wx“量化前沿速递”

文献汇总
[1] ESG and the Market Return
ESG与市场回报
出处:-
[2] Agency MBS as Safe Assets
机构MBS作为安全资产
出处:-
[3] CSR Disclosure, Political Risk and Market Quality: Evidence from the Russia-Ukraine
Conflict
企业社会责任披露、政治风险和市场质量：来自俄罗斯-乌克兰冲突的证据
出处:-
[4] War Risk: Time Series and Cross-sectional Evidence from the Stock and Bond Markets
战争风险：来自股票和债券市场的时间序列和横截面证据
出处:-
[5] Heterogeneously Persistent Higher Moments Risks
非均匀持续高阶矩风险
出处:-
[6] Macroeconomic News and Price Synchronicity
宏观经济新闻与价格同步性
出处:-