wx“量化前沿速递”
文献汇总
[1] Search Steering in Two-Sided Platforms
在双边平台上搜索转向
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[2] Equity Market Structure and the Persistence of Unsolved Problems: A Microstructure Perspective
股票市场结构与未解决问题的持续性：微观结构视角
出处:Journal of Portfolio Management, Forthcoming
[3] The Illusion of the Metaverse and Meta-Economy
元宇宙与元经济的幻觉
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[4] Turn of the Month Effect
月初效应
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[5] An Evolutionary Theory of Overconfidence and Loss Aversion in Adaptive Markets
适应性市场中过度自信和损失厌恶的进化理论
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[6] Look Who’s Talking: An Analysis of Market Responses to Executive Earnings Call Communication
看谁在说话：高管电话财报会议沟通的市场反应分析
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[7] VIX Modeling for a Market Insider
面向市场内幕人士的VIX建模
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[8] Scarce, Abundant, or Ample? A Time-Varying Model of the Reserve Demand Curve
稀缺、充裕还是充裕？储备需求曲线的时变模型
出处:FRB of New York Staff Report No. 1019, 2022
[9] Predicting Returns Using Behavioral Market Barometers
使用行为市场晴雨表预测回报
出处:Journal of Investment Consulting, Vol. 21, No. 1, pp. 53-64, 2022
[10] Firm Value and the Use of Financial Derivatives: Evidence from Developed Countries
公司价值与金融衍生品的使用：来自发达国家的证据
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