wx“量化前沿速递”

文献汇总
[1] Non-Linear CAPM: Evidence From In-The-Money Options Trading
非线性CAPM：来自货币期权交易的证据
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[2] Which Investors Drive Anomaly Returns and How?
哪些投资者推动了异常回报？
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[3] The Social Signal
社会信号
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[4] Measuring Transition Risk in Investment Funds
衡量投资基金的过渡风险
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[5] Asset Demand of U.S. Households
美国家庭的资产需求
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[6] Term Structure of Equity Return Volatility
股票收益波动的期限结构
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[7] Investor Reaction to Hypothetical Disclosures in Earnings Calls
投资者对收益看涨中假设性披露的反应
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[8] Bond Market Risk-Return Trade-Off
债券市场风险回报权衡
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[9] Correcting Negative Intensities for Gaussian Credit Models
修正高斯信用模型的负强度
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[10] Estimation and Inference in Low Frequency Factor Model Regressions with Overlapping
Observations
具有重叠观测的低频因子模型回归的估计和推断
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[11] Algorithmic Pricing and Liquidity in Securities Markets
证券市场的算法定价与流动性
出处:HEC Paris Research Paper
[12] Asset Pricing Models for NFTs
NFT的资产定价模型
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[13] Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative
Populations
合作人口与非合作人口共同存在下的证券均衡定价
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[14] Stablecoins – Past, Present, and Future
Stablecoins–过去、现在和未来
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[15] Fair Value as Process: A Retrospective Reconsideration of Delaware Appraisal
公允价值作为过程：特拉华评估的回顾性反思
出处:U of Penn, Inst for Law & Econ Research Paper No. 22-38 University of Miami Legal
Studies Research Paper Forthcoming
[16] Applying Artificial Intelligence & Reinforcement Learning Methods Towards Improving
Execution Outcomes
应用人工智能和强化学习方法提高执行效果
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