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2021-01-01

[1] Happy Analysts

快乐的分析师

[2] Asset Price Bubbles: Invariance Theorems*

资产价格泡沫:不变性定理*

[3] Convolutional Neural Network for Stock Price Prediction Using Transfer Learning

基于转移学习的卷积神经网络股价预测

[4] Spotlight on Biotechnology: valuation challenges of early-stage companies. A case study on CRISPR Therapeutics AG and Allakos, Inc.

聚焦生物技术:早期公司的估值挑战。CRISPR Therapeutics AG和Allakos公司的案例研究。

[5] Valuation Measures: From Simple Ratios to Stock Market’s Predictors

估值指标:从简单比率到股市预测

[6] Congress Characteristics, Political Diversity and Stock Market Outcomes

国会特征、政治多样性与股市结果

[7] The Price of Populism: Financial Market Outcomes of Populist Electoral Success

民粹主义的代价:民粹主义选举成功的金融市场结果

[8] How Can Long Memory in Volatility Be Eliminated in Portfolio Optimization: An Empirical Evidence Using Copulas

投资组合优化中如何消除波动性的长记忆:基于Copulas的经验证据

[9] Share Market Return As Criteria for Multiple-Case Study Design of Sustainable Companies

股票市场收益率作为可持续发展企业多案例研究设计的标准

[10] COVID-19 and Financial Markets: The Stories of Several Countries

COVID-19与金融市场:几个国家的故事

[11] Intangible Value

无形价值

[12] The VIX Future in Bergomi Models: Analytic Expansions and Joint Calibration with S&P 500 Skew

Bergomi模型中的VIX未来:标准普尔500指数的解析展开和联合校正

[13] The Cross-section of Industry Equity Returns and Global Tactical Asset Allocation across Regions and Industries

行业股票回报的横截面以及跨地区和行业的全球战术资产配置

[14] Does Disclosure Deter Short Selling with Noisy Information

信息披露是否阻止了信息嘈杂的卖空行为

[15] Two Out-of-Sample Forecasting Models of the Equity Premium

股票溢价的两种样本外预测模型

[16] Long-Term Stock Forecasting

长期股票预测

[17] The Effectivity of Selected Systematic Crisis Hedge Strategies and Factor Strategies

系统性危机对冲策略与因子策略选择的有效性

[18] Macroscopic Equity Markets Model: Towards Predicting Flash Crashes

宏观股市模型:走向预测闪电崩盘

[19] Abnormality Detection in Equity Markets: A Macroscopic Hybrid Approach

股票市场异常检测:一种宏观混合方法

[20] Testing for Efficiency in the Saudi Stock Market: Does Corporate Governance Change Matter?

沙特股市效率测试:公司治理变革重要吗?

[21] Algos Gone Wild: What Drives the Extreme Order Cancellation Rates in Modern Markets?

Algos Gone Wild:是什么推动了现代市场上极端的订单取消率?

[22] Managing Stablecoins: Optimal Strategies, Regulation, and Transaction Data as Productive Capital

管理稳定资本:作为生产资本的最优策略、监管和交易数据

[23] A Note on the Option Price and 'Mass at Zero in the Uncorrelated SABR Model and Implied Volatility Asymptotics'

不相关SABR模型中期权价格与零质量及隐含波动率渐近性的注记

[24] A Commonsense Knowledge-Enabled Textual Analysis Approach for Financial Market Surveillance

基于常识知识的金融市场监管文本分析方法

[25] Impact of Demand Shocks on the Stock Market: Evidence from Chinese IPOs

需求冲击对股市的影响:来自中国ipo的证据

[26] Does Performance Explain Mutual Fund Flows in Small Markets?

业绩能否解释小型市场的共同基金流动?

[27] Evidence for the Seasonality of European Equity Fund Performance

欧洲股票基金业绩季节性的证据

[28] Analysis of Market Quality Before and During Short-Selling Bans

卖空禁令实施前后的市场质量分析

[29] Exposition of Evidence for Idiosyncratic versus Induced Seasonality in ETF Performance

ETF表现的特殊性与诱导性季节性证据的阐述

[30] Corporate Communication and Media Coverage of Abnormal Returns – Evidence from the Portuguese Capital Market

企业沟通和媒体对异常回报的报道——来自葡萄牙资本市场的证据

[31] NYSE, AMEX, and NASDAQ Stock Exchange Returns

纽约证交所、美国运通和纳斯达克股票交易所回报

[32] Stock Exchanges as Platforms for Data and Trading

作为数据和交易平台的证券交易所

[33] Information Transmission Between Stock and Bond Markets During the Eurozone Debt Crisis: Evidence From Industry Returns

欧元区债务危机期间股市和债市之间的信息传递:来自行业收益的证据

[34] Innovation in the Stock Market and Alternative Trading Systems

股票市场创新与另类交易制度

[35] Corporate ESG News and The Stock Market

企业ESG新闻与股票市场

[36] Seeing is Believing: Annual Report 'Graphicity' and Stock Returns Predictability

眼见为实:年报“图形化”与股票收益的可预测性

[37] Separating Accounting and Economic Components of the Market-to-book Premium: Implication for Future Investment Growth and Stock Returns

股票收益与未来市场收益的分离:对未来投资的会计意义

[38] Stroke of a Pen: Investment and Stock Returns under Energy Policy Uncertainty

笔触:能源政策不确定性下的投资与股票收益

[39] Evaluating Financial Integration in Euro Area Stock Markets with Return and Performance Dispersion Indices

用收益率和绩效分散指数评价欧元区股市的金融一体化

[40] On Systematic Skewness and Stock Returns

系统偏态与股票收益

[41] Factor Hunting: Are Factor Exposures Created Equal?

因子搜寻:因子敞口是否相等?

[42] Does Intensified Communication of Hedge Funds With Letters Affect Abnormal Returns?

对冲基金加强信件沟通是否会影响异常回报?

[43] Are Intraday Reversal and Momentum Trading Strategies Feasible? An Analysis for German Blue Chip Stocks

日内反转和动量交易策略可行吗?德国蓝筹股分析

[44] Investor Herding Behaviour in the Indian Equity Market: Evidence From Quantile Regression

印度股市的投资者羊群行为:分位数回归的证据

[45] Information Illusion: Different Amounts of Information and Stock Price Estimates

信息错觉:不同数量的信息和股价估计

[46] Tweeting for Money: Social Media and Mutual Fund Flows

推特赚钱:社交媒体和共同基金流动

[47] Textual Information and IPO Underpricing: A Machine Learning Approach

文本信息与IPO抑价:一种机器学习方法

[48] Does Risk Premium Help Uncover the Uncovered Interest Parity Failure?

风险溢价是否有助于揭示未发现的利率平价失败?

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