wx“量化前沿速递”

文献汇总

[1] Competitive Quote Flipping and Trade Clusters

竞争性报价翻转和贸易集群

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[2] Understanding the Impacts of Dark Pools on Price Discovery

了解暗池对价格发现的影响

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[3] Investors’ Perception of Climate Risk: Evidence from Weather Disaster Events

投资者对气候风险的感知：来自天气灾害事件的证据

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[4] Stock Market Development

股票市场发展

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[5] Pricing of European Option Using Three Types of B-Spline Functions

基于三类B样条函数的欧式期权定价

出处:Nourian, Farshid, Lakestani, Mehrdad, Sabermahani, Sedigheh, & Ordokhani, Yadollah. (2022, May 9).Pricing of

European Option Using Three Types of B-Spline Functions. The 9th Seminar on Numerical Analysis and Its Applications,

University of Guilan, Guilan, Iran. https://doi.org/10.5281/zenodo.656582

[6] Heterogeneous Beliefs in Macroeconomic Growth Prospects and the Carry Risk Premium

宏观经济增长前景和套利风险溢价的异质信念

出处:Journal of Banking and Finance, Vol. 136, No. 106393, 2022

[7] Media Sentiment and Shareholder Litigation

媒体情绪与股东诉讼

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[8] Material Sustainability and Stock Return: Faith Is Not Enough

物质可持续性和股票回报：信念是不够的

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[9] Identifying Overvalued Stocks with Corporate Job Postings

通过公司职位公告识别估值过高的股票

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[10] Relative Investor Sentiment Measurement

相对投资者情绪测量

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[11] An Investor’s Guide to Crypto

加密投资者指南

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[12] The Political Economy of Export Bans and Commodity Price Volatility: Theory and Evidence from Agricultural Markets

出口禁令与商品价格波动的政治经济学：来自农业市场的理论与证据

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[13] Overvalued Acquirers Still Prefer to Pay with Stock

估值过高的收购方仍倾向于用股票支付

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[14] Understanding Negative Risk-Return Trade-offs

了解负风险回报权衡

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[15] Opt-In, Opt-Out, Shake it All About… (Resolving the Legal Hokey-Cokey in UK Competition Class Action Certification)

选择加入，选择退出，彻底改变……（解决英国竞争集体行动认证中的法律问题）

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[16] Bonds for the Long Run? The Rate of Return on Corporate Bonds in Belgium, 1838-1939

长期债券？1838-1939年比利时公司债券收益率

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[17] Analytical Framework for Counterparty Credit Exposure

交易对手信用风险分析框架

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[18] Beyond Fama-French Factors: Alpha from Short-Term Signals

超越Fama-French因素：来自短期信号的阿尔法

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[19] A New Self-Exciting Jump-Diffusion Process for Option Pricing

期权定价的一种新的自激跳扩散过程

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[20] Option Trading and Returns versus the 52-Week High and Low

期权交易和回报率与52周的高点和低点

出处:Forthcoming in The Financial Review

[21] Corporate Bond Complexity

公司债券复杂性

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[22] CBI-Time-Changed Lévy Processes

CBI时变Lévy过程

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