SSRN Capital Markets eJournals 20210226-20210228

[1] Institutional Investors and Granularity in Equity Markets
机构投资者与股票市场的粒度
[2] Deep Learning, Text, and Patent Valuation
深度学习、文本和专利评估
[3] Stochastic Asset Flow Equations: Interdependence of Trend and Volatility
随机资产流动方程：趋势与波动的相互依赖性
[4] Disclosure and the Cost-of Capital: Evidence from FOMC Announcements
信息披露与资本成本：来自联邦公开市场委员会公告的证据
[5] Private Conversation Matters: Evidence from Sell-side Analyst Reports after Private Meetings
私下谈话很重要：私下会谈后卖方分析师报告的证据
[6] Nonlinearity in the Cross-Section of Stock Returns: Evidence from China
股票收益横截面的非线性：来自中国的证据
[7] Managerial Multi-tasking, Team Diversity and Mutual Fund Performance
多任务管理、团队多样性与共同基金绩效
[8] What Drives Intraday Reversal? Illiquidity or Liquidity Oversupply?
是什么推动了盘中反转？流动性不足还是流动性过剩？
[9] Bond Yield Changes and the Cross-Section of Global Equity Returns
债券收益率变化与全球股票收益率横截面
[10] Volatility-of-Volatility Risk in Asset Pricing
资产定价中波动性风险的波动性
[11] Risk Managing the LIBOR Transition
管理LIBOR转换的风险
[12] Textual Ambiguity in Financial Disclosures and Information Asymmetry among Investors
财务披露中的文本歧义与投资者信息不对称
[13] Do Fair Value Measurements Affect Accounting-Based Earnings Quality? A Literature Review With a Focus on Corporate Governance As Moderator
公允价值计量是否影响会计盈余质量？以公司治理为中介的文献综述
[14] Determinants of Materiality Disclosure Quality in Integrated Reporting: Empirical Evidence from an International Setting
综合报告实质性披露质量的决定因素：来自国际环境的经验证据
[15] The Impact of Auditor Rotation, Audit Firm Rotation and Non Audit Services on Earnings Quality, Audit Quality and Investor Perceptions: A Literature Review
审计师轮换、事务所轮换和非审计服务对盈余质量、审计质量和投资者认知的影响：文献综述
[16] Performance Evaluation under Adverse Selection and Correlation Ambiguity
逆向选择和相关模糊下的绩效评价
[17] Jumps in Commodity Prices. New Approaches for Pricing Options.
大宗商品价格暴涨。期权定价的新方法。
[18] Present-Bias and the Value of Sophistication
当前偏见和成熟度的价值
[19] Creation of a Neural Network Algorithm for Automated Collection and Analysis of Statistics of Exchange Quotes Graphics
自动收集和分析外汇报价统计数据的神经网络算法的建立
[20] Managerial Market Timing: What Is the Pot Size for Long-Term Shareholders Assuming Firm Management Acts in Their Best Interest and Does Have an Informational Advantage?
管理层市场时机：假设公司管理层的行为符合他们的最佳利益并具有信息优势，那么长期股东的投资规模是多少？
[21] The Effects Of Technology Driven Information Categories On Performance In Electronic Trading Markets技术驱动的信息类型对电子交易市场绩效的影响
[22] Non-GAAP Disclosures and Investor Uncertainty
非公认会计原则披露与投资者不确定性
[23] The Cross-section of Long-run Expected Stock Returns
长期预期股票收益的横截面
[24] When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times
雨过天晴，倾盆大雨：多因素资产管理在好的和坏的时候
[25] Reinventing Financial Spreading with AI
用人工智能重塑金融传播
[26] Identifying the Effect of Stock Indexing: Impetus or Impediment to Arbitrage and Price Discovery?
识别股票指数的影响：套利和价格发现的动力还是障碍？
[27] Smart Derivatives Contracting: Automating Interest Rate Swaps in the Over-the-Counter (OTC) Market with the DAML
智能衍生品合约：通过DAML在场外（OTC）市场实现利率互换的自动化
[28] Copy-Paste Outperformance: Lazy Investors and Copied Reports
复制粘贴的表现：懒惰的投资者和复制的报告
[29] The Market Structure of Dealer-to-Client Interest Rate Swaps
交易商对客户利率互换的市场结构
[30] Voting Rights and the Delayed Stock Price Response to Option Information
投票权与股票价格对期权信息的延迟反应
[31] Key Audit Matters and Stock Price Crash Risk
关键审计事项与股价暴跌风险
[32] Bitcoin vs Inflation: Can Bitcoin Be a Macro Hedge? Evidence From a Quantile-on-Quantile Model.
比特币与通货膨胀：比特币能成为宏观对冲工具吗？分位数对分位数模型的证据。
[33] Covenant-lite Deals and Financial Reporting Quality
交易与财务报告质量
[34] Forecasting Realized Volatility: An Automatic System Using Many Features and Many Machine Learning Algorithms
预测已实现波动率：一个使用多种特征和多种机器学习算法的自动化系统
[35] Equity Investing in the Age of Intangibles
无形资产时代的股权投资
[36] Was treibt die Renditen von Hedgefonds? Eine empirische Untersuchung ausgewählter Hedgefonds Strategien (What Drives Hedge Fund Returns? An Empirical Investigation Of Selected Hedge Fund Strategies)
是什么推动了对冲基金的收益率？对选定对冲基金策略的实证研究（对冲基金收益的驱动因素是什么？部分对冲基金策略的实证研究）



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