wx“量化前沿速递”

文献汇总
[1] The Impact of Executive Inside Debt on Sell-Side Financial Analyst Forecast
Characteristics
高管内部负债对卖方财务分析师预测特征的影响
出处:Review of Quantitative Finance and Accounting, 51(2), 283-315, 2018
[2] Language and Risk in Financial Markets
金融市场中的语言和风险
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[3] The Effect of China’s Belt and Road Initiative on Cosignatory Economies: Evidence From
Australian Financial Markets
中国““一带一路”倡议对协约经济体的影响：来自澳大利亚金融市场的证据
出处:-
[4] Public Health Interventions, Economic Activity, and Firm Value: Evidence from COVID-19
Vaccinations
公共卫生干预、经济活动和企业价值：来自2019冠状病毒疾病疫苗接种的证据
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[5] Leveraging An Information Mosaic: The Interplay between Private Meetings with Investors
and Subsequent Earnings Announcements
利用信息马赛克：与投资者的私人会议和随后的收益公告之间的相互作用
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[6] Seasonal Momentum in Option Returns
期权回报的季节性动量
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[7] Very Noisy Option Prices and Inference Regarding the Volatility Risk Premium
非常嘈杂的期权价格和关于波动性风险溢价的推断
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[8] Predicting the Trading Behavior of Socially Connected Investors
预测社会关联投资者的交易行为
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[9] The Virtue of Complexity Everywhere
到处都是复杂性的优点
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[10] Systemic Fragility in Decentralized Markets
分散市场中的系统脆弱性
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[11] Non-Standard Errors in Portfolio Sorts
投资组合排序中的非标准错误
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[12] Price Pressure and Corporate Bond Underpricing: Evidence from Newly-issued and Tack-
on Offerings
价格压力与公司债券抑价：来自新股发行和增发的证据
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[13] The Impact of Macroeconomic News Sentiment on Interest Rates
宏观经济新闻情绪对利率的影响
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[14] Do Analysts Distribute Negative Opinions Earlier?
分析师是否会提前发布负面意见？
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[15] Do Long-Term Customer Relationships Pay Off? Evidence from Stock Market Liquidity
长期客户关系有回报吗？来自股市流动性的证据
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[16] Psychological Anchoring Effect, the Cross Section of Cryptocurrency Returns, and
Cryptocurrency Market Anomalies
心理锚定效应、加密货币回报的横截面和加密货币市场异常
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[17] News, Institutional Investors’Limited Attention, and Stock Market Reaction
新闻、机构投资者有限关注与股市反应
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