黄甫及生平事迹考辨--对陈寅恪《柳如是别传》一则重要考证的补正

陈寅恪先生<柳如是别传>发覆钱谦益、柳如是反清复明事迹,抉幽入微,颇具识见,但其有关黄甫及就是徽州人黄澍的推测,及由此得出的顺治六年冬黄甫及游吴盖为受张天禄秘使联络钱谦益抗清等一系列的推论,不免有误.黄甫及本名黄申,淮安人,与黄澍并非一人.黄甫及在明末任职鸿胪寺,明亡后为孤节遗民,放浪形骸.黄甫及多交故国遗老,虽有反清复明之意,但其访钱谦益,与清初的反清复明活动并无必然的联系.     

《新闻联播》与股市异动的关系研究——基于注意力理论的解释

利用事件研究法,检验了《新闻联播》播报上市公司的新闻对该公司股价和交易量的影响,在此基础上,基于注意力理论,分别选择Google Trends搜索指数、公司市值规模作为投资者注意力、信息不对称程度的代理指标,构建了多元线性回归模型,研究股市异动的根源.检验结果表明:《新闻联播》导致了股市异动,股价在新闻报道后第2日出现0.36％的异常上涨,第3日至第15日发生0.92％的反转;交易量也在新闻后出现了1.87倍的异动.基于注意力理论的解释性研究表明:《新闻联播》所引起的股市异动,部分是由信息效应产生的,更关键的原因在于注意力驱动下的购买压力效应.此项研究丰富了行为金融的研究视域,并对投资者的投资决策提供了科学依据.     

Multiple Spatio-Temporal Cluster Detection for Case Event Data: An Ordering-Based Approach

This article introduces a spatio-temporal distance which allows the extension of the spatial cluster detection methods of Demattei et al. (2007 Demattei , C. , Molinari , N. , Daures , J. P. ( 2007 ). Arbitrarily shaped multiple spatial cluster detection for case event data . Computat. Statist. Data Anal. 51 ( 8 ): 3931 – 3945 . [Google Scholar]) and Cucala (2009 Cucala , L. ( 2009 ). A flexible spatial scan test for case event data . Computat. Statist. Data Anal. 53 ( 8 ): 2843 – 2850 .[Crossref], [Web of Science ®] , [Google Scholar]). A review of these methods is given before we define a spatio-temporal distance. Then this distance is used for detecting spatio-temporal clusters. These ordering-based methods are compared to the scan statistic by a simulation study. The scan procedure is more powerful but it detects fewer true positives due to its lack of flexibility. Those techniques are applied to a seismic data set. This article highlights two advantages of the ordering-based methods: their flexibility and their low computational demand.     

“三鹿奶粉事件”背景下的我国食品安全监管的博弈分析

"三鹿奶粉事件"再一次给我国的食品安全问题敲响了警钟.运用博弈论的理论对食品安全的监管过程进行了分析,通过分析均衡结果与非均衡结果的经济含义指出在监管过程中"以罚代法"及"免检制"的不科学性;并从理论上对监管工作的制度设计和政策制定提出建议,主要有:综合各种措施降低监管成本;在监管过程中更加强调监管者的作用,同等地加大对违法厂商与渎职监管者的处罚力度;废除非"免检制"以及建立监管工作的长效机制.     

基于事件链的知识导航模型研究

当前突发公共事件应急管理研究已经成为热点问题.本文从应急管理知识需求出发,研究突发事件对象要素属性关系特点,提出了基于事件链的知识导航模型.该模型由资源模型、知识本体模型、应急处置模型、事件对象模型及事件链模型组成.通过对不同模型间的关系研究,向用户提供方便、快捷、适时的知识导航功能,最后给出应用实例.     

吴虞“艳体诗”事件始末考

吴虞1924年遭遇的“艳体诗”事件是其一生中重要的转折点,但在学界本就薄弱的吴虞研究中,对该事件的研究更为缺乏.文章立足于对原始文献的梳理,从事发因缘、“艳体诗”事件的第一回合与第二回合、事件的余波与回声这几个层面对该事件的始末进行了历史呈现.     

Design and analysis of a 3‐arm noninferiority trial with a prespecified margin for the hazard ratio

A 3‐arm trial design that includes an experimental treatment, an active reference treatment, and a placebo is useful for assessing the noninferiority of an experimental treatment. The inclusion of a placebo arm enables the assessment of assay sensitivity and internal validation, in addition to the testing of the noninferiority of the experimental treatment compared with the reference treatment. In 3‐arm noninferiority trials, various statistical test procedures have been considered to evaluate the following 3 hypotheses: (i) superiority of the experimental treatment over the placebo, (ii) superiority of the reference treatment over the placebo, and (iii) noninferiority of the experimental treatment compared with the reference treatment. However, hypothesis (ii) can be insufficient and may not accurately assess the assay sensitivity for the noninferiority of the experimental treatment compared with the reference treatment. Thus, demonstrating that the superiority of the reference treatment over the placebo is greater than the noninferiority margin (the nonsuperiority of the reference treatment compared with the placebo) can be necessary. Here, we propose log‐rank statistical procedures for evaluating data obtained from 3‐arm noninferiority trials to assess assay sensitivity with a prespecified margin Δ. In addition, we derive the approximate sample size and optimal allocation required to minimize the total sample size and that of the placebo treatment sample size, hierarchically.     

Comparison of the restricted mean survival time with the hazard ratio in superiority trials with a time‐to‐event end point

With the emergence of novel therapies exhibiting distinct mechanisms of action compared to traditional treatments, departure from the proportional hazard (PH) assumption in clinical trials with a time‐to‐event end point is increasingly common. In these situations, the hazard ratio may not be a valid statistical measurement of treatment effect, and the log‐rank test may no longer be the most powerful statistical test. The restricted mean survival time (RMST) is an alternative robust and clinically interpretable summary measure that does not rely on the PH assumption. We conduct extensive simulations to evaluate the performance and operating characteristics of the RMST‐based inference and against the hazard ratio–based inference, under various scenarios and design parameter setups. The log‐rank test is generally a powerful test when there is evident separation favoring 1 treatment arm at most of the time points across the Kaplan‐Meier survival curves, but the performance of the RMST test is similar. Under non‐PH scenarios where late separation of survival curves is observed, the RMST‐based test has better performance than the log‐rank test when the truncation time is reasonably close to the tail of the observed curves. Furthermore, when flat survival tail (or low event rate) in the experimental arm is expected, selecting the minimum of the maximum observed event time as the truncation timepoint for the RMST is not recommended. In addition, we recommend the inclusion of analysis based on the RMST curve over the truncation time in clinical settings where there is suspicion of substantial departure from the PH assumption.     

权证发行上市与到期效应实证研究

根据中国证券市场已上市的权证及其标的股票的数据,运用事件研究法中的市场模型进行分析,实证检验了权证的发行上市和到期对标的股票的影响.研究结果表明:权证上市公告日之前,由于套期保值效应、价格操纵效应和信息效应等原因,认购和认沽权证的标的股票都有正的非正常收益率;在权证上市公告日当天有非常显著的负的非正常收益率;而上市公告日后,认购权证的标的股票有弱负的价格效应,认沽权证的标的股票则有正的价格效应.权证到期时,对于标的股票价格的影响甚微.