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文献汇总
[1] The High-Frequency Impact of Macroeconomic News on Jumps and Co-Jumps in the Cryptocurrency Markets
宏观经济新闻对加密货币市场跳跃和共同跳跃的高频影响
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[2] Optimal trade execution under endogenous order flow
内生订单流下的最优交易执行
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[3] Robust Portfolio Choice
稳健投资组合选择
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[4] Estimating Security Betas via Machine Learning
基于机器学习的安全性beta估计
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[5] Dissecting Anomalies and Dynamic Human Capital: The Global Evidence
剖析异常与动态人力资本：全球证据
出处:Roy, R., & Shijin, S. (2018). Dissecting anomalies and dynamic human capital: The global evidence. Borsa Istanbul Review, 18(1), 1–32. https://doi.org/10.1016/j.bir.2017.08.005
[6] The Nexus of Anomalies-Stock Returns-Asset Pricing Models: The International Evidence
股票收益率与资产定价模型的关系：国际证据
出处:Roy, R., & Shijin, S. (2019). The nexus of anomalies-stock returns-asset pricing models: The international evidence. Borsa Istanbul Review, 19(1), 1–14. https://doi.org/10.1016/j.bir.2018.07.003
[7] The Nexus of Asset Pricing, Volatility and the Business Cycle
资产定价、波动性和商业周期的关系
出处:Roy, R., & Shijin, S. (2020). The nexus of asset pricing, volatility and the business cycle. Journal of Economic Studies, 48(1), 79-101. https://doi.org/10.1108/JES-08-2019-0357
[8] Stock Market Reactions to Favorable and Unfavorable Information Security Events: A Systematic Literature Review
股票市场对有利和不利信息安全事件的反应：一个系统的文献综述
出处:Computers & Security (C&S), Forthcoming
[9] Is Human Capital the Sixth Factor? Evidence from US Data
人力资本是第六个因素吗？来自美国数据的证据
出处:Roy, R., & Shijin, S. (2019). Is human capital the sixth factor? Evidence from US data. ACRN Journal of Finance and Risk Perspectives, 8, 21. https://doi.org/10.35944/jofrp.2019.8.1.002
[10] A Tripartite Inquiry into Financial Liberalisation– Volatility–Information Asymmetry Nexus: Global Panel Approach
金融自由化-波动性-信息不对称关系的三方调查：全球小组法
出处:Roy, R., & Shijin, S. (2020). A tripartite inquiry into financial liberalisation–volatility–information asymmetry nexus: Global panel approach. IIMB Management Review, 32(1), 39–58. https://doi.org/10.1016/j.iimb.2019.07.016
[11] Time-Varying Global Financial Market Inefficiency: An Instance of Pre-, During, and Post-Subprime Crisis
时变的全球金融市场效率低下：次贷危机前、期间和后的一个例子
出处:Roy, R., Santhakumar, S. (2014). Time-varying global financial market inefficiency: an instance of pre-, during, and post-subprime crisis. Decision 41, 449–488. https://doi.org/10.1007/s40622-014-0061-1
[12] One-Week-Ahead Electricity Price Forecasting Using Weather Forecasts, and its Application to Arbitrage in the Forward Market: An Empirical Study of the Japan Electric Power Exchange
基于天气预报的一周前电价预测及其在远期市场套利中的应用：日本电力交易所的实证研究
出处:Journal of Energy Markets, Vol. 14, No. 3
[13] Investor Sentiment Index during the COVID-19 crisis: Evidence from G20 Stock Markets
新冠疫情期间的投资者情绪指数：来自G20股市的证据
出处:International Review of Financial Analysis, Forthcoming
[14] A Fractional Brownian–Hawkes Model for the Italian Electricity Spot Market: Estimation and Forecasting
意大利电力现货市场的分数布朗-霍克斯模型：估计和预测
出处:Journal of Energy Markets, Vol. 14, No. 3
[15] A Case Study on the Effects of Ramadan on Stock Market Behaviour
斋月对股市行为影响的案例研究
出处:The Advances in Accounting, Management, Business and Economics Journal 2021
[16] Return Smoothing and Loan Fund Flows: Can Investors See Through to Fair Value?
收益平滑和贷款资金流：投资者能否看透公允价值？
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[17] Momentum in Security Returns and Investor Behavior: Evidence from Sri Lanka
证券回报的动力与投资者行为：来自斯里兰卡的证据
出处:International Academic Research Journal of Economics and Finance Vol., No.5 Issue No.1, October 2017, Page No. 34-44
[18] Exercising Real Options Sooner or Later? New Insights from Quantile-Preserving Spreads on how to Hasten or Delay Exercise
行使实物期权是早晚的事？关于如何加速或延迟运动的保留分位数分布的新见解
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