交易额、A 股比例、势效应和三因子模型

利用回归和构造动态投资组合方法,对中国股票市场1995 年7 月到2000 年12 月股票 月收益率、交易额、总市值及其财务数据进行分析,发现中国股票市场具有显著的交易额效应、 A 股比例效应、市值效应、账面市值比效应等. 这些效应有密切的相互关系,但不能用市场beta 值来解释. 市场beta 值、市值因子、账面市值比因子一起,也就是Fama2French 三因子模型,可以 很好地解释这些效应     

二维GPSJ分布类及其在保险中的应用

本文给出的二维GPSJ分布类(即GPSJ2)在保险领域应用范围较广,如由机动车辆保险由财产损失索赔次数和人身伤亡索赔次数所组成的模型、超额再保险中的由自留保单数和分出报单数所组成的二维模型等。本文在GPSJ1类基础上研究二维GPSJ类,本文给出了此分布类的定义、背景意义、概率计算的递推公式,同时还对各参数的最大似然估计值的求解过程进行了分析。本文最后将这一模型应用于一组机动车辆赔付次数数据,考虑了由财产损失索赔次数、人身伤亡索赔次数组成的二维模型,拟合效果令人满意。     

菲茨杰拉德作品中的流亡主题研究

流亡文学不仅是一种文学题材,也同样是一种文学类型。在特定的历史背景下反映特定的时代精神和作家的写作心态。尤其是在20世纪上半叶,经历两次世界大战和社会变革的美国,知识分子流亡在其文学史上占有极大的比重。作为迷惘的一代的流亡作家菲茨杰拉德,必然与这个时代的流亡文学浪潮有着密不可分的联系,他笔下所塑造的主人公形象无论是精神上的自我放逐还是抒发对未来的迷惘状态,无不具有20世纪流亡主题的共性。作家菲茨杰拉德的《人间天堂》《漂亮冤家》《夜色温柔》三部长篇小说描述了作为一个流亡作家在其创作道路上的得与失、寻找与回归,由青年走向成熟的过程。     

五四小说语言：从工具性到本体性

从强调白话的实用意义到关注白话的美学品格,从工具层面的思想传输,到本体层面的价值呈现,五四小说语言的变革不再是被动选择,正逐步向语言的本质靠近,从而直接亲近了时代,亲近了大众,亲近了生活的原生态感受.五四小说开创了从工具性到本体性的新的语言之道,但也存在误区.这一历史进程还有很大的研究空间,深入考察不仅是论题的需要,对于今天再造文学语言的诗性辉煌也不无裨益.     

县级政府、供应链管理与农产品上行关系研究

基于中国13省87个电子商务进农村示范县的调研材料,分析政府项目驱动下农产品上行问题。实践表明,政策利好为县域农产品电商发展提供了试错空间,“S2B2C”的供应链管理模式对农产品上行的推动作用明显。但是,多数县级政府未能认识到供应链管理之于农产品上行的作用,普遍存在政府治理方式滞后、公共服务网络不健全、农产品区域公用品牌缺乏、冷链等基础设施投入不足等问题。因此,为有效推动农产品上行,政府应进一步推动“公私合作”、构建一体化的公共服务、注重品牌营销、优化产品供应链管理。     

Tolerance of Uncertainty: Links to Happenstance,Career Decision Self‐Efficacy,and Career Satisfaction

This study investigated the extent to which tolerance of uncertainty affects the relationship between happenstance skills and career satisfaction via career decision self‐efficacy. Moderated mediation analysis was conducted on data collected from 321 graduates (175 men, 146 women) of Korean universities making the school‐to‐work transition. Results showed that career decision self‐efficacy fully mediated the relationship between happenstance skills and career satisfaction. Furthermore, the moderation effect of tolerance of uncertainty had a significant impact on the relationship between happenstance skills and career decision self‐efficacy. Tolerance of uncertainty should be considered an important variable in happenstance career theory and intervention. Unplanned influences should also be considered important factors in the career decision‐making process.     

Trust and health in Eastern Europe: Conceptions of a new society

Little attention has been paid to why trends and levels of mortality and morbidity differ in Eastern Europe and few studies have addressed people's own perceptions of their new political system – perceptions which per se may be important for social development. The aim of the present study was to analyse the extent to which trust and economic circumstances affect self‐rated health in Poland, Estonia and Russia and how much health differences between the countries can be explained by these factors. A better economy and higher trust were related to better individual health, while economic factors seemed most important for inter‐country differences. It is probable that both institutional factors and individual perceptions contribute to people's well‐being, but in terms of social policy, an improved welfare system may be the most effective way forward.     

A new test for multivariate normality by combining extreme and nonextreme BHEP tests

In this article, we propose a new multiple test procedure for assessing multivariate normality, which combines BHEP (Baringhaus–Henze–Epps–Pulley) tests by considering extreme and nonextreme choices of the tuning parameter in the definition of the BHEP test statistic. Monte Carlo power comparisons indicate that the new test presents a reasonable power against a wide range of alternative distributions, showing itself to be competitive against the most recommended procedures for testing a multivariate hypothesis of normality. We further illustrate the use of the new test for the Fisher Iris dataset.     

Attenuating Initial Beliefs: Increasing the Acceptance of Anthropogenic Climate Change Information by Reflecting on Values

Anthropogenic climate change information tends to be interpreted against the backdrop of initial environmental beliefs, which can lead to some people being resistant toward the information. In this article (N = 88), we examined whether self‐affirmation via reflection on personally important values could attenuate the impact of initial beliefs on the acceptance of anthropogenic climate change evidence. Our findings showed that initial beliefs about the human impact on ecological stability influenced the acceptance of information only among nonaffirmed participants. Self‐affirmed participants who were initially resistant toward the information showed stronger beliefs in the existence of climate change risks and greater acknowledgment that individual efficacy has a role to play in reducing climate change risks than did their nonaffirmed counterparts.     

Affirmation effects on math scores: The importance of high school track

Stereotype threat has been shown to affect academic performance of minority racial groups. Minority girls may experience the burdens of both race and gender - a “double bind” theorized to affect the underrepresentation of women in STEM fields. A randomized controlled trial focused on alleviating stereotype threat in three high schools in a large U.S. metro demonstrates the effects of affirmative writing interventions, which have previously shown positive effects for minority and female students. Results indicate effects for these groups were insignificant. However, results also show that student track is highly significant at p < 0.001, and interactive analyses suggest that the intervention may help alleviate threat for higher-achieving students.