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[1] Truncating Optimism
截断乐观
出处:Journal of Accounting Research, Volume 59, Issue 5
[2] Do Investors Care Who Did the Audit? Evidence from Form AP
投资者关心谁做了审计吗?来自AP表格的证据
出处:Journal of Accounting Research, Volume 59, Issue 5
[3] Talk Less, Learn More: Strategic Disclosure in Response to Managerial Learning from the Options Market
少说多学:战略披露对期权市场管理层学习的回应
出处:Journal of Accounting Research, Volume 59, Issue 5
[4] The Initial Public Offerings (IPO) on the Warsaw Stock Exchange in the Years 2006, 2007. The Issue Costs and the Value of the Discount Rate for Lack of Marketability (DLOM)
2006年和2007年在华沙证券交易所的首次公开发行(IPO)。发行成本和缺乏适销性的贴现率(DLOM)的价值
出处:In: Frąckowiak, W. & Kochalski, C. (eds). Modern Managerial Finance. New Trends And Research Areas, pp. 89-108. Poznań: Wydawnictwo UEP.
[5] Automatic Implicit Function Theorem
自动隐函数定理
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[6] The Participant Timestamp: Get The Most Out Of TAQ Data
参与者时间戳:充分利用TAQ数据
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[7] Search-Based Peer Groups and Commonality in Liquidity
基于搜索的对等组和流动性中的公共性
出处:Review of Finance, Forthcoming
[8] Alternative Trading System Effects on Exchange Market Efficiency and Real Efficiency
另类交易制度对外汇市场效率和真实效率的影响
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[9] Pricing Bermudan options using regression trees/random forests
使用回归树/随机森林为百慕大期权定价
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[10] Good-Bye IBES (or Not?)
再见伊布斯(还是不再见?)
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[11] Global Spillovers of the Fed Information Effect
美联储信息效应的全球溢出效应
出处:Bank of England Working Paper No. 952
[12] Exact Pricing of the Arithmetic Asian Options: Revisited
算术亚式期权的精确定价:再论
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[13] The Impact of Retail Investors on Stock Liquidity and Crash Risk
散户投资者对股票流动性和崩盘风险的影响
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[14] Shareholder Litigation Risk and Managers’ Private Disclosure of Earnings Warnings
股东诉讼风险与经理人盈余预警的私人披露
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[15] Changing Income Risk across the US Skill Distribution: Evidence from a Generalized Kalman Filter
美国技能分布中收入风险的变化:来自广义卡尔曼滤波的证据
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[16] Expected Returns, Firm Characteristics, and Cardinality Constraints∗
预期收益、公司特征和基数约束∗
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[17] The Rise of Accruals Seasonality Spread
应计项目的增加具有季节性
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[18] Stochastic measure distortions induced by quantile processes for risk quantification and valuation
风险量化和评估分位数过程引起的随机测度失真
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[19] Going Global : Evidence from India
走向全球:来自印度的证据
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[20] ETF effects: the role of primary versus secondary market activities
ETF效应:一级市场与二级市场活动的作用
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[21] Sustainability Manifesto for Financial Products: Carbon Equivalence Principle
金融产品可持续发展宣言:碳当量原则
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[22] Biased information transmission in investor social networks: Evidence from professional traders
投资者社交网络中的偏差信息传递:来自专业交易者的证据
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[23] Boosting Agnostic Fundamental Analysis: Using Machine Learning to Identify Mispricing in European Stock Markets
推动不可知论基本面分析:使用
机器学习识别欧洲股市的错误定价
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[24] Instability of Factor Strength in Asset Returns
资产收益中要素强度的不稳定性
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[25] The Impact of Circular Economy on Public Equity in Europe. Understanding De-Risking Effect and Risk-Adjusted Performance
循环经济对欧洲公共公平的影响。了解去风险效应和风险调整绩效
出处:International Review of Economics & Finance, Elsevier, June 2021
[26] Stock Market Alphas Help Predict Macroeconomic Innovations
股市Alpha有助于预测宏观经济创新
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[27] Dividend Momentum and Stock Return Predictability: A Bayesian Approach
股利动量与股票收益可预测性:贝叶斯方法
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