wx“量化前沿速递”

文献汇总
[1] Local Fintech Development and Stock Price Crash Risk
本地金融科技发展与股价崩溃风险
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[2] Regret Aversion and Stock Returns in Ccapm: Evidence from China
Ccapm中的后悔厌恶与股票收益：来自中国的证据
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[3] Financial Market Reactions to the Russian Invasion of Ukraine
金融市场对俄罗斯入侵乌克兰的反应
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[4] Granular Betas and Risk Premium Functions
粒度贝塔和风险溢价函数
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[5] The Cryptocurrency Participation Puzzle
加密货币参与难题
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[6] Are Investors Aware of Relative Operational Inefficiency?
投资者是否意识到相对运营效率低下？
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[7] The Performance of Corporate Bond Mutual Funds and the Allocation of Underpriced New
Issues
公司债券共同基金的业绩与低价新股的配置
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[8] Endogenous Offer Arrival in the Market for Lemons
柠檬市场内生报价
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[9] Derivatives WMD, Liability Driven Investment Strategies LDI, the UK Gilt Market Crisis and
Pension Fund Collapse Risk
衍生工具大规模违约、负债驱动投资策略本地设计院、英国金边市场危机和养老基金崩溃风险
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[10] Unraveling the Dividend Puzzle: A Field Experiment
解开红利难题：一项实地实验
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[11] Accounting Conservatism and the Agency Problems of Overvalued Equity
会计保守主义与高估股权的代理问题
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[12] NFTs and Crypto Art Marketplaces: New Risks for Investors and Financial Markets?
NFT和加密艺术市场：投资者和金融市场的新风险？
出处:Law and Economics Yearly Review, Forthcoming
[13] Performance Persistence of US Open-End Funds
美国开放式基金的业绩持续性
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[14] Reconciling Interest Rates Evidence with Theory: Rejecting Unit Roots When the Hd(1) is
a Competing Alternative
协调利率证据与理论：当Hd（1）是一个竞争性替代品时拒绝单位根
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[15] A Dynamic Model of Stock Market Sentiment
股票市场情绪的动态模型
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[16] Sentiment Matters for Cryptocurrencies. Evidence from Tweets
情绪对加密货币至关重要。来自推特的证据
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[17] A Unified View on the Optimal Solutions to the Threemoments Portfolio Problem
三元投资组合问题最优解的统一观点
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[18] CEO Succession Planning and Market Reactions to CEO Turnover Announcements
CEO继任计划和市场对CEO更替公告的反应
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[19] Time Propagation of Idiosyncratic Shocks: How Long Does it Take?
独特冲击的时间传播：需要多长时间？
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[20] Media Abnormal Tone and Cross-Section of Stock Returns: Evidence from China
媒体反常音调与股票收益率横截面：来自中国的证据
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[21] Habits Die Hard: Implications for Bond and Stock Markets Internationally
习惯难以改变：对国际债券和股票市场的影响
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