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[1] A Six-Factor Asset Pricing Model
六因素资产定价模型
出处:Roy, R., & Shijin, S. (2018). A six-factor asset pricing model. Borsa Istanbul Review, 18(3), 205-217.
[2] Market fairness and efficiency: Evidence from the Tokyo Stock Exchange
市场公平与效率：来自东京证券交易所的证据
出处:Journal of Banking and Finance, Forthcoming
[3] Computational Linguistic Analysis of Submitted SEC Information (CLASSI)
提交SEC信息的计算语言分析（CLASSI）
出处:-
[4] On the Predictive Power of CAPE or Shiller’s Pe Ratio: The Case of the Greek Stock Market
CAPE或Shiller市盈率的预测能力：以希腊股市为例
出处:Forthcoming, Operational Research (Springer)
[5] The Relative Tax Gap Hypothesis: An Exploratory Analysis and Application to U.S. Financial Markets
相对税收差距假说：对美国金融市场的探索性分析与应用
出处:Cebula, Richard J. (2020) "The Relative Tax Gap Hypothesis: An Exploratory Analysis and Application to U.S. Financial Markets," American Business Review: Vol. 23 : No. 1 , Article 4. DOI: https://doi.org/10.37625/abr.23.1.35-52
[6] Is Corporate Governance Priced in the Option Market? Evidence from Shareholder Proposals
公司治理是否在期权市场中定价？股东提案的证据
出处:Nanyang Business School Research Paper No. 21-25
[7] Shareholder Litigation, Market Efficiency, and Financial Misreporting
股东诉讼、市场效率和财务失实
出处:-
[8] Differential access to dark markets and execution quality
对黑市的差别准入和执行质量
出处:-
[9] Return Predictability using Price-to-Earnings Ratio
使用市盈率的收益可预测性
出处:-
[10] Picking Partners: Manager Selection in Private Equity
选择合作伙伴：私募股权中的经理人选择
出处:-
[11] FinBERT—A Deep Learning Approach to Extracting Textual Information
FinBERT&一种提取文本信息的深度学习方法
出处:-
[12] Corporate Investment and Stock Return Momentum
公司投资与股票收益率
出处:Review of Pacific Basin Financial Markets and Policies, forthcoming
[13] Expected Returns to Brown and Green Assets with Transition Uncertainty
具有过渡不确定性的棕色和绿色资产的预期回报
出处:-
[14] Caplet Formulae for Backward-Looking Term Rates with Hull-White Model
赫尔-怀特模型下后视项利率的Caplet公式
出处:-
[15] Meme Stocks and Herd Behavior
模因种群与羊群行为
出处:-
[16] Fisiología del mercado de derivados al mostrador (OTC) y la reforma posterior a la crisis financiera global (Physiology of the OTC Derivatives Market and Post- Global Financial Crisis Reform)
场外衍生品市场生理学与后全球金融危机改革
出处:-
[17] Informed Investors and Earnings Guidance: Evidence from SEC Tick Size Pilot Program
知情投资者和收益指南：来自SEC股票规模试点计划的证据
出处:-
[18] The Tradeoff between Liquidity and Performance: Private Assets in Institutional Portfolios
流动性和绩效之间的权衡：机构投资组合中的私人资产
出处:PGIM IAS - January 2019
[19] News as Sources of Jumps in Stock Returns: Evidence From 21 Million News Articles for 9000 Companies
新闻作为股票回报率跳跃的来源：来自9000家公司2100万篇新闻文章的证据
出处:Journal of Financial Economics (JFE), In Press. https://doi.org/10.1016/j.jfineco.2021.08.002
[20] Dissecting Bond Volatility
剖析债券波动性
出处:-
[21] The Impact of COVID-19 on Selected Securities Traded on NSE India: An Empirical Analysis
COVID-19对印度证券交易所选择证券的影响：一个实证分析
出处:The IUP Journal of Financial Risk Management, Vol. 18, No. 1, March 2021, pp. 7-28
[22] The Impact of Heterogeneous Unconventional Monetary Policies on the Expectations of Market Crashes
异质性非常规货币政策对市场崩溃预期的影响
出处:Banco de Espana Working Paper No. 2127
[23] The Effects of Investor Confidence Shocks on Business Cycles
投资者信心冲击对商业周期的影响
出处:None