings-announcement drift and its higher magnitude in small firms.
    Additional Edition: Erscheint auch als Online-Ausgabe
    Language: English
    URL: Volltext  (kostenfrei)
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  • 2
    Book
    Book
    Cambridge, Mass. : National Bureau of Economic Research
    UID:
    b3kat_BV023591582
    Format: 27 S. , graph. Darst.
    Series Statement: National Bureau of Economic Research 〈Cambridge, Mass.〉: NBER working paper series 11480
    Content: "Previous work shows that the growth rate of industrial production is a common macroeconomic risk factor in the cross-section of expected returns. We demonstrate the connection between momentum profits and shifts in factor loadings on this macroeconomic variable. Winners have temporarily higher loadings on the growth rate of industrial production than losers. The loading dispersion derives mostly from the high, positive loadings of winners. Depending on model specification, this loading dispersion can explain up to 40% of momentum profits"--National Bureau of Economic Research web site.
    Additional Edition: Erscheint auch als Online-Ausgabe
    Language: English
    URL: Volltext  (kostenfrei)
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  • 3
    Online Resource
    Online Resource
    [China] : [Verlag nicht ermittelbar]
    UID:
    gbv_1846873843
    Edition: 清康熙長洲張氏刻本
    Edition: Online-Ausgabe Tai wan (Ri ben) Kai xi duo mei ti gong si 2014 1 Online-Ressource(476 Images)
    Edition: Ri ben
    Original writing title: 本經逢原
    Original writing person/organisation: 張璐
    Original writing person/organisation: 张璐
    Original writing publisher: [China] : [Verlag nicht ermittelbar]
    Series Statement: Xu xiu si ku quan shu
    Note: Pinyin-Umschrift wurde automatisiert erstellt
    Language: Chinese
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  • 4
    Online Resource
    Online Resource
    [China] : [Verlag nicht ermittelbar]
    UID:
    gbv_1846872308
    Edition: 清康熙寶翰樓刻本
    Edition: Online-Ausgabe Tai wan (Ri ben) Kai xi duo mei ti gong si 2014 1 Online-Ressource(1757 Images)
    Edition: Ri ben
    Original writing title: 張氏醫通
    Original writing person/organisation: 張璐
    Original writing person/organisation: 张璐
    Original writing publisher: [China] : [Verlag nicht ermittelbar]
    Series Statement: Xu xiu si ku quan shu
    Note: Pinyin-Umschrift wurde automatisiert erstellt
    Language: Chinese
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  • 5
    Book
    Book
    bei jing
    UID:
    gbv_1039643671
    Format: S.567-696
    Edition: 据旧刻本影印
    Original writing title: 张氏医通类方
    Original writing person/organisation: 张璐
    Original writing publisher: 北京 : 线装书局
    Series Statement: zhong guo gu dai yi fang zhen ben mi ben quan ji / qing dai juan 85,4
    Note: SBB-PK Berlin
    Language: Chinese
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  • 6
    Online Resource
    Online Resource
    UID:
    gbv_1061800253
    Format: Online-Ressource
    Edition: 清光緖宣统间刻民国校补医学初阶本
    Original writing title: 本经逢原4卷
    Original writing title: 本經逢原4卷
    Original writing person/organisation: 张璐
    Original writing person/organisation: 張璐
    Note: 对比版本∶ 清康熙刻本 , 中国基本古籍库 (电子书数据库)
    Language: Chinese
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  • 7
    Online Resource
    Online Resource
    UID:
    gbv_106180237X
    Format: Online-Ressource
    Edition: 清康熙寳翰楼刻本
    Original writing title: 张氏医通16卷
    Original writing title: 張氏醫通16卷
    Original writing person/organisation: 张璐
    Original writing person/organisation: 張璐
    Note: 中国基本古籍库 (电子书数据库)
    Language: Chinese
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  • 8
    Book
    Book
    bei jing
    UID:
    gbv_1035102641
    Format: 2, [2], 7, 393 S.
    Original writing title: 环境与资源保护法 : 案例与图表 = Environment and resources protection law
    Original writing person/organisation: 张璐
    Original writing publisher: 北京 : 法律出版社
    ISBN: 9787511808066
    Series Statement: an tu shuo fa xi lie jiao cai
    Note: 附参考文献 , SBB-PK Berlin
    Language: Chinese
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  • 9
    UID:
    gbv_1818381516
    Format: 217 Seiten , 27 cm
    Edition: 初版
    Original writing title: 近世穩婆群體的形象建構與社會文化變遷
    Original writing person/organisation: 張璐
    Original writing person/organisation: 张璐
    Original writing publisher: 新北市 : 花木蘭文化
    ISBN: 9789864857456
    Series Statement: Gu dai li shi wen hua yan jiu ji kan / Wang Mingsun zhu bian 27
    Note: 參考書目
    Language: Chinese
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  • 10
    UID:
    gbv_1742570429
    Edition: 清道光间刻本
    Original writing title: 漁石初稿二卷
    Original writing person/organisation: 張璐
    Original writing person/organisation: 张璐
    ISBN: 9787546219530
    Note: 原书版框高一八九毫米 宽一三五毫米, 据广东省立中山图书馆藏本影印 , The work is written in long characters
    In: Guang zhou da dian ; 451: Di wu shi qi ji, jing bu ; 451: Ji bu, Guang zhou, 2015, (2015), Seite 523-590, 9787546219530
    In: year:2015
    In: pages:523-590
    Language: Chinese
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