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High-Frequency Positive Feedback Trading and Market Quality: Evidence from China's Stock Market 期刊论文
INTERNATIONAL REVIEW OF FINANCE, 2017, 卷号: 17, 期号: 4, 页码: 493-523
作者:  Wan, Die;  Yang, Xiaoguang
收藏  |  浏览/下载:132/0  |  提交时间:2018/07/30
Foundation of AcademicDiscipline Program at Central University of Finance and Economics[021150315024] 项目
项目编号: 021150315024, 资助机构: Foundation of AcademicDiscipline Program at Central University of Finance and Economics, 2017-
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收藏  |  浏览/下载:28/0  |  提交时间:2018/07/30
Central University of Finance and Economics[011650314014] 项目
项目编号: 011650314014, 资助机构: Central University of Finance and Economics, 2017-
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收藏  |  浏览/下载:31/0  |  提交时间:2018/07/30
Frequentist model averaging estimation for the censored partial linear quantile regression model 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2017, 卷号: 189, 页码: 1-15
作者:  Sun, Zhimeng;  Sun, Liuquan;  Lu, Xiaoling;  Zhu, Ji;  Li, Yongzhuang
收藏  |  浏览/下载:157/0  |  提交时间:2018/07/30
Model averaging  Model selection  Partial linear model  Quantile regression  Random censoring  
ORACLE INEQUALITIES AND SELECTION CONSISTENCY FOR WEIGHTED LASSO IN HIGH-DIMENSIONAL ADDITIVE HAZARDS MODEL 期刊论文
STATISTICA SINICA, 2017, 卷号: 27, 期号: 4, 页码: 1903-1920
作者:  Zhang, Haixiang;  Sun, Liuquan;  Zhou, Yong;  Huang, Jian
收藏  |  浏览/下载:135/0  |  提交时间:2018/07/30
High-dimensional covariates  oracle inequalities  sign consistency  survival analysis  variable selection  
Analyzing Right-Censored Length-Biased Data with Additive Hazards Model 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2017, 卷号: 33, 期号: 4, 页码: 893-908
作者:  Zhao, Mu;  Lin, Cun-jie;  Zhou, Yong
收藏  |  浏览/下载:143/0  |  提交时间:2018/07/30
additive hazards model  length-biased data  dependent censoring  estimating equation  
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2017, 卷号: 30, 期号: 5, 页码: 1121-1135
作者:  Xu, Fengmin;  Sun, Min;  Dai, Yuhong
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
Adaptive Lagrangian algorithm  deleveraging  price cross-impact  
Collaborative Innovation Center of the Industrial Upgrading and Regional Finance (Hubei) 项目
资助机构: Collaborative Innovation Center of the Industrial Upgrading and Regional Finance (Hubei), 2017-
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收藏  |  浏览/下载:46/0  |  提交时间:2018/07/30
The Price of Environmental Sustainability: Empirical Evidence from Stock Market Performance in China 期刊论文
SUSTAINABILITY, 2017, 卷号: 9, 期号: 8, 页码: 16
作者:  Li, Biao;  Wu, Kekun
收藏  |  浏览/下载:105/0  |  提交时间:2018/07/30
environmental sustainability  supply chain management  stock market reaction  event study  time pattern  
Innovative Research Team of Shanghai University of Finance and Economics[IRTSHUFE13122402] 项目
项目编号: IRTSHUFE13122402, 资助机构: Innovative Research Team of Shanghai University of Finance and Economics, 2017-
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收藏  |  浏览/下载:2/0  |  提交时间:2018/07/30