| [1] |
Haiyuan Yin,Wenjuan Kou.
Investor Sentiment Based on Naive Bayes Method and Its Impact on Stock Idiosyncratic Risk
[J]. Chinese Journal of Management Science, 2024, 32(4): 38-47.
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| [2] |
LI Qing, GE Xiang-yu, XIANG Xiu-li.
Nonparametric Option Pricing under Multivariate No-arbitrage Constraints
[J]. Chinese Journal of Management Science, 2023, 31(7): 60-67.
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| [3] |
CUI Feng, HAN Chuan-feng, LIU Xing-hua, TENG Min-min.
Trading Signal Index Optimization of Co-integration Strategy Based on Wavelet GARCH Model
[J]. Chinese Journal of Management Science, 2023, 31(2): 129-137.
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| [4] |
KONG Ji-hong, YUE Wei.
Is Dynamic Nelson-Siegel Model Compatible with Arbitrage Free——Empirical Evidence from China Treasury Yield Curves
[J]. Chinese Journal of Management Science, 2020, 28(4): 61-72.
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| [5] |
WANG Liang, QIN Long-hao, LIU Xiao, CHEN Jie.
A Study on Stock Index Futures Arbitrage by ETF with High Frequency Data
[J]. Chinese Journal of Management Science, 2018, 26(5): 9-20.
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| [6] |
GE Jing, TIAN Xin-shi.
Models and Empirical Research of Term Structure of Interest Rates in China: Based on No-Arbitrage DNS Model and DNS Model
[J]. Chinese Journal of Management Science, 2015, 23(2): 29-38.
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| [7] |
ZHOU Sheng-bao, WANG Xue-biao, GUO Jun-fang.
The Dynamic Relevance of Inflation Expectations and Actual Inflation: an Analysis Based on the Macro-finance Model
[J]. Chinese Journal of Management Science, 2014, 22(11): 27-35.
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| [8] |
ZHOU Sheng-bao, WANG Xue-biao, GUO Jun-fang.
The Dynamic Relevance of Inflation Expectations and Actual Inflation: an Analysis Based on the Macro-finance Model
[J]. Chinese Journal of Management Science, 2014, 22(11): 27-35.
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| [9] |
ZHOU Fang, ZHANG Wei, ZHOU Bing.
Capital Asset Pricing Model Based on Liquidity Risk
[J]. Chinese Journal of Management Science, 2013, 21(5): 1-7.
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| [10] |
WANG Shu-ping, KUANG Xiong, WU Zhen-Xin.
A Mathematical Model of the Overconfidence Psychology in the Futures Market
[J]. Chinese Journal of Management Science, 2010, 18(1): 39-45.
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| [11] |
LIU Wei, CHEN Min, LIANG Bin.
Analysis of ETF’s Arbitrage with High Frequency Data
[J]. Chinese Journal of Management Science, 2009, 17(2): 1-7.
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| [12] |
KONG Dong-min.
Limited Arbitrage and Post-Earnings-Announcement Drift
[J]. Chinese Journal of Management Science, 2008, 20(6): 16-23.
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| [13] |
CHEN Jin-long.
A Study on the Zero-Level Approach to Assets Pricing in Incomplete Markets
[J]. Chinese Journal of Management Science, 2004, (2): 1-5.
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| [14] |
LI Zhong-fei, WANG Shou-yang, YANG Hai-liang.
Weak No-Arbitrage in Financial Markets with Frictions
[J]. Chinese Journal of Management Science, 2002, (3): 1-5.
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