文献汇总
[1] The Jurisprudential Basis for Bond Registration and Depository
债券登记存管的法理基础
出处:Bond Monthly, Feb. 2022, http://www.ccdc.com.cn/Channel/145609953
[2] Technical Indicators and Cross-Sectional Expected Returns
技术指标和横向预期收益
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[3] Technical Indicators and Cross-Sectional Expected Returns
技术指标和横向预期收益
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[4] Is Cross-Listing a Panacea for Improving Earnings Quality? The Case of H- and B-Share Firms in China
交叉上市是提高收益质量的灵丹妙药吗？中国H股和B股公司的案例
出处:International Review of Financial Analysis, Forthcoming
[5] Climate policy uncertainty and the cross-section of stock returns
气候政策的不确定性和股票回报的横截面
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[6] Local Government Implicit Debt and the Pricing of LGFV Bonds
地方政府隐性债务与LGFV债券定价
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[7] The Economics of PIPEs, Revisited
重新审视管道的经济性
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[8] Agency Problems and Sentiment: Evidence from An Auction Market
代理问题和情绪：来自拍卖市场的证据
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[9] Residual Variance and Asset Pricing in the Art Market
剩余方差与艺术品市场的资产定价
出处:Journal of Cultural Economics, Forthcoming
[10] Investors’ Information Acquisition and Firm Financing Decisions: Evidence from a Natural Experiment
投资者信息获取与企业融资决策：来自自然实验的证据
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[11] Market Integration and Asset Prices: Evidence from the Inclusion of China A-Shares in MSCI Global Indices
市场一体化与资产价格：中国A股纳入MSCI全球指数的证据
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[12] Robust and nearly exact option pricing with bilateral gamma processes
双边gamma过程下的稳健近似精确期权定价
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[13] Deciphering Monetary Policy Shocks
解读货币政策冲击
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[14] Dynamic Allocations for Currency Investment Strategies
货币投资策略的动态分配
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[15] Anomaly or Possible Risk Factor? Simple-To-Use Tests
异常或可能的风险因素？简单易用的测试
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[16] Institutional Investor Attention
机构投资者注意
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[17] Price Elasticity of Demand and Risk-Bearing Capacity in Sovereign Bond Auctions
主权债券拍卖中的需求价格弹性与风险承受能力
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[18] Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies
资产配置中的金融异常：通过横向股权策略降低风险
出处:The Journal of Portfolio Management (Accepted), Forthcoming
[19] Passive Investment, Active Isomorphism: The Rise of Index Funds in the U.S. Financial Industry
被动投资，主动同构：指数基金在美国金融业的兴起
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[20] Overnight Returns: Investor Sentiment or Investor Attention?
隔夜回报：投资者情绪还是投资者关注？
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[21] Media Sentiment and the Cross-Section of Option Returns
媒体情绪和期权回报的横截面
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[22] Systematic Mispricing: Evidence from Real Estate Markets
系统性定价失误：来自房地产市场的证据
出处:The Journal of Real Estate Finance and Economics, 2022
[23] Frictional Intermediation, Inventory Hedging, and the Rise of Portfolio Trading in the Corporate Bond Market
摩擦性中介、库存对冲和公司债券市场中投资组合交易的兴起
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[24] Stock Market Anomalies and Machine Learning Across the Globe
全球股市异常现象和机器学习
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[25] No arbitrage global parametrization for the eSSVI volatility surface
eSSVI波动率曲面的无套利全局参数化
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[26] Optimizing Order Types in Indian Futures Market
优化印度期货市场的订单类型
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[27] The Morning After: Late-night TV Shows and the Stock Market
第二天早上：深夜电视节目和股市
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[28] Egypt Valuation Repertoire
埃及估价表
出处:STANDPoint, January 2022
[29] Comparing Search and Intermediation Frictions Across Markets
比较不同市场的搜索和中介摩擦
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[30] Social Media Group Investing
社交媒体集团投资
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[31] Global Volatility and Firm-Level Capital Flows
全球波动性与企业级资本流动
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[32] A Discretely Formulated Option Pricing Model That, Absent Directness of Modeling of Volatility, Embeds the ‘Volatility Smile’
一个离散制定的期权定价模型，缺乏对波动性的直接建模，嵌入了“波动微笑”
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[33] Endogenous Limits to Arbitrage and Price Informativeness
套利的内生限制和价格信息性
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[34] Taking Over the Size Effect: Asset Pricing Implications of Merger Activity
接管规模效应：并购活动的资产定价影响
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[35] An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap
Uniswap和Sushis Swap市场无效性的实证研究
出处:The 2nd Workshop on Decentralized Finance (DeFi), Grenada, Forthcoming
[36] Asymmetric Investment Rates
不对称投资率
出处:Fisher College of Business Working Paper No. 2022-03-003 Charles A. Dice Working Paper No. 2022-03
[37] The 2020 U.S. Stock Market Crash
2020年美国股市崩盘
出处:2021 JSM Proceedings, Alexandria, VA: American Statistical Association, 713-720
[38] Dynamic Connectedness among the Implied Volatilities of Oil Prices and Financial Assets: New Evidence of the COVID-19 Pandemic
油价与金融资产隐含波动性的动态关联：COVID-19大流行的新证据
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[39] Applying the Central Clearing Mandate: Different Options for Different Markets
应用中央结算指令：不同市场的不同选择
出处:IMF Working Paper No. 2022/014
[40] Reusing Natural Experiments
重复利用自然实验
出处:International Finance Discussion Paper No. 1339
[41] A Stock Return Decomposition Using Observables
基于可观测数据的股票收益分解
出处:FEDS Working Paper No. 2022-14
[42] Moldy Lemons and Market Shutdowns
发霉的柠檬和市场关闭
出处:FEDS Working Paper No. 2022-13
[43] The Natural Rate of Interest Through a Hall of Mirrors
透过镜子大厅的自然利率
出处:FEDS Working Paper No. 2022-10
[44] Liquidity, Unemployment, and the Stock Market∗
流动性、失业和股市∗
出处:None
[45] Model Risk of FRTB Standardized Approach: II. Residual Risk Add-On
FRTB标准化方法的模型风险：II。剩余风险附加
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[46] Impact of News Related to COVID-19 on Stock Market Returns in Five Major ASEAN Countries
东盟2019冠状病毒疾病对五大东盟国家股市收益的影响
出处:Economics and Business Quarterly Reviews, Vol.5 No.2 (2022)
[47] Asymmetric Information and the Distribution of Trading Volume
信息不对称与交易量分布
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[48] Forecasting Stock Returns Using Global Market Integration Indices
利用全球市场一体化指数预测股票收益
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[49] Investors’ Adaptation to Climate Change: A Temporal Portfolio Choice Model With Diminishing Climate Duration Hazard
投资者对气候变化的适应：一个气候持续时间风险递减的时态投资组合选择模型
出处:In Business and Policy Solutions to Climate Change, T. Walker et al. (eds.), Palgrave Studies in Sustainable Business In Association with Future Earth, Palgrave Macmillan, 2022. https://doi.org/10.1007/978-3-030-86803-1_11