SSRN Capital Markets eJournals 20210121

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SSRN Capital Markets eJournals 20210121


[1] A New Index of Option Implied Absolute Deviation  
一种新的期权隐含绝对偏差指标

[2] Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing

跟踪有偏权重：价值加权指数的资产定价含义

[3] REVIEW of Ester Herlin-Karnell and Nicholas Ryder’s Market Manipulation and Insider Trading

艾斯特·赫林·卡内尔和尼古拉斯·莱德的市场操纵与内幕交易述评

[4] El criterio de Kelly frente al modelo Markowitz: optimización de portafolio bajo una función no lineal desacoplada de riesgo y rentabilidad. Aplicación al caso colombiano (Kelly’s Criterion Versus the Markowitz Model: Portfolio Optimization Under a Decoupled Nonlinear Function of Risk and Return. Application to the Colombian Case)

Kelly准则与Markowitz模型的比较：风险和收益的非线性解耦函数下的投资组合优化。哥伦比亚案例的应用（Kelly准则与Markowitz模型：风险和回报的解耦非线性函数下的投资组合优化）。哥伦比亚案件的申请）

[5] Modelo Black-Litterman con Support Vector Regression: una alternativa para los fondos de pensiones obligatorios colombianos (Black-Litterman Model With Support Vector Regression: An Alternative for Colombian Pension Funds)

支持向量回归的Black-Litterman模型：哥伦比亚强制性养老基金的替代方案

[6] The Role of Institutional Investors in Corporate and Entrepreneurial Finance

机构投资者在企业融资中的作用

[7] Do Note Disclosures Influence Value-Relevance More When Managers Lose Financial Statement Placement Discretion? Evidence From ASU 2011–05

当管理者失去财务报表安排的自由裁量权时，附注披露对价值相关性的影响更大吗？来自ASU 2011–05的证据

[8] Test Assets and Weak Factors

测试资产及薄弱环节

[9] Circuit Breakers and the COVID-19 Crisis

断路器与COVID-19危机

[10] Political Bias in the Media’s Coverage of Firms’ Earnings Announcements

媒体报道公司盈利公告的政治偏见

[11] Judging the Functioning of Equity Markets in 2020

2020年股市运行的判断

[12] Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the Us

牛市和熊市的可预测性：美国股市制度（和回报）预测的新视角

[13] Measuring Corporate Bond Market Dislocations

衡量公司债券市场混乱

[14] Analysis of Monday Effect in Indian Stock Market

印度股市周一效应分析

[15] How Much Liquidity Would a Liquidity-saving Mechanism save If a Liquidity-saving Mechanism Could save Liquidity? A Simulation Approach for Canada’s Large-value Payment System

如果流动性节约机制能够节约流动性，那么流动性节约机制能够节约多少流动性？加拿大大额支付系统的模拟方法


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