SSRN Capital Markets eJournals 20210202

[1] The Calming of Short-Term Market Fears and Its Long-Term Consequences: The Federal Reserve's Reaction to COVID-19
短期市场恐慌的平息及其长期后果：美联储对COVID-19的反应
[2] A Structural Model of Market Friction with Time-Varying Volatility
时变波动市场摩擦的结构模型
[3] Do Financial Market Experts Know Their Theory? New Evidence From Survey Data
金融市场专家知道他们的理论吗？调查数据的新证据
[4] A penalized two-pass regression to predict stock returns with time-varying risk premia
具有时变风险溢价股票收益预测的惩罚二次回归
[5] To VaR, or Not to VaR, That is the Question
对VaR，还是不对VaR，这是个问题
[6] A Reconsideration of the Failure of Uncovered Interest Parity for the U.S. Dollar
对美元未揭示利率平价失败的再思考
[7] Zero-Commission Individual Investors, High Frequency Traders, and Stock Market Quality
零佣金个人投资者、高频交易者与股市质量
[8] Explicit Representations for Utility Indifference Prices
效用无差异价格的显式表示
[9] To Infinity and Beyond: Financing Platforms With Uncapped Crypto Tokens
走向无限与超越：无上限加密代币融资平台
[10] Risk-Taking Adaptation to Macroeconomic Experiences: Theory and Evidence from Developing Countries
宏观经济经验的风险适应：来自发展中国家的理论和证据
[11] Analytical Path-Integral Pricing of Deterministic Moving-Barrier Options Under Non-Gaussian Distributions
非高斯分布下确定性移动障碍期权的路径积分定价
[12] Strict Local Martingales Via Filtration Enlargement
通过过滤放大的严格局部鞅