萨丕尔-沃尔夫假设之下的汉英亲属称谓研究

汉英亲属称谓之间存在着巨大的差异,本文以萨丕尔-沃尔夫假设为理论基础,认为不同的亲属称谓系统决定语言使用者对亲属关系不同的认知方式,同时,不同的亲属称谓系统也反映出语言使用者对亲属关系独特的认知方式。     

两类人假说——中国经济学的一个理论支柱

经济活动有两类人参与:一是从事生产交换活动的人,是为私家人(经济人);二是为经济活动建立制度规则、维持秩序的人,是为公务人.古代和近代是一种小规模生产,制度规则长期固定,公务人的参与被遮蔽,只显示出私家人活动,由此亚当·斯密提出了经济人假说.工业革命后,生产走向社会化,制度规则的变革加快,公务人与公务活动的作用增大.而在西方国家,资本主义市场经济占统治地位,这种制度凸显私家人,因而在西方经济学各种理论框架中,经济人假说是一大理论支柱.社会主义市场经济以公有制为主体,公务人与公务活动的作用更大,两类人假说更为适用,可为开创21世纪中国经济学提供一个理论支柱.     

中国农村的收入差距与健康

随着收入差距的扩大,收入分配对健康和健康不平等的影响日益受到关注。本文利用中国健康营养调查(CHNS)1997年和2000年农村的面板数据回答两个问题:收入差距对健康的影响以及影响健康的方式;收入差距的扩大是否会导致健康不平等的加剧,尤其是低收入人群的健康是否受到更为不利的影响。研究发现,首先收入差距对健康的影响存在滞后效应;其次,收入差距对健康的影响呈现“倒U”型,在收入差距较高时,收入差距对健康的影响主要为负向的,一个可能的原因是收入差距影响到公共卫生设施的供给。再次,收入差距的扩大会加强收入效应,其含义是如果低收入人群的收入更容易受到负向冲击,那么收入差距对低收入人群的健康更为不利。     

企业创新人力投入强度规模效应的分位点回归研究

约瑟夫·熊彼特提出“企业规模越大越有利于创新”的假设,国内外学者使用不同的方法对“假设”进行了实证的检验,所得结论不尽相同。本文运用分位点回归方法估计带惩罚的非参数回归模型,寻找企业科技活动人力投入强度、R＆D活动人力投入强度与企业人员规模之间的各种关系,研究结果表明“熊彼特假设”对上海大中型工业企业不完全成立,两种人力投入强度与企业人员规模之间存在着倒U型、多峰型、水平直线型和非标准V型等多种关系。     

对外直接投资与国际经济合作的宏观动力与惯性假说及在中国的检验

一国对外直接投资与国际经济合作的动力来自于一国的人均GDP与宏观金融环境(用保险密度来简化与量化),一国对外直接投资与国际经济合作的惯性来自于一国对外直接投资量与国际经济合作完成额的滞后期的值与对滞后期变量敏感度系数的大小。本文使用中国1991年至2003年的数据,对对外投资与国际经济合作的宏观动力与惯性假说做了经验检验,该组数据很好地证明了对外投资与国际经济合作的宏观动力与惯性假说。     

巴拉萨-萨缪尔森假说的实证检验--来自亚洲的证据

本文利用亚洲10个国家和地区面板数据检验了巴拉萨一萨缪尔森假说是否成立。实证分析所用的方法主要是面板单位根检验和面板协整检验。实证结果表明，该假说不成立。进一步地，本文对构成该假说的三个主要的假设进行了检验。结果表明，非贸易品的相对价格的变动并不能引起实际汇率水平的变动是该假说不成立的原因。     

行为财务学:一项理论研究

行为财务是利用行为经济学的分析框架,通过对行为主体在财务市场上真实行为的观察,探索行为主体在决策过程中的心理因素和行为特征,并以此来解释和预测其在财务市场中的真实行为。文章在回顾行为财务理论产生与发展历程及其理论贡献的基础上,论述了传统主流财务学与行为财务学     

A Statistical Approach to Assess Referendum Results: the Venezuelan Recall Referendum 2004

This article presents a statistical approach to assess the coherence of official results of referendum processes. The statistical analysis described is divided in four phases, according to the methodology used and the corresponding results: (1) Initial Study, (2) Quantification of irregular certificates of election, (3) Identification of irregular voting centers and (4) Estimation of recall referendum results.
The technique of cluster analysis is applied to address the issue of heterogeneity of the parishes with respect to their political preferences.
The Venezuelan recall referendum 2004 is the case study we used to apply the proposed methodology, based on the data published by the "Consejo Nacional Electoral" (CNE-National Electoral Council). Finally, we present the conclusions of the study which we summarize as follows: The percentage of irregular certificates of election is between 22.2% and 26.5% of the total; 18% of the voting centers show an irregular voting pattern in their certificates of election, the votes corresponding to this irregularity are around 2,550,000; The result estimate, using the unbiased votes as representative of the population for the percentage of YES votes against President Chávez is 56.4% as opposed to the official result of 41%.     

The Role of Industry Effects in Simultaneous Reversal and Momentum Patterns in One-Month Stock Returns

When stocks are ranked by returns in one month, the portfolio of loser stocks tends to outperform the portfolio of winner stocks in the subsequent month. Yet industry portfolios tend to display momentum. We develop a model of information diffusion among agents with constrained information processing ability that reconciles these well-documented phenomena. We test whether this model or the overreaction hypothesis is consistent with the data. Additionally, a trading strategy based on the model outperforms strategies based on overreaction and on industry momentum. The strategy produces abnormal returns while controlling for market–risk and the size, book value, January, momentum, and liquidity effects.     

Return patterns of South Korean stocks following large price shocks

This study tests the market efficiency of the South Korean stock market by examining returns on stocks of the constituents of the KOSPI 50 from 2000 to 2014 following large 1-month price decreases and increases. An exponential GARCH (EGARCH) event study framework is used to analyse the stock returns. The results show that large price shocks, positive and negative, are likely to be followed by positive market returns. Moreover, the results show an increase in the beta of stocks in the years following a large price shock. The overall results therefore support the Uncertain Information Hypothesis. However, beginning in 2008, return patterns more closely reflect those hypothesised by the Efficient Market Hypothesis, possibly due to increased participation by international investors. The observed returns following large price increases and decreases can be partially explained by changes in the Korean won to US dollar exchange rate and the trading behaviour of foreign investors.