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[1] Stock Liquidity and Corporate Labor Investment
股票流动性与企业劳动投资
出处:Journal of Corporate Finance, Forthcoming
[2] Portfolio Construction with Climate Risk Measures
基于气候风险度量的投资组合构建
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[3] The Inequality of Finance
金融不平等
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[4] They Still Haven't Told You
他们还没告诉你
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[5] Financial Market Infrastructure – The Essential Role of Risk Management
金融市场基础设施——风险管理的重要作用
出处:Unformatted version of Chapter 10 in GOVERNANCE OF FINANCIAL INSTITUTIONS (Danny Busch, Guido Ferrarini & Gerard van Solinge eds., 2019) George Mason Law & Economics Research Paper No. 21-44
[6] Former investors and long-horizon price drifts in response to earnings news
前投资者和长期价格因盈利消息而漂移
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[7] Momentum and Mean-Reversion in a Semi-Markov
半马尔可夫模型中的动量和均值回复
出处:None
[8] Mandatory Central Clearing for U.S. Treasuries and U.S. Treasury Repos
美国国债和美国国债回购的强制性中央清算
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[9] Data Resource Profile: The ZEW FMS Dataset
数据资源配置文件:ZEW FMS数据集
出处:ZEW - Centre for European Economic Research Discussion Paper No. 21-100
[10] The Sectoral Effects of Value-Added Tax: Evidence from UAE Stock Markets
增值税的行业效应:来自阿联酋股市的证据
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[11] A model of financial bubbles and drawdowns with non-local behavioral self-referencing
具有非本地行为自我参照的金融泡沫和提款模型
出处:Swiss Finance Institute Research Paper No. 21-96
[12] Machine Learning for Predicting Stock Return Volatility
预测股票收益率波动的
机器学习方法
出处:Swiss Finance Institute Research Paper No. 21-95
[13] Natural Disasters and Municipal Bonds
自然灾害和市政债券
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[14] Asset Prices and Business Cycles with Liquidity Shocks
具有流动性冲击的资产价格和商业周期
出处:CERGE-EI Working Paper Series No. 711
[15] Do Analysts Learn from Each Other? Evidence from Analysts’ Location Diversity
分析师们互相学习吗?来自分析师位置多样性的证据
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[16] Pricing and Hedging of SOFR Derivatives under Differential Funding Costs and Collateralization
不同融资成本和抵押下SOFR衍生品的定价和套期保值
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[17] Do Climate Risks Matter for Green Investment?
气候风险对绿色投资重要吗?
出处:Forthcoming at Journal of International Financial Markets, Institutions & Money
[18] Extended Audit Reporting and Financial Reporting Quality: The Case of Goodwill Impairment
扩展审计报告和财务报告质量:商誉减值案例
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[19] Bubbles for Fama from Sornette
Sornette为Fama准备的泡泡
出处:Swiss Finance Institute Research Paper No. 21-94
[20] The Low-Risk Effect, from Betting Against Beta to Betting Against Correlation
低风险效应,从赌贝塔到赌相关性
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[21] Corporate Taxes, Partisan Politics, and Stock Returns
公司税、党派政治和股票回报
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[22] Life-Cycle Risk-Taking with Personal Disaster Risk
生命周期风险承担与个人灾难风险
出处:ESRB: Working Paper Series 2021132
[23] Empirical Analysis of Collateral at Central Counterparties
中央交易对手抵押品的实证分析
出处:ESRB: Working Paper Series 2021131
[24] 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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