SSRN Capital Markets eJournals 20210301-20210303

[1] A Hybrid Deep Learning Model for Dynamic Stock Movement Predictions Based on Supply Chain Networks
基于供应链网络的动态库存预测混合深度学习模型
[2] Implied Asset Return Profiles, Firm Fundamentals, and Stock Returns
隐含资产收益率曲线、公司基本面和股票收益率
[3] What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns?
个人投资者的投资组合揭示了股票回报的横截面？
[4] Currency Carry Trades and Global Funding Risk
货币套利交易与全球融资风险
[5] Who Owns What? A Factor Model for Direct Stockholding
谁拥有什么？直接持股的因子模型
[6] Market Efficiency in the Age of Machine Learning
机器学习时代的市场效率
[7] Withdrawal of Management Earnings Guidance During the COVID-19 Pandemic
在COVID-19大流行期间撤销管理盈余指导
[8] Market Reaction to the COVID-19: Evidence from the Emerging and Developed Markets
市场对COVID-19的反应：来自新兴市场和发达市场的证据
[9] Risk Aversion Connectedness in Developed and Emerging Equity Markets before and after the COVID-19 Pandemic
COVID-19流行前后发达和新兴股市的风险厌恶关联性
[10] Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields
债券收益率的学习、均衡趋势、周期和价差
[11] Confidence, Bond Risks, and Equity Returns
信心、债券风险和股票回报
[12] Ambiguity, Nominal Bond Yields, and Real Bond Yields
模糊性、名义债券收益率和实际债券收益率
[13] The Joint Cross Section of Option and Stock Returns Predictability with Big Data and Machine Learning
基于大数据和机器学习的期权与股票收益率联合预测截面
[14] What Drives Closed-End Fund Discounts? Evidence from COVID-19
是什么推动了封闭式基金的折扣？来自COVID-19的证据
[15] SOFR Term Rates From Treasury Repo Pricing
国债回购定价的SOFR定期利率
[16] Does Target Firm Insider Trading Signal the Target’s Synergy Potential in Mergers and Acquisitions?
目标公司内幕交易是否预示着目标公司在并购中的协同潜力？
[17] It’s Not Time To Make a Change: Sovereign Fragility and the Corporate Credit Risk
现在不是做出改变的时候：主权脆弱性和企业信用风险



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