wx“量化前沿速递”

文献汇总
[1] Two Measures of Firm-Specific Investor Sentiment: An Application in Australia
企业特定投资者情绪的两种度量：在澳大利亚的应用
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[2] Partial Quanto Lookback Options
部分Quanto回溯选项
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[3] Stock Liquidity and Investment Efficiency: Evidence from Two Quasi-Natural Experiments
in China
股票流动性与投资效率：来自中国两个准自然实验的证据
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[4] The Role of Anchoring on Investors' Gambling Preference: Evidence from China
锚定对投资者赌博偏好的作用：来自中国的证据
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[5] Trading Volume, Anomaly Returns and Noise Trader Risk in China
中国的交易量、异常回报和噪声交易者风险
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[6] The Information Content of Aggregate Mutual Fund Alpha
集合共同基金Alpha的信息内容
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[7] Bond Market Transparency and Firm’s Financing Decisions
债券市场透明度与企业融资决策
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[8] The Risk-Return Tradeoff: Evidence from a Broad Sample of Developed Markets
风险-回报权衡：来自发达市场广泛样本的证据
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[9] Price Improvement and Payment for Order Flow: Evidence from A Randomized Controlled
Trial
价格改善和订单流支付：来自随机对照试验的证据
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[10] Asymmetric Information and the Liquidity Role of Assets
信息不对称与资产的流动性作用
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[11] Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires
投资者是否对冲绿天鹅？期权意味着对野火的风险厌恶
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[12] Market Risk and Speculation Factors
市场风险和投机因素
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[13] The Information Content of Municipal Financial Statements: Large-sample Evidence
市政财务报表的信息含量：大样本证据
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[14] Machine Learning and the Implementable Efficient Frontier
机器学习与可实现的有效前沿
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