机器翻译，仅供参考！更多文献获取请关注公众号：量化前沿速递
文献汇总
[1] Oil Price Changes and Stock Returns: Fresh Evidence from Oil Exporting and Oil Importing Countries
石油价格变化和股票收益：来自石油出口国和进口国的新证据
出处:Cogent Economics & Finance, 10:1, 2018163, DOI: 10.1080/23322039.2021.2018163
[2] Climate Risk and Central Counterparty Risk Management
气候风险和中央交易对手风险管理
出处:Journal of Financial Market Infrastructures, Vol. 9, No. 4, 2021
[3] Industry Adoption Scenarios for Authoritative Data Stores Using the International Swaps and Derivatives Association Common Domain Model
使用国际掉期和衍生品协会公共领域模型的权威数据存储的行业采用场景
出处:Journal of Financial Market Infrastructures, Vol. 9, No. 4, 2021
[4] What Drives Bitcoin Fees? Using SegWit to Assess Bitcoin’s Long-Run Sustainability
是什么推动比特币收费？使用SegWit评估比特币的长期可持续性
出处:Journal of Financial Market Infrastructures, Vol. 9, No. 4, 2021
[5] A Cost–Benefit Analysis of Anti-Procyclicality: Analyzing Approaches to Procyclicality Reduction in Central Counterparty Initial Margin Models
反顺周期性的成本效益分析：分析中央交易对手初始保证金模型中顺周期性降低的方法
出处:Journal of Financial Market Infrastructures, Vol. 9, No. 4, 2021
[6] Stock Valuation During the COVID-19 Pandemic: An Explanation Using Option-based Discount Rates
2019冠状病毒疾病的股票估价：基于期权的贴现率解释
出处:Journal of Banking & Finance, 106386. doi:10.1016/j.jbankfin.2021.106386 The University of Auckland Business School Research Paper Series
[7] Impact of Novel Coronavirus Outbreak-Related Announcements on Pharmaceutical Stocks: Empirical Evidence from an Emerging Market
新型冠状病毒爆发相关公告对医药股票的影响：来自新兴市场的经验证据
出处:-
[8] Infrequent Random Portfolio Decisions in an Open Economy Model
开放经济模型中的罕见随机投资组合决策
出处:Swiss Finance Institute Research Paper No. 22-10
[9] The Predictive Power of Analysts and Their Impact on Prices
分析师的预测能力及其对价格的影响
出处:-
[10] Time Series Variation in the Factor Zoo
因子动物园中的时间序列变化
出处:-
[11] Corn Futures Deliveries: Why? When? So What?
玉米期货交割：为什么？什么时候那又怎么样？
出处:-
[12] Monetary policy uncertainty and stock market volatility
货币政策不确定性与股市波动
出处:-
[13] Noisy stock prices and capital allocation efficiency
噪声股价与资本配置效率
出处:-
[14] Information from Implied Volatility Comovements and Insider Trades
来自隐含波动率协动和内幕交易的信息
出处:-
[15] Information Transparency of Firm Financing
企业融资的信息透明度
出处:-
[16] What Explains Momentum? A Perspective From International Data
什么解释了动量？国际数据透视
出处:-
[17] Tax heist using American Depositary Receipts
利用美国存托凭证进行税收盗窃
出处:-
[18] A Comparison of International Mutual Funds Efficiency
国际共同基金效率比较
出处:-
[19] The relevance of ratings for investors of (semi-)open-end real estate funds: Evidence from Germany
（半）开放式房地产基金投资者评级的相关性：来自德国的证据
出处:-
[20] How Many Highly Underpriced IPOs Are Identifiable Ex Ante? Evidence from Out-of-Sample Predictions Using Machine Learning
有多少定价过低的IPO可以事先确认？使用机器学习的样本外预测证据
出处:-
[21] External Information Sources, Investor Beliefs, and Corporate Disclosures
外部信息来源、投资者信念和公司披露
出处:-
[22] Short-sightedness, Short-sale Constraints and the Dissemination of Private Information
短视、卖空限制和私人信息的传播
出处:-
[23] Look-through Regulation: Theoretical and Practical View
透视规制：理论与实践的视角
出处:Bond Monthly, Nov. 2021, http://www.ccdc.com.cn/Channel/145609953
[24] Benchmark versus Index in Mutual Fund Performance Evaluation
共同基金业绩评价中的基准与指数
出处:-
[25] Weighted Least Squares Realized Covariation Estimation
加权最小二乘实现的协变量估计
出处:-
[26] Not particular at all calibration of LSV models: the smile problem solved for LSV models
LSV模型的校准并不特别：解决了LSV模型的微笑问题
出处:-
[27] Does Time Priority Prevent Risk Sharing?
时间优先是否会阻止风险分担？
出处:-
[28] Do Analysts Forecast Differently in Periods of Uncertainty? An Empirical Analysis of Target Prices for Spanish Banks
分析师在不确定时期的预测是否有所不同？西班牙银行目标价格的实证分析
出处:Banco de Espana Working Paper No. 2144
[29] Nonparametric Tests for Market Timing Ability Using Daily Mutual Fund Returns
基于每日共同基金收益的市场择时能力非参数检验
出处:None
[30] Asset Market Experiments Does Inequality of Endowment Stimulate Bubbles and Bursts?
资产市场实验禀赋的不平等是否会刺激泡沫和破裂？
出处:-
[31] Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the Us Equity Market
在经验资产定价中评估黄金作为零贝塔资产的使用：在美国股票市场的应用
出处:-
[32] Short-Selling Pressure and Corporate Tax Aggressiveness
卖空压力与公司税的侵略性
出处:-
[33] VC Ownership Post-IPO: When, Why, and How Do VCs Exit?
IPO后的风险投资所有权：风险投资何时、为何以及如何退出？
出处:-