SSRN Capital Markets eJournals 20210206-20210209

[1] Identifying Arbitrage Opportunities in Retail Markets using Predictive Analytics
利用预测分析识别零售市场的套利机会
[2] Three-Factor Commodity Forward Curve Model and Its Joint P and Q Dynamics
三因素商品远期曲线模型及其P、Q联合动力学
[3] Efficient Market Hypothesis Empirical Test to Debunk the Weak Form Using Selected Stocks
有效市场假说实证检验，用精选股票揭穿弱势形态
[4] The Real Merger Gains: Correcting for Partial Anticipation
真正的合并收益：修正部分预期
[5] For Better or Worse? Financial Reporting Harmonization and Transnational Information Transfers
好还是坏？财务报告协调与跨国信息转移
[6] Market Inefficiencies Surrounding Energy Announcements
围绕能源公告的市场低效
[7] The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
碳风险的市场测度及其对最小方差投资组合的影响
[8] Advanced Course in Asset Management (Presentation Slides)
资产管理高级课程（演示幻灯片）
[9] Supplementary Material of 'On the Estimation of Jump-Diffusion Models Using High-Frequency Data: A Filtering-Based Approach'
“利用高频数据估计跳跃扩散模型：基于滤波的方法”的补充材料
[10] What is the Value of the Cross-Sectional Approach to Deep Reinforcement Learning?
深度强化学习的横截面方法有什么价值？
[11] Street vs. GAAP: Which Effective Tax Rate Is More Informative?
华尔街与公认会计原则：哪个有效税率更具信息性？
[12] Internal Control over Financial Reporting and Resource Extraction: Evidence from China
财务报告内部控制与资源提取：来自中国的证据
[13] Linguistic Formality and Audience Engagement: Investors’ Reactions to Characteristics of Social Media Disclosures
语言形式与受众参与：投资者对社交媒体披露特征的反应
[14] Deploying Narrative Economics to Understand Financial Market Dynamics: An Analysis of Activist Short Sellers’ Rhetoric
运用叙事经济学理解金融市场动态：积极卖空者修辞分析
[15] Motivating Managers to Invest in Accounting Quality: The Role of Conservative Accounting
激励管理者投资于会计质量：保守会计的作用
[16] Non-GAAP Earnings: A Consistency and Comparability Crisis?
非公认会计准则收益：一致性和可比性危机？
[17] Disclosure of Investment Information in a Vertically Related Industry
纵向关联行业投资信息披露
[18] Portfolio Optimisation within a Wasserstein Ball
Wasserstein Ball中的投资组合优化
[19] Investing Through a Macro Factor Lens
从宏观因素角度投资
[20] Modeling Skewness Determinants in Accounting Research
会计研究中偏态决定因素的建模
[21] Dividend Policy and Performance of Selected Quoted Firms in the Nigeria Stock Market
尼日利亚股票市场部分上市公司的股利政策与绩效
[22] Financial Market Frictions
金融市场摩擦
[23] Searching for Inner Peace with Value Factors
用价值因素寻找内心的宁静
[24] Extrapolative Expectations, Corporate Activities, and Asset Prices
外推预期、公司活动和资产价格
[25] Learning from Liquidation Prices
从清算价格中学习
[26] Are ESG Stocks Safe-Haven during COVID-19?
在COVID-19期间，ESG股票是安全的避风港吗？
[27] Effect of US Macroeconomic Variables on the Volatility of Conventional and Islamic Indices
美国宏观经济变量对传统和伊斯兰指数波动的影响
[28] Fine-Grained, Aspect-Based Sentiment Analysis on Economic and Financial Lexicon
对经济和金融词汇进行细粒度、基于方面的情感分析