wx"量化前沿速递"

文献汇总

[1] Reinforcement Particle Calibration
增强粒子校准
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[2] LSV Vega KT : an AD approach
LSV Vega KT：一种AD方法
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[3] International Evidence On Currency Adjusted Stock Indexes
货币调整后股票指数的国际证据
出处:Journal of Applied Business Research, Vol. 37(1), p. 17-32
[4] Are High Frequency Traders Really Market-Makers?
高频交易者真的是做市商吗？
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[5] Comparison of the Effects of Earnings Management on the Risk Premia between Companies in Developed and Emerging
European Countries
盈余管理对欧洲发达国家和新兴国家公司风险溢价影响的比较
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[6] What Happens after Stock Price Crashes?
股价暴跌后会发生什么？
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[7] Dynamic Anchoring, 52-Week High, and Return Predictability
动态锚定、52周高点和回报可预测性
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[8] Is Buffett Right? Brand Values and Long-run Stock Returns
巴菲特是对的吗？品牌价值和长期股票回报
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[9] Herding Behaviour in Commodity Markets
商品市场中的羊群行为
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[10] Sharks in the Dark: Quantifying Hft Dark Pool Latency Arbitrage
黑暗中的鲨鱼：量化高频交易暗池延迟套利
出处:None
[11] Inflation Risk and the Labor Market
通货膨胀风险与劳动力市场
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[12] Machine Forecast Disagreement
机器预测不一致
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[13] Uncertainty of Firm Operating Environment and the Usefulness of Management Forward-Looking Information
企业经营环境的不确定性和管理层前瞻性信息的有用性
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[14] Cash-Hedged Stock Returns
现金对冲股票回报
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[15] Investing in Deflation, Inflation, and Stagflation Regimes
投资于通货紧缩、通货膨胀和滞胀机制
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[16] Harnessing the Collective Power of Retail Investors
利用散户投资者的集体力量
出处:A Research Agenda for Corporate Law (Christopher M. Bruner & Marc Moore, eds.) (Edward Elgar Publishing)
(Forthcoming)
[17] Spread Options on Commodity Prices
商品价格差价期权
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[18] Measuring Financial Investor Presence through Term Structure Deflection
通过期限结构偏差衡量金融投资者的存在
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[19] Informational Efficiency With Shock-Induced Structural Breaks in Crypto Prices: An Indian Perspective
冲击导致加密价格结构性突破的信息效率：印度的观点
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[20] When Is Safety a Normal Good?
什么时候安全是一种正常的好东西？
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[21] Intermediary Balance Sheets and the Treasury Yield Curve
中间资产负债表和国债收益率曲线
出处:USC Marshall School of Business Research Paper
[22] FTZ Offshore Bonds: Practice and Enlightenment
自贸区离岸债券：实践与启示
出处:Bond Monthly, Apr. 2022, http://www.ccdc.com.cn/Channel/145609953
[23] Servicing Local Government Special Bond Issuance and Safeguarding Quality Development
服务地方政府专项债券发行保障质量发展
出处:Bond Monthly, Apr. 2022, http://www.ccdc.com.cn/Channel/145609953
[24] An Analysis on the Projects Related to China New Local Government Special Bonds in 2021
2021中国新增地方政府专项债券相关项目分析
出处:Bond Monthly, Apr. 2022, http://www.ccdc.com.cn/Channel/145609953
[25] Revisiting the Bonds-Driven Green Transition
重新审视债券驱动的绿色转型
出处:Bond Monthly, Apr. 2022, http://www.ccdc.com.cn/Channel/145609953
[26] Mutual Fund Trading and ESG Stock Resilience During the Covid-19 Stock Market Crash
共同基金交易和ESG股票在新冠肺炎期间的弹性
出处:Bank of Italy Temi di Discussione (Working Paper) No. 1371
[27] Sentiment and Covariance Characteristics
情绪和协方差特征
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[28] Dark Trading and Firm Value
黑暗交易和公司价值
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[29] Comparisons of Alternative Information Share Measures
替代信息共享措施的比较
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[30] Stock Market Reaction to Mandatory ESG Disclosure
股市对强制性ESG披露的反应
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[31] The Distribution of US Stock Returns, 1963-2020
1963-2020年美国股票收益的分布
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[32] Fed Implied Market Prices and Risk Premia
美联储隐含市场价格和风险溢价
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[33] Retail Investors in the Pandemic
大流行中的散户投资者
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