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文献汇总
[1] Reaction of The Indian Stock Market to Corona Pandemic and Lockdown
印度股市对电晕大流行和封锁的反应
出处:JIMS8M: The Journal of Indian Management & Strategy, 25 (4), 13-22. https://doi.org/10.5958/0973-9343.2020.00028.9
[2] A Note on Tweeting and Equity Markets before and during the COVID-19 Pandemic
关于COVID-19大流行前后tweet和股票市场的说明
出处:Finance Research Letters, Forthcoming
[3] Planning in Financial Markets in Presence of Spikes: Using Machine Learning GBDT
存在尖峰的金融市场规划:使用
机器学习GBDT
出处:-
[4] Time is Money: The Equilibrium Trading Horizon and Optimal Arrival Price
时间就是金钱:均衡交易视界与最优到达价格
出处:-
[5] Callable Barrier Reverse Convertible Securities
可赎回障碍反向可转换证券
出处:Forthcoming, Quantitative Finance, https://doi.org/10.1080/14697688.2021.1912380
[6] Order Flow Fragmentation and Flight-To-Transparency during Stressed Market Conditions: Evidence from COVID-19
压力市场条件下的订单流碎片化与透明化:来自COVID-19的证据
出处:Finance Research Letters, Forthcoming
[7] Everywhere Differentiable Continuums, Mathematical Spaces, and Axioms: Modeling of Financial Phenomena
处处可微连续体、数学空间和公理:金融现象的建模
出处:-
[8] A Unified Theory of Option Pricing Assuming Stochastic Volatility
随机波动下期权定价的统一理论
出处:-
[9] Behavioral Biases in the NFL Gambling Market: Overreaction to News and the Recency Bias
NFL赌博市场中的行为偏差:对新闻的过度反应和近期偏差
出处:-
[10] Survey: Market Risk Premium and Risk-Free Rate used for 88 countries in 2021
调查:2021年88个国家采用的市场风险溢价和无风险利率
出处:-
[11] Less Pollution, Fewer Crashes: The Impacts of Green Credit Policy on Stock Price Crash Risk
少污染,少崩溃:绿色信贷政策对股价崩溃风险的影响
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[12] Who Profits From Trading Options?
谁从期权交易中获利?
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