wx“量化前沿速递”

文献汇总

[1] Market Efficiency or Rational Investors? A Study on The Tehran Security Stock Exchange
市场效率还是理性投资者？德黑兰证券交易所研究
出处:-
[2] Market-Wide Illiquidity and the Distribution of Non-Parametric Stochastic Discount
Factors
全市场非流动性与非参数随机贴现因子的分布
出处:-
[3] Asynchronous Trading Revisited: Bias in Beta and Implications for Empirical Asset Pricing
重新审视异步交易：贝塔偏差及对经验资产定价的影响
出处:-
[4] Siphoned Apart: A Portfolio Perspective on Order Flow Fragmentation
虹吸分离：订单流碎片化的投资组合视角
出处:-
[5] The Effects of Critical Audit Matter Disclosure on Audit Effort, Investor Scrutiny, and
Investment Efficiency
关键审计事项披露对审计工作、投资者监督和投资效率的影响
出处:The Accounting Review (Forthcoming)
[6] On-Demand Fast Trading on Decentralized Exchanges
去中心化交易所的按需快速交易
出处:-
[7] Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat
Stress
物理气候风险定价吗？暴露于热应激的区域差异证据
出处:-
[8] Search Friction in Over-the-Counter Markets
在场外交易市场寻找摩擦
出处:-
[9] Does the Market Understand Time Variation in the Equity Premium?
市场是否了解股权溢价的时间变化？
出处:-
[10] Bond Volatility, Stock Market, and Sentiment. Are They Related? Evidence from Israel
during a COVID-19 Business Cycle
债券波动、股票市场和情绪。他们有关系吗？新冠肺炎商业周期期间来自以色列的证据
出处:-
[11] Practical Issues to Consider When Working with Big Data
处理大数据时需要考虑的实际问题
出处:Review of Accounting Studies, Forthcoming
[12] A Research on Sci-tech Innovation Enterprise Credit Bond Mechanism
科技创新企业信用债券机制研究
出处:Bond Monthly, May 2022, http://www.ccdc.com.cn/Channel/145609953
[13] To Enhance Inclusiveness of Bond Market for Sci-Tech Enterprises
增强科技企业债券市场的包容性
出处:Bond Monthly, May 2022, http://www.ccdc.com.cn/Channel/145609953