SSRN Capital Markets eJournals 20210210-20210212
[1] Impact of Manufacturing PMI on Stock Market Index: A Study on Turkey

制造业PMI对股市指数的影响&以土耳其为例


[2] Market Microstructure of Luxury Properties: A Data-Driven Approach


奢侈品市场微观结构：数据驱动的方法


[3] The Effect of Hidden Liquidity: Evidence from an Exogenous Shock


隐性流动性效应：来自外生冲击的证据


[4] Liquidity Spillovers: Evidence from Two-Step Spinoffs


流动性溢出：来自两步分拆的证据


[5] On the RND under Heston's Stochastic Volatility ModelHeston


随机波动模型下的RND研究


[6] Analyst Coverage and Corporate Risk-Taking: Evidence From Property-Casualty Insurance Firms


分析师覆盖与公司风险承担：来自财产保险公司的证据


[7] Does Low Latency Trading Improve Market Efficiency? A Discussion


低延迟交易是否提高了市场效率？讨论


[8] Horizon Bias in Expectations Formation


期望形成中的视界偏差


[9] Re: Consultation on Swaptions Impacted by the CCP Discounting Transition to the SOFR (FED)/Consultation on Swaptions Impacted by the CCP Discounting Transition From EONIA to the ESTR (ECB) – Part II on American Swaptions


回复：CCP贴现过渡到SOFR（美联储）影响的互换期权咨询/CCP贴现过渡从EONIA到ESTR（ECB）影响的互换期权咨询-第二部分美国互换期权


[10] Re: Consultation on Swaptions Impacted by the CCP Discounting Transition to the SOFR (FED)/Consultation on Swaptions Impacted by the CCP Discounting Transition From EONIA to the ESTR (ECB) – Part I on European Swaptions


回复：CCP贴现过渡到SOFR（美联储）影响的互换期权咨询/CCP贴现过渡从EONIA到ESTR（ECB）影响的互换期权咨询-欧洲互换期权第一部分


[11] What About Hedge Fund Drawdowns?


对冲基金的资金缩减情况如何？


[12] Investigating the Sources of Day and Night Returns


调查日夜返回的来源


[13] Dynamics of Arbitrage


套利动态


[14] Implied Equity Premium and Market Beta


隐含股本溢价和市场贝塔系数


[15] An Empirical Investigation of the Volatility Spill-over and Asymmetries between Nifty Index and Rupee- Dollar Exchange Rate


统一指数与卢比兑美元汇率波动溢出及不对称性的实证研究


[16] Canary in the Coal Mine: COVID-19 and Soybean Futures Market Liquidity


煤矿中的金丝雀：COVID-19与大豆期货市场流动性


[17] Information Sharing Among Strategic Traders: The Role of Disagreement


战略交易者之间的信息共享：分歧的作用


[18] Determination of Intrinsic Value: Dividend Discount Model and Discounted Cash Flow Methods in Indonesia Stock Exchange


内在价值的确定：印度尼西亚证券交易所的股利贴现模型和贴现现金流量法


[19] Algorithmic Trading Regulation: The Frameworks for Human Supervision and Direct Market Interventions


算法交易监管：人类监管和直接市场干预的框架


[20] Insider Trading and the Public Enforcement of Private Prohibitions: Some Complications in Enforcing Simple Rules for a Complex World


内幕交易与私人禁令的公开执行：在复杂世界中执行简单规则的一些复杂性


[21] The Effect of Uncertainty about Future Accounting Standards on Financial Reporting Quality


未来会计准则的不确定性对财务报告质量的影响


[22] How Much Insider Trading Really Happens in Stock Markets?


股票市场到底发生了多少内幕交易？


[23] Will Loyalty Shares Do Much for Corporate Short-Termism?


忠诚股份会对公司短期主义起到很大作用吗？


[24] How Risky is your Project Really? Corporate Finance Strategies for Assessing Risk


你的项目到底有多大风险？企业财务风险评估策略


[25] Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19


多样化还是更多？COVID-19期间绿色债券的对冲和避险特性


[26] Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility


波动率预测：互联网搜索活动和隐含波动率的作用


[27] Do Retail Traders Destabilize Financial Markets? An Investigation Surrounding the COVID-19 Pandemic


零售商人会破坏金融市场的稳定吗？关于COVID-19大流行的调查


[28] Can COVID-19 Solve The Equity Premium Puzzle?


COVID-19能否解决股权溢价之谜？


[29] The ‘Annuity Puzzle’ and Model Portfolios


“年金之谜”与投资组合模型


[30] Using Data Science to Identify ETF Model Followers


利用数据科学识别ETF模型追随者