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
获取原文请加入知识星球“量化前沿速递”
文献汇总
[1] A Tale of Two Premiums Revisited
重温两件事的故事
出处:-
[2] Social Capital and Insider Trading
社会资本与内幕交易
出处:-
[3] When the Panic Broke Out: Covid-19 and Investment Funds' Portfolio Rebalancing Around the World
恐慌爆发时：新冠肺炎和全球投资基金的投资组合再平衡
出处:Bank of Italy Temi di Discussione (Working Paper) No. 1342
[4] The Impact of Complex Financial Instruments on Banks’ Vulnerability: Empirical Evidence on SSM Banks
复杂金融工具对银行脆弱性的影响：基于SSM银行的经验证据
出处:Bank of Italy Occasional Paper No. 633
[5] Using, Taming or Avoiding the Factor Zoo? A Double-Shrinkage Estimator for Covariance Matrices
使用、驯服或避免因子动物园？协方差矩阵的双收缩估计
出处:-
[6] The COVID-19 Global Fear Index, Realized Volatility and Jump
新冠病毒-19全球恐惧指数，已实现波动和跳跃
出处:-
[7] Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
已实现波动率预测：基于金融词嵌入的机器学习
出处:-
[8] Investors’ Perception of Business Group Membership during An Economic Crisis: Evidence from the COVID-19 Pandemic
经济危机期间投资者对企业集团成员身份的看法：来自新冠肺炎大流行的证据
出处:-
[9] Lighting Up the Dark: Liquidity in the German Corporate Bond Market
照亮黑暗：德国公司债券市场的流动性
出处:Deutsche Bundesbank Discussion Paper No. 21/2021
[10] Clustering Structure of Microstructure Measures
微观结构测度的聚类结构
出处:-