文献汇总
[1] Superstition Everywhere
迷信无处不在
出处:-
[2] Realized skewness and momentum
意识到的偏斜和动量
出处:-
[3] Holding Period Effects in Dividend Strip Returns
股息带回报中的持有期效应
出处:-
[4] Decomposing Libor in Transition: Evidence from the Futures Markets
转型期Libor的分解：来自期货市场的证据
出处:-
[5] Managing the Market Portfolio
管理市场投资组合
出处:Management Science, Forthcoming
[6] The Global Derivatives Market
全球衍生品市场
出处:Forthcoming, Research Handbook on Global Capital Markets (Edward Elgar 2022, Iain MacNeil & Iris Chiu, eds.) Duke Law School Public Law & Legal Theory Series Forthcoming
[7] Measuring the Effects of the Global Tax Reform - Evidence from High-frequency Data
衡量全球税收改革的效果——来自高频数据的证据
出处:-
[8] The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility
ATM隐含波动率斜率，（双重）波动率互换和（双重）零vanna隐含波动率
出处:-
[9] Which Factors Are Priced? It Depends on Who You Ask: Investor Heterogeneity and Factor Pricing
哪些因素被定价？这取决于你问谁：投资者异质性和要素定价
出处:-
[10] It's Stochastic Dominance and Probabilistic Expected Utility Theory, Silly: Loss Aversion (a Concave Risk Premium Function) is Necessary Condition for Rationality of Risk Seeking Preferences
这是随机优势和概率预期效用理论，傻瓜：损失规避（凹风险溢价函数）是风险寻求偏好合理性的必要条件
出处:-
[11] Pricing of Idiosyncratic Risk: A Rubric for Inference of Each of Revealed Preferences, and Preferences That Best Match Up to Native Return Distributions of Individual Stocks
特殊风险的定价：一个用于推断每个已揭示偏好的准则，以及最符合单个股票本地收益分布的偏好
出处:-
[12] Climate Concern and Return Predictability: International Evidence
气候问题和返回可预测性：国际证据
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[13] Diminishing Treasury Convenience Premiums: Effects of Dealers' Excess Demand in Auctions
国库便利费递减：交易商在拍卖中过度需求的影响
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[14] Public Information impact on Cryptocurrency trading activity: Evidence from News Media
公共信息对加密货币交易活动的影响：来自新闻媒体的证据
出处:-
[15] Filing Speed, Information Leakage, and Price Formation
归档速度、信息泄露和价格形成
出处:Review of Accounting Studies, forthcoming
[16] Manipulation in the bond market and the role of investment funds: Evidence from an emerging market
债券市场的操纵和投资基金的作用：来自新兴市场的证据
出处:International Review of Financial Analysis, 79:102000 Doi:10.1016/j.irfa.2021.102000
[17] Three Hundred Years of Monthly Return Predictability: A Comprehensive Examination and Transfer Learning
三百年的月收益可预测性：综合考试和转移学习
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[18] Intermediary Frictions and Asset Pricing
中介摩擦与资产定价
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