波动率的持续性：基于GARCH模型的成交量解释

文章将成交量变量合理地分解为由好、坏消息分别引致的两部分,结合GARCH模型,研究了成交量对波动率持续性的解释,并得出如下结论:成交量变量对波动率的持续性具有一定的解释力;信息对波动率的影响具有不对称性,坏消息比好消息的影响大;将成交量分解成由好、坏消息分别引致的两部分之后,能够更进一步地解释波动率的持续性。     

"启蒙理性的审美置换"——论《哦,香雪》、《没有纽扣的红衬衫》的现代性及其文学史地位

以新时期初期的文学实践为背景,从现代性的视野中考察铁凝作为启蒙知识分子身份认同及其创作,可以揭示在80年代特殊的历史时刻和政治意识形态空间中,铁凝与其他知识分子由于身份、代际和经历不同所造成的不同的文学话语和意义。铁凝初期创作中以强烈的知识分子主体意识和理性启蒙精神,通过对少女香雪、安然的塑造建构了真正意义上现代性的独立人格和自我主体形象,使《哦,香雪》、《没有纽扣的红衬衫》在新时期文坛首先发出了“立人”的声音,并以其独特的艺术美感开启了新时期文学“个人化”叙事的源头。     

喜剧因素与悲剧因素的互渗——铁凝小说的风格特征之一

悲喜剧因素的互渗是铁凝小说的风格特征之一。这与铁凝对幽默的独特理解有密切关系。她主要通过反讽和荒诞手法制造喜剧性效果,但在喜剧的背后却渗透着强烈的悲剧性。因此,喜剧品格和悲剧精神在铁凝小说中实现了统一。这包含了铁凝对生活本质的认识,更重要的是标志着铁凝对喜剧观念的重大突破。     

Anger Expression and Persistence in Young Children

This study investigated anger expression during toy removal (TR) in 92 young Chinese children, two to five years of age, and its relations to their persistence in responding to obstacles during two challenging tasks with highly desirable goals [TR and locked box (LB)] and one challenging task with a less desirable goal [impossible perfect circles (IPC)]. Anger expression during TR was positively associated with persistence during TR and LB but not during IPC. The results highlighted the positive effects of anger in the development of persistence.     

The Solidary Relationship’s Consequences for the Ebb and Flow of Activism: Collaborative Evidence from Life-History Interviews and Social Media Event Analysis,

Acting in solidarity with deprived others has become a central topic in social movement research. The explanations of solidarity activism or political altruism are few. However, social movement researchers have claimed that solidarity with out-of-group others is a by-product of in-group interaction. In contrast, we argue that out-group interaction with the deprived other and the formation of a solidary relationship is central to the ebb and flow of solidarity activism. We investigate the Danish refugee solidarity movement and show that the meeting with the deprived other 1) brings about an interaction order which makes an ethical demand on the activists to care for the other both within the bounds of the situations and in the future; 2) enacts and amplifies activists’ values and beliefs because the deprived other becomes an exemplar of the injustice and the need to help the broader group of people in the same fragile situation. We develop and test this theory drawing on 42 life-history interviews and a social media dataset containing a panel of 87,455 activists participating in refugee solidarity groups.     

基于波动持续性的最优组合构建与分散化研究

构建恰当资产组合来减少风险, 是投资组合理论研究的重要目标.由于金融时间序列的波动往往会伴随着持续性特征, 该种特性会增大组合未来收益的风险.本文通过构建随机波动模型序列持续性最优投资组合模型, 以降低金融资产波动的持续性特征对组合收益波动的影响;并通过研究其分散化水平, 考察该投资组合构建方法的有效性与稳健性.研究发现:与均值方差的组合模型相比较, 序列持续性组合的风险分散化水平更好.此研究在资产组合选择方面, 具有较为重要的理论价值及实践意义.     

论当前影视霸权与文学尴尬生存的悖论性处境——以铁凝作品的影视改编为例

90年代以来消费主义文化的蓬勃兴起和媒介权力的空前膨胀,传统意义上的当代文学格局已经发生了深刻的变迁,而影视文化的强势崛起是造成文学影响力削弱的重要因素。本论文通过对铁凝作品的影视改编过程的解读和阐释,具体的剖析影视与文学之间从共荣、疏离、蚕食、反抗的深切关联,直接关涉到我们对影视时代文学尴尬的生存方式的感知和变迁时代的文化症候。     

中国股市买卖价差成分分析——基于指令驱动市场的实证研究

本文以金融市场微观结构理论为基础,运用高频数据对我国上海股票市场中买卖报价价差成分进行了实证研究,结果发现上海股市买卖报价价差可以分解为三种成分:信息不对称成分、指令处理成分和指令持续成分,其中指令处理成分所占比例最大,信息不对称成分和指令持续成分次之,并在此基础上研究了各买卖报价价差成分与流动性和交易活跃程度的关系,从而揭示了我国股票市场微观结构特征,为完善股票市场运行机制提供了参考。     

孔子的教育思想探究

《论语》是儒家学派创始人孔子言论的汇编,是儒家的经书。其中体现孔子教育思想方面的一些重要表述,如个性品质教育、坚持的教育准则、倡导的学习方法,经过两千余年教育史的验证,特别是经过现代教育理论的评断和现代教育实验的检验,充分证明是普遍性的教育规律,就是在未来教育中也定会闪烁其奕奕光彩。     

Strength matters: Tie strength as a causal driver of networks’ information benefits

Studies of social networks have often taken the existence of a social tie as a proxy for the transmission of information. However, other studies of social networks in the labor market propose that the likelihood of information transmission might depend on strength of the tie; and that tie strength is a potentially important source of the tie's value. After all, even if job seekers have social ties to those who have valuable job information, the seekers will gain little information benefit when the ties do not actually transmit the information. This paper clarifies the conditions under which social ties might provide information benefits. We use a survey vignette experiment and ask MBA students about their likelihood of relaying job information via strong ties (to friends) or weak ties (to acquaintances), holding constant the structural locations spanned by the tie and job seekers' fit with the job. The results support the claim that strength of tie has a causal effect on the chances of information transmission: potential referrers are more likely to relay job information to their friends than to acquaintances. The larger implication of these findings is that whatever benefits there might be to using weak ties to reach distant non-redundant information during job search, these benefits need to be considered against the likely fact that people connected via weak ties are less likely to actually share information about job opportunities than are people to whom the job seeker is strongly tied.