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SSRN Capital Markets eJournals 20210123-20210125
[1] Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies 共同基金技能的起源：市场与基于会计的资产定价异常 [2] The Nonlinear Dynamics of Corporate Bond Spreads: Regime-Dependent Effects of their Determinants 公司债券利差的非线性动力学：决定因素的制度依赖效应 [3] Information Efficiency or Hold-up with Universal Banks? Some Evidence from Lending after Equity Underwriting 信息效率还是与全能银行抗衡？股票承销后贷款的一些证据 [4] Volatility and Insider Sales before Earnings Announcement 收益公布前的波动性和内幕交易 [5] The Intra-Regional Spillover Effect of Bond Defaults: Evidence from China's Credit Bond Market 债券违约的区域内溢出效应：来自中国信用债券市场的证据 [6] Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume 加密货币交易作为一种流行的消遣：COVID-19锁定和比特币数量 [7] Long Short-Term Memory (LSTM) Algorithm Based Prediction of Stock Market Exchange 基于长-短期记忆（LSTM）算法的股票市场交易预测 [8] Alpha Found: The Mathematical Structure of CAPM, EMH, and the Volatility Effect Alpha发现：CAPM的数学结构、有效市场假说和波动性效应 [9] Sustainability of Direct Lending: Evidence from Index Exclusion 直接贷款的可持续性：指数排除的证据 [10] Assessing the Impact of COVID-19 on Major Industries in Japan: A Dynamic Conditional Correlation Approach 评估COVID-19对日本主要产业的影响：动态条件相关法 [11] Do Short-Sale Constraints Inhibit Information Acquisition? Evidence from Two Natural Experiments 卖空限制会抑制信息获取吗？来自两个自然实验的证据 [12] A New Efficient Approximation Scheme for Solving High-Dimensional Semilinear PDEs: Control Variate Method for Deep BSDE Solver 求解高维半线性偏微分方程的一种新的有效逼近格式：深BSDE解算器的控制变量法 [13] Futures-Trading Activity and Jump Risk: Evidence From the Bitcoin Market 期货交易活动与跳跃风险：来自比特币市场的证据 |
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