更多更新以及相关资源关注公众号：量化前沿速递

[1] Price Informativeness with Equity Market Factors

股票市场因素下的价格信息性

出处:-

[2] Do You Feel Lucky? Lottery Jackpot Winnings and Retail Trading around Neighborhoods

你觉得幸运吗？彩票中奖和社区零售交易

出处:-

[3] Trade Policy Uncertainty and Global Stock Returns: Evidence from the 2016 US Presidential Election

贸易政策不确定性与全球股市收益：来自2016年美国总统大选的证据

出处:-

[4] Transition versus physical climate risk pricing in euro area financial markets: A text-based approach

欧元区金融市场过渡期与实际气候风险定价：基于文本的方法

出处:-

[5] Commodities, Crude Oil, and Diversified Portfolios

大宗商品、原油和多元化投资组合

出处:-

[6] The Effect of Credit, Liquidity and Rollover Risk on Bondholder Wealth in Mergers and Acquisitions

信用、流动性和展期风险对并购中债券持有人财富的影响

出处:-

[7] Do Large Hedgers and Speculators React to Events? A Stability and Events Analysis

大型对冲基金和投机者对事件有反应吗？稳定性与事件分析

出处:Applied Financial Economics Letters, 2008, 4, 259–267. doi.org/10.1080/17446540701720501

[8] Risk Parity for Multi-Asset Futures Allocation – A Practical Analysis of the Equal Risk Contribution Portfolio


多资产期货配置的风险平价——等风险贡献组合的实证分析


出处:-


[9] Scale or Yield? A Present-Value Identity


规模还是产量？现值恒等式


出处:-


[10] Does CSR Engender Trust? Evidence From Investor Reactions to Corporate Disclosures


企业社会责任产生信任吗？投资者对公司披露的反应证据


出处:-