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[1] Toward a Public-Key Management Framework for Virtual Assets and Virtual Asset Service Providers
面向虚拟资产和虚拟资产服务提供商的公钥管理框架
出处:Electronic version of an article published as [The Journal of FinTech, Volume 1, Number 1, 2021, 27 pages] [https://doi.org/10.1142/S2705109920500017] © [copyright World Scientific Publishing Company]
[2] Tradin’ in the Rain: Attention Allocation and Investment Performance
雨中交易:注意力配置与投资绩效
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[3] Carbon Emissions, Institutional Trading, and the Liquidity of Corporate Bonds
碳排放、机构交易和公司债券的流动性
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[4] The strategic allocation to style-integrated portfolios of commodity futures
商品期货组合风格的策略配置
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[5] Accounting for Asset Pricing Factors
资产定价因素会计
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[6] Asymmetric Impact of Exchange Rate to İstanbul Stock Market: A Nonlinear ARDL Approach
汇率对股票市场的非对称影响:一个非线性ARDL方法
出处:Journal of Social and Humanities Sciences Research
[7] Endogenous Habits and Equilibrium Asset Prices
内生习惯与均衡资产价格
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[8] Information Flows and Systematic Risk
信息流与系统风险
出处:Society for Financial Studies Cavalcade
[9] Pricing Without Mispricing
无误定价
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[10] Smart Stochastic Discount Factors
智能随机贴现因子
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[11] Unlocking ESG Premium from Options
从选项解锁ESG Premium
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[12] Cryptocurrencies Meet Equities: Risk Factors and Asset Pricing Relationships
加密货币与股票:风险因素与资产定价关系
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[13] Optimal Transport for Model Calibration
模型标定的最优传输
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[14] Feasible Implied Correlation Matrices from Factor Structures
因子结构的可行隐含相关矩阵
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[15] A Skeptical Appraisal of Robust Asset Pricing Tests
稳健资产定价测试的质疑性评价
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[16] On the efficiency of the leveraged loan market
论杠杆贷款市场的效率
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[17] Ambiguity and Blowups
模糊和放大
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[18] Market Feedback: Evidence from the Horse’s Mouth
市场反馈:来自马口铁的证据
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[19] What drives sustainable indices? A framework for analyzing the sustainable index landscape
什么推动可持续发展指数?可持续指数景观分析框架
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[20] Analoging the digital: Designing better binary option contracts
模拟数字:设计更好的二元期权合约
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[21] Chebyshev Greeks: Smoothing Gamma without Bias
切比雪夫希腊语:无偏差平滑Gamma
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[22] Which Assets Can Be Priced by the CAPM Formula?
哪些资产可以用CAPM公式定价?
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[23] UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider
UNISWAP:流动性提供者的非永久性损失和风险状况
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[24] The effect of labor unions on municipal bonds
工会对市政债券的影响
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[25] ESG and the Market Return
ESG与市场收益
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[26] Price Discovery from Offer Price to Opening Price of Initial Public Offerings
首次公开发行(ipo)从发行价到开盘价的价格发现
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[27] The Demand for Money, Near-Money, and Treasury Bonds
对货币、接近货币和国债的需求
出处:USC Marshall School of Business Research Paper
[28] Institution-Broker Relationship and Mutual Fund Proxy Voting
机构经纪关系与共同基金代理投票
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[29] Commodity Forward Curves With Stochastic Time Change
随机时变商品远期曲线
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[30] The Information Advantage of Institutional Common Owners: Evidence from Stock Price Crash Risk
机构共有人的信息优势:来自股价暴跌风险的证据
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[31] Uncertain Execution in Order-Driven Markets
订单驱动市场中的不确定执行
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[32] Delayed Creative Destruction: How Uncertainty Shapes Corporate Assets
延迟的创造性破坏:不确定性如何塑造企业资产
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[33] Macroeconomic Fundamentals and the Pricing of Anomaly Portfolios
宏观经济基本面与异常组合定价
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