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2021-07-04
机器翻译,仅供参考!更多文献获取请关注公众号:量化前沿速递

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文献汇总
[1] The Effects of Information Acquisition in M&As: Evidence from SEC EDGAR Web Traffic
并购中的信息获取效应:来自SEC-EDGAR网络流量的证据
出处:-
[2] The Effects of Investors' Information Acquisition On Sell-Side Analysts Forecast Bias
投资者信息获取对卖方分析师预测偏差的影响
出处:-
[3] A Dynamic Measure of Intentional Herd Behavior Causing Excess Volatility in U.S. Stock Markets (미국 주식시장의 초과변동성과 의도적 무리행동의 동태적 측정)
A Dynamic Measure of Intentional Herd Behavior Causing Excess Volatility in U。Stock Markets(美国股市的超额波动性和有意无理行为的动态测量)
出处:Korea Deposit Insurance Corporation, No. Vol. 22, No. 1-5
[4] The Out-of-Sample Predictability of Asymmetric Dependence of Portfolio Returns - The Multivariate Copula Distribution Function Approach (포트폴리오 수익률 분포의 비대칭적 의존성의 표본외 예측가능성: Copula 분포함수에 의한 추정)
The Out-of-Sample Predictivity of对称Dependence of Portfolio Returns-The Multivariate Copula Distribution Function Approach(根据POPLE收益率分布的非对称依赖性的样本外预测可能性:Copula分布函数的推测)
出处:Korea Deposit Insurance Corporation, No. Vol. 22, No. 1-3
[5] Social Media Sentiment and IPO Pricing
社交媒体情绪与IPO定价
出处:-
[6] Fiscal Policy Shocks and Stock Prices in the United States
美国的财政政策冲击与股票价格
出处:European Stability Mechanism Working Paper No. 48
[7] Think Twice, It’s All Right. Lessons from the GameStop Saga
三思而后行。GameStop传奇的教训
出处:European Banking Institute Working Paper Series 2021 - no. 98
[8] Quantifying Long-Term Market Impact
量化长期市场影响
出处:-
[9] A Study on Estimation of Volatility of Nifty-50 Index Using GARCH Model
基于GARCH模型的Nifty-50指数波动性估计研究
出处:A Study on Estimation of Volatility of Nifty-50 Index using Garch Model, DRC Somen Mitra, JGIBS 12 (1), 45-49, 2020
[10] Executive Extraversion and Voluntary Disclosure: Evidence from Management Earnings Forecasts
高管外倾与自愿性信息披露:来自管理层盈利预测的证据
出处:-
[11] Implications of Default Dependency on Portfolio Risk
违约相关性对投资组合风险的影响
出处:-
[12] Signal Strength, Conflicting Signals and Beliefs Updating: Evidence From Sell-Side Analysts' Forecasts
信号强度、冲突信号与信念更新:来自卖方分析师预测的证据
出处:-
[13] Operating Leverage, Profitability, and Stock Returns under Different Aggregate Funding Conditions
不同总融资条件下的经营杠杆率、盈利能力和股票收益率
出处:-
[14] Stock Market Winners: Conditional Probabilities, Elapsed Times, and Post-Event Returns
股市赢家:条件概率、经过时间和事后回报
出处:-
[15] Extending Portfolio Theory to Compound Returns
将投资组合理论推广到复合收益
出处:-
[16] High-Dimensional Copula-Based Distributions with Mixed Frequency Data
基于Copula的高维混合频率分布
出处:FEDS Working Paper No. 2015-50




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2021-7-10 20:16:11
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