SSRN Capital Markets eJournals汇总翻译 20201227-20201229

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SSRN Capital Markets eJournals汇总翻译 20201227-20201229
[1] AHEAD: Ad Hoc Electronic Auction Design

未来：特设电子拍卖设计


[2] Stock Return Predictability and Cyclical Movements in Valuation Ratios


股票收益的可预测性与估值比率的周期性变动


[3] Time-Series Heston Model Calibration Using a Trinomial Tree


基于三项式树的时间序列Heston模型校正


[4] Is There a Value Premium in Cryptoasset Markets?


加密资产市场是否存在价值溢价？


[5] Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets


异常收益与股价变动：来自发达市场和新兴市场的一些证据


[6] Climate Risk and Commodity Currencies


气候风险与商品货币


[7] Climate Finance


气候金融


[8] Extreme Daily Returns, Lottery Mindset, Idiosyncratic Volatility and the Cross-Section of Stock Returns in a Comparatively Small Emerging Market


在一个相对较小的新兴市场中，极端日收益率、彩票心态、特殊波动性和股票收益的横截面


[9] Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies


长期和短期股票风险因素：不同频率下的定价和表现


[10] Risk-Adjusted Capital Allocation and Misallocation


风险调整资本配置与错配


[11] Speculation and Abnormal Returns in Energy, Agriculture, and Precious Metals Futures During the COVID-19 Pandemic


COVID-19流感大流行期间能源、农业和贵金属期货的投机和异常回报


[12] Volatility of International Commodity Prices in Times of COVID-19: Effects of Oil Supply and Global Demand Shocks


COVID-19时期国际大宗商品价格波动：石油供应和全球需求冲击的影响
SSRN_20201227.zip (6.26 MB) 本附件包括：

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2020-12-29 23:27:22 上传

SSRN_20201229.zip (9.19 MB) 本附件包括：

• 密码.txt
• PDF.zip

2020-12-29 23:27:19 上传

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