厦门大学平台管理系统顾明--中文主页--研究成果

顾明

职称：教授

职务：

毕业院校：罗格斯大学

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办公地点：B502A

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研究成果

英文论文:

1. Gu, Ming*, Kang, Wenjin, and Xu, Bu, 2018, Limits of Arbitrage and Idiosyncratic Volatility: Evidence from China Stock Market, Journal of Banking and Finance 86, 240-258.

2. Gu, Ming*, 2020, Distress Risk, Investor Sophistication and Accrual Anomaly, Journal of Accounting, Auditing and Finance 35, 79-105.

3. Dong, G. Nathan, Gu, Ming*, and He, Hua, 2020, Invisible Hand and Helping Hand: Private Placement of Public Equity in China, Journal of Corporate Finance 61, 101400.

4. Gu, Ming*, Jiang, George J., and Xu, Bu, 2019, The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market, Journal of Empirical Finance 52, 237-254.

5. Gu, Ming and Wu, Yangru, Accruals and Momentum, 2020, Journal of Financial Research 43, 63-93.

6. Gu, Ming*, Sun, Minxing, Wu, Yangru, and Xu, Weike, 2021, Economic Policy Uncertainty and Momentum, Financial Management 50, 237-259.

7. Gu, Ming, Li, Dongxu, and Ni, Xiaoran, 2022, Too much to learn? The (Un)intended consequences of RegTech development on mergers and acquisitions, Journal of Corporate Finance 76, 102276.

8. Chen, Haiqiang, Gu, Ming*, and Ni, Bo, 2023, How Price Limit Affects the Market Efficiency in a Short-Sale Constrained Market? Evidence from a Quasi-Natural Experiment, Journal of Empirical Finance 73, 22-39.

9. Arkorful, Gideon Bruce, Chen, Haiqiang, Gu, Ming*, and Liu, Xiaoqun, 2023, What can we learn from the convenience yield of Bitcoin? Evidence from the COVID-19 crisis, International Review of Economics and Finance 88, 141-153.

10. Gu, Ming, Sun, Minxing, Xiong, Zhitao, and Xu, Weike, 2024, Market Volatility and the Trend Factor, Finance Research Letters 65, 105595.

11. Gu, Ming, Hu, Yi, and Xiong, Zhitao, 2024, Dissecting the Lottery-Like Anomaly: Evidence from China, Accounting & Finance, Forthcoming.

中文论文:

1. 胡熠和顾明*, 巴菲特的阿尔法-来自中国股票市场的实证研究， 管理世界, 2018(8): 41-54。

2. 倪骁然和顾明*, 资本市场国际影响力提升效应研究——来自A股纳入明晟(MSCI)新兴市场指数的证据，金融研究, 2020(5): 189-206

3. 康文津和顾明*, 杠杆投资者融资交易行为模式研究——来自A股市场的经验证据，金融研究, 2021(7): 154-171。

4. 顾明, 曾力, 陈海强, 倪博, 交易限制与股票市场定价效率:基于创业板注册制的的准自然实验研究，金融研究, 2022(11): 189-206。

5. 顾明, 熊志涛，陈海强，聪明的贝塔：来自A股市场因子动量效应的实证研究，计量经济学报, 2024, 4(03):653-672。