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文献汇总
[1] Bear Factor and Hedge Fund Performance
熊市因素与对冲基金业绩
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[2] Beta and Systematic Risk
贝塔和系统风险
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[3] Forecasting Earnings with Predicted, Conditional Probability Density Functions
用预测的条件概率密度函数预测收益
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[4] Does Private Equity Systematically Over-Lever Portfolio Companies?
私募股权是否系统性地超过了杠杆投资组合公司?
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[5] Evaluation of Information Leadership Share as Price Discovery Measure
作为价格发现措施的信息领导份额评估
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[6] The Future of Clearing and Settlement in Australia: Part I - The Current System
澳大利亚清算与结算的未来:第一部分——现行制度
出处:Company & Securities Law Journals (Forthcoming in Vol 38 No 6, 2021)
[7] Economic Narratives and Market Outcomes: A Semi-supervised Topic Modeling Approach
经济叙事与市场结果:一种半监督主题建模方法
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[8] Quants, Strategic Speculation, and Financial Market Quality
定量、战略投机和金融市场质量
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[9] Regulatory Constraints for Money Market Funds: The Impossible Trinity?
货币市场基金的监管约束:不可能的三位一体?
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[10] Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book
深订单流量不平衡:从限额订单簿中提取多个水平的Alpha
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[11] Electronic Bond Intermediation: Evidence from Corporate Bond ATSs
电子债券中介:来自公司债券ATSs的证据
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[12] Opinions, Prices and Fibonacci Structures
观点、价格和斐波那契结构
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[13] Betting Against Quant: Examining the Factor Exposures of Thematic Indices
做空定量:检验主题指数的因子敞口
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[14] Pricing and Systematic Trading of Municipal Bonds
市政债券的定价与系统交易
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[15] When Do Investors Freak Out?: Machine Learning Predictions of Panic Selling
投资者什么时候会恐慌?:恐慌性抛售的
机器学习预测
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[16] Climate Events and Return Comovement
气候事件与返回协同运动
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[17] Steady-state Growth
稳态生长
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[18] Currency Valuation in a Pseudo-Efficient Multifarious Crypto-Token Market
伪有效多品种加密代币市场中的货币估值
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[19] The Replicating Portfolio of a Constant Product Market with Bounded Liquidity
具有有限流动性的固定产品市场的复制投资组合
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