wx“量化前沿速递”

文献汇总
[1] The Cross-section of Prices and Long-term Returns
价格和长期回报的横截面
出处:-
[2] Metanomics: Adaptive Market and Volatility Behaviour in Metaverse
元经济学：元宇宙中的适应性市场和波动行为
出处:-
[3] Can Returns Breed Like Rabbits? Econometric Tests for Fibonacci Retracements
回归者能像兔子一样繁殖吗？斐波那契退缩的计量经济学检验
出处:-
[4] Comparative Analysis of NLP Approaches for Earnings Calls
收益催缴的NLP方法的比较分析
出处:-
[5] Tick Size, Institutional Trading, and Market Making: A Study of the SEC Tick Size Pilot
Program
报价大小、机构交易和做市：SEC报价大小试点项目研究
出处:Quarterly Journal of Finance, Forthcoming
[6] A Consumption-Based Term Structure Model of Bond and Equity
基于消费的债券和股票期限结构模型
出处:-