wx“量化前沿速递”
文献汇总
[1] Electronic Rates Markets & Low Latency Interest Rate Swap Calculations
电子利率市场和低延迟利率掉期计算
出处:-
[2] M&A Rumors and Market Efficiency
并购谣言与市场效率
出处:-
[3] Stock Market Liberalization and R&D Disclosure: Evidence from China
股票市场自由化与研发信息披露：来自中国的证据
出处:-
[4] Benchmarking Equity Premium Forecasts: Using the Full History Makes the Benchmark More Stringent
基准股票溢价预测：使用完整历史记录使基准更加严格
出处:-
[5] Presentation Slides for 'What Is the Underlying Coherent Behavior in Market Dynamic Equilibrium?'
“市场动态均衡中的潜在连贯行为是什么？”演示幻灯片
出处:-
[6] Unemployment Beta and the Cross-Section of Stock Returns: Evidence From Australia
失业贝塔和股票收益率的横截面：来自澳大利亚的证据
出处:-
[7] Twitter-Based Chinese Economic Policy Uncertainty
基于推特的中国经济政策不确定性
出处:-
[8] Coreversal: The Booms and Busts of Arbitrage Activities in China
Coreversal：中国套利活动的兴衰
出处:-
[9] A Probabilistic Solution to High-Dimensional Continuous-Time Macro-Finance Models
高维连续时间宏观金融模型的概率解
出处:-
[10] Money Markets and Bank Lending: Evidence from the Tiering Adoption
货币市场和银行贷款：分层采用的证据
出处:Swedish House of Finance Research Paper, Forthcoming
[11] Analytical Closed-form Parameterizations for Bounded Rationality of either of Overconfidence or Underconfidence
过度自信和欠自信的有限理性的解析闭式参数化
出处:-
[12] Google Searches and the Performance of Cryptocurrencies during the COVID-19 Pandemic under a Sentiment Analysis View
情绪分析视角下的谷歌搜索和2019冠状病毒疾病大流行期间加密货币的表现
出处:-
[13] What Happens after Stock Price Crashes?
股价暴跌后会发生什么？
出处:-