wx“量化前沿速递”

文献汇总
[1] Nirvana Option: A Call Strategy that Escapes Price Drop but Captures its Rise
涅盘期权：避开跌价但抓住涨势的买入策略
出处:-
[2] Macroeconomic News in Asset Pricing and Reality
资产定价中的宏观经济新闻与现实
出处:Journal of Finance, Forthcoming
[3] Stakes and Investor Behaviors
利益相关者和投资者行为
出处:-
[4] Close But No Cigar: Does Winning the Game Moderate or Amplify Failing to Cover the
Spread in Future NFL Games
接近但没有雪茄：赢得比赛会缓和还是会扩大未来NFL比赛中的差距
出处:-
[5] Determinants of Stock Market Correlations. Accounting for Model Uncertainty and
Reverse Causality in a Large Panel Setting
股票市场相关性的决定因素。大型面板设置中模型不确定性和反向因果关系的解释
出处:REM Working Paper 246-2022
[6] Intangible Investments, Scaling, and the Trend in the Accrual–Cash Flow Association
无形投资、规模和应计现金流协会趋势
出处:Journal of Accounting Research, Volume 60, Issue 4, 2022
[7] Measuring Risk Information
衡量风险信息
出处:Journal of Accounting Research, Volume 60, Issue 2, 2022
[8] Predicting Future Earnings Changes Using Machine Learning and Detailed Financial Data
使用机器学习和详细财务数据预测未来收益变化
出处:Journal of Accounting Research, Volume 60, Issue 2, 2022
[9] Leveraging Big Data to Study Information Dissemination of Material Firm Events
利用大数据研究重大企业事件的信息传播
出处:Journal of Accounting Research, Volume 60, Issue 2, 2022
[10] Do Mandatory Disclosure Requirements for Private Firms Increase the Propensity of
Going Public?
对私人公司的强制性披露要求会增加上市的倾向吗？
出处:Journal of Accounting Research, Volume 60, Issue 3, 2022
[11] Do U.S. Investors Value Foreign Component Auditors?
美国投资者是否重视外国组成部分审计师？
出处:Journal of Accounting Research, Volume 60, Issue 3, 2022
[12] It's a Small World: The Importance of Social Connections with Auditors to Mutual Fund
Managers’ Portfolio Decisions
世界很小：与审计师的社会联系对共同基金经理投资组合决策的重要性
出处:Journal of Accounting Research, Volume 60, Issue 3, 2022
[13] The Joint Influence of Information Push and Value Relevance on Investor Judgments and
Market Efficiency
信息推动和价值相关性对投资者判断和市场效率的联合影响
出处:Journal of Accounting Research, Volume 60, Issue 3, 2022
[14] Asset-Level Transparency and the (E)valuation of Asset-Backed Securities
资产层面透明度和资产担保证券的（E）估值
出处:Journal of Accounting Research, Volume 60, Issue 3, 2022
[15] Can Corporate Financing Through the Stock Market Create Systemic Risk? Evidence from
the Brvm Securities Market
通过股票市场进行公司融资会产生系统性风险吗？Brvm证券市场的证据
出处:-
[16] Financial Analytics of Inverse Btc Options in a Stochastic Volatility World
随机波动世界中反向Btc期权的财务分析
出处:-
[17] The Role of the Loan-to-Value and the Debt-to-Income Ratios in Reducing the Systemic
Risk Arising from Household Credit and Asset Bubbles
贷款价值比和债务收入比在降低家庭信贷和资产泡沫引起的系统风险中的作用
出处:-
[18] An Empirical Test of the Three-factor Model: The Ghanaian Case
三因素模型的实证检验：加纳案例
出处:African Journal of Business and Economic Research, 17(2):225 – 245, https://doi.org
/10.31920/1750-4562/2022/v17n2a10