wx“量化前沿速递”

文献汇总
[1] Non-Fundamental Flows and Foreign Exchange Rates
非基本流和外汇汇率
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[2] Do the Voting Rights of Federal Reserve Bank Presidents Matter?
联邦储备银行行长的投票权重要吗？
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[3] A Production-Based Asset Pricing Model With R&D Investment
基于生产的R&D投资资产定价模型
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[4] No News is Bad News: Local News Intensity and Firms’ Information Environments
没有新闻就是坏消息：地方新闻强度与企业信息环境
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[5] Industry Information and Qualitative Disclosure: Evidence from Conference Calls
行业信息和定性披露：来自电话会议的证据
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[6] Transaction Prices of German Closed-End Real Estate Funds in the Secondary Market and
Their Influencing Factors
德国封闭式房地产基金在二级市场的交易价格及其影响因素
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[7] The Capital Asset Pricing Model as Modern Austrian Macroeconomics: Theory and Policy
作为现代奥地利宏观经济学的资本资产定价模型：理论与政策
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[8] How Do Investors in the Energy Sector Perceive Australian Consumer Data Right in
Energy?
能源行业投资者如何看待澳大利亚能源消费者数据权？
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[9] Identifying Proxies for Risk-Free Assets: Evidence From the Zero-Beta Capital Asset
Pricing Model
识别无风险资产的代理：来自零贝塔资本资产定价模型的证据
出处:He, Z., O’Connor, F. and Thijssen, J. (2022) ‘Identifying proxies for risk-free assets:
Evidence from the zero-beta Capital Asset Pricing Model’, Research in International Business
and Finance, (Forthcoming).
[10] Navigating Climate Uncertainty: Clean Tech vs Fossil Fuel ETFs
应对气候不确定性：清洁技术与化石燃料ETF
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[11] Robust Information Aggregation
强健的信息聚合
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[12] Equity Duration: Theoretical and Practical Analysis
股权期限：理论与实践分析
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[13] Asset-Pricing Evidence of Regulatory Capture
监管捕获的资产定价证据
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[14] Valuing Rebate Options and Equity-Linked Products
回扣期权和股票挂钩产品的估值
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[15] In Good Times and in Bad: High-Frequency Market Making Design, Liquidity, and Asset
Prices
顺境与逆境：高频做市设计、流动性和资产价格
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