SSRN Capital Markets eJournals 20210119-20210120
[1] A Sensitivity Analysis of the Alpha Factor
α因子的敏感性分析
[2] Universalities in the Dynamics of Cryptocurrencies: Stability, Scaling and Size
加密货币动力学中的普遍性：稳定性、规模和规模
[3] Gaussian Process Regression for Derivative Portfolio Modeling and Application to Credit Valuation
Adjustment Computations
基于高斯过程回归的衍生品投资组合建模及其在信用估值调整计算中的应用
[4] High-Order Approximations to Call Option Prices in the Heston Model
Heston模型中看涨期权价格的高阶近似
[5] Liquidity Co-Movements and Volatility Regimes in Cryptocurrencies
加密货币的流动性协同运动与波动机制
[6] The Volatility Effect in China
中国的波动效应
[7] Estimating the Contagion Effect Through the Portfolio Channel Using a Network Approach
利用网络方法估计投资组合渠道的传染效应
[8] The Econophysics of Asset Prices, Returns and Multiple Expectations
资产价格、回报和多重预期的经济物理学
[9] What’s so Special about Time Series Momentum?
时间序列动量有什么特别之处？
[10] Smaller Drawdowns, Higher Average and Risk-adjusted Returns for Equity Portfolios, Using Options and Power-log Optimization Based on a Behavioral Model of Investor Preferences
使用基于投资者偏好行为模型的期权和幂对数优化，股票投资组合的支取更小，平均回报和风险调整后回报更高
[11] Strangle to Resuscitate: Evidence from India
窒息复苏：来自印度的证据
[12] Is Trading Indicator Performance Robust? Evidence from Scenario Building
交易指标表现强劲吗？场景构建的证据
[13] Optimal Dynamic Strategies on Gaussian Returns
基于高斯收益的最优动态策略
[14] Eigenportfolios of US Equities for the Exponential Correlation Model
指数相关模型下的美国股票特征投资组合
[15] Brazil’s BM&F in 1999: A Central Counterparty Near-failure Case?
1999年巴西BM&F：一个中央对手濒临破产的案例？
[16] Observable Implications of the Conditional CAPM
条件CAPM的可观察意义
[17] Too Much, Too Young: Improving the Client Clearing Mandate
太多，太年轻：改善客户清算授权
[18] How Do Financial Markets React to Long Term Development of Industries?
金融市场对产业的长期发展有何反应？
[19] Concentration in Cleared Derivatives: The Case for Broadening Access to Direct Central Counterparty Clearing
已清算衍生品的集中度：扩大直接中央对手方清算渠道的案例
[20] Bond Indifference Prices
债券无差别价格
[21] Optimal Hedging with Margin Constraints and Default Aversion and its Application to Bitcoin Perpetual Futures
带保证金约束和违约厌恶的最优套期保值及其在比特币永续期货中的应用
[22] Intrinsic Value of the Dollar: An Evaluation, and Scrutiny of the Absolute Worth of The U.S. Dollar.
美元内在价值：对美元绝对价值的评估和审查。
[23] How Financial Markets Create Superstars
金融市场如何造就巨星
[24] The M&A Rumor Productivity Dip
并购传闻生产率下降
[25] Signaling through Carbon Disclosure
通过碳披露发出信号
[26] Do Global Pandemics Matter for Stock Prices? Lessons from the 1918 Spanish Flu
全球流行病对股价有影响吗？1918年西班牙流感的教训
[27] The Asset Pricing Implications of Plausible Deniability
合理否认对资产定价的影响
[28] Impact of Coronavirus on Indian Stock Market - An Event Study with Reference to Nifty 50冠状病毒对印度股市的影响&以nifty50为例的事件研究