近日,我院陈鑫助理教授作为第一作者在管理科学领域的顶级期刊《Management Science》上发表论文“Attention and Underreaction-Related Anomalies”。该期刊是UT/DALLAS公认的24种顶级期刊之一,是SCI检索一区期刊。

论文简介:为什么有些股票可以获得较高的收益率?传统金融理论认为超额收益来自于风险补偿,并构建因子模型予以解释。本文在投资者关注度较低的股票中构造因子组合,发现部分因子会产生更高的回报。该发现说明因子收益更有可能来源于对信息的不足反应而非对风险的补偿,为资本市场的错误定价理论提供实证支持。(文章链接:https://doi.org/10.1287/mnsc.2022.4332);

这是学院的第6篇UT/DALLAS期刊文章,此前有林䶮助理教授的论文“Happiness Begets Money: Emotion and Engagement in Live Streaming”发表在市场营销领域顶级期刊《Journal of Marketing Research》;葛锐副教授的论文”Accounting quality and alliance contract provisions”发表在会计学顶刊《The Accounting Review》上;尼娜副教授的论文”Non-Profit Organizations as a Nexus between Government and Business in Emerging Markets: Evidence from Chinese Charities”发表在战略管理学顶级期刊《Strategic Management Journal》上;Vlado助理教授的论文”The Benefits of Relationship Lending in a Cross-Country Context: A Meta-Analysis”发表在管理科学顶刊《Management Science》上,曾燕银助理教授的论文“Product co-development in an emerging market: The role of buyer-supplier compatibility and institutional environment”发表在运营管理顶刊《Journal of Operations Management》上。