wx“量化前沿速递”

文献汇总
[1] The Cost of Equity: Evidence from Investment Banking Valuations
股权成本：来自投资银行估值的证据
出处:-

[2] How Does Benchmarking Affect Market Efficiency? The Role of Learning Technology
基准如何影响市场效率？学习技术的作用
出处:-
[3] Anomalies and Their Short-Sale Costs
异常及其卖空成本
出处:-
[4] Peers’ Disclosure of Investment Plans and Market Feedback to Managers
同行对投资计划的披露和对管理者的市场反馈
出处:-
[5] The Attack on Share Buybacks
对股票回购的攻击
出处:-
[6] The Horizon of Investors' Information and Corporate Investment
投资者信息视野与公司投资
出处:HEC Paris Research Paper Forthcoming
[7] Bond Convenience Curves and Funding Costs
债券便利曲线和融资成本
出处:Bank of Finland Research Discussion Paper No. 11/2022
[8] How Can Asset Prices Value Exchange Rate Wedges?
资产价格如何评估汇率楔形？
出处:FEDS Working Paper No. 2022-75
[9] Climate Change and the Role of Regulatory Capital: A Stylized Framework for Policy
Assessment
气候变化与监管资本的作用：政策评估的风格化框架
出处:FEDS Working Paper No. 2022-68
[10] Causality between Volatility and the Weekly Economic Index During COVID-19: The
Predictive Power of Efficient Markets and Rational Expectations
新冠肺炎疫情期间波动性与周经济指数的因果关系：有效市场的预测力和理性预期
出处:-
[11] Global Systemic Risk Dynamic Network Connectedness During the Covid-19: Evidence
from Nonlinear Granger Causality
新冠肺炎期间全球系统风险动态网络连接：非线性格兰杰因果关系的证据
出处:-
[12] Stock Markets from COVID-19 to the Russia-Ukraine Crisis: Structural Breaks in
Interactive Effects Panels
从新冠肺炎到俄乌危机的股市：互动效应面板中的结构性突破
出处:-
[13] The Impact of COVID-19 Pandemic on Japanese Stock Markets, Revisited
新冠肺炎疫情对日本股市的影响
出处:-
[14] Predicting the State of Synchronization of Financial Time Series Using Cross Recurrence
Plots
利用交叉递归图预测金融时间序列的同步状态
出处:-
[15] Quasi-Indexer Ownership and Financial Statements Comparability
准指标所有权与财务报表可比性
出处:-