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[1] Debt-Stabilizing Properties of GDP-Linked Securities: A Macro-Finance Perspective
GDP挂钩证券的债务稳定特性：宏观金融视角
出处:Banque de France Working Paper No. 844, October 2021
[2] Industry Tax Planning and Stock Returns
行业税务规划和股票回报
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[3] Information Type and the Geography of Price Discovery
信息类型与价格发现地理
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[4] Natural Rate Chimera and Bond Pricing Reality
自然利率幻想与债券定价现实
出处:ECB Working Paper No. 2021/2612
[5] Optimal Multivariate Financial Decision Making
最优多元财务决策
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[6] The Meeting of Several Earnings and Cash Flow Measures of Firm Performance
公司业绩的几个收益和现金流指标的集合
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[7] Where is the risk in risk factors?
风险因素中的风险在哪里？
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[8] Stock liquidity and investment efficiency: Evidence from two quasi-natural experiments in China
股票流动性与投资效率：来自中国两个准自然实验的证据
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[9] Wealth, Returns, and Taxation: A Tale of Two Dependencies
财富、回报和税收：两种依赖的故事
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[10] Institutional Liquidity Demand and the Internalization of Retail Order Flow: The Tail Does Not Wag the Dog
机构流动性需求与零售订单流的内部化：尾巴不摇狗
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[11] From Chatter to Action: An Index of Sustainability Sentiment
从闲聊到行动：可持续发展情绪指数
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[12] Futures market reactions to crude oil inventory news announcements: Asymmetric return response patterns
期货市场对原油库存消息的反应：非对称回报反应模式
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[13] What Short Rate Model Should I Use?
我应该使用什么短期利率模型？
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[14] Bond Price Fragility and the Structure of the Mutual Fund Industry
债券价格脆弱性与共同基金行业结构
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[15] Net Income Measurement, Investor Inattention, and Firm Decisions
净收益计量、投资者疏忽和公司决策
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[16] Stock Market Rewards for Earnings that Beat Analyst Earnings Forecasts when the Economy is Unforecastable
当经济不可预测时，股票市场对超过分析师收益预测的收益的奖励
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[17] Stock Investing in the Digital Age
数字时代的股票投资
出处:Schroeder, J. and Zwick, D. (2021), “Stock Investing in the Digital Age,” in Rosa Llamas and Russell W. Belk, eds, The Routledge Companion to Digital Consumption, 2nd ed. New York: Routledge.
[18] Confounding Effects of Cosmogonal Free Markets: A Crisis in National Economy
宇宙自由市场的混淆效应：国民经济危机
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[19] Multi-Asset Risk Modelling with Compounded Rates
复合利率下的多资产风险模型
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[20] Maximizing the Out-of-Sample Sharpe Ratio
最大化样本外夏普比率
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[21] Depositing Corporate Payout
存入公司支出
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[22] Liquidity Stress Testing in Asset Management - Part 3. Managing the Asset-Liability Liquidity Risk
资产管理中的流动性压力测试——第3部分。管理资产负债流动性风险
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[23] Carbon Beta: A Market-Based Measure of Climate Risk
碳贝塔：基于市场的气候风险度量
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[24] Time-varying Minimum Variance Portfolio
时变最小方差投资组合
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[25] Exposure Valuations and their Capital Requirements
风险敞口估值及其资本要求
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[26] Parsimonious Credit Risk Pricing Model for Corporate Bonds and Credit Derivatives Markets
公司债券和信用衍生品市场的简约信用风险定价模型
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[27] Confident Risk Premiums and Investments using Machine Learning Uncertainties
使用机器学习不确定性的自信风险溢价和投资
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[28] Informed Trading in Markets with Trading Delays
有交易延迟的市场中的知情交易
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[29] News-Implied Sovereign Default Risk
新闻暗示主权违约风险
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[30] The Time-Varying Relation between Stock Returns and Monetary Variables
股票收益率与货币变量的时变关系
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[31] Stock Market Reaction to Recession and Buying the Dips
股市对经济衰退的反应和对下跌的买盘
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[32] Covariance Dependent Kernels, a Q-Affine GARCH for multi-asset option pricing
协方差相关核，多资产期权定价的Q-仿射GARCH
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[33] Voluntary Disclosure, Enterprise Risk Management and Stock Price Synchronicity: Evidence from Sharˉı‘ah Compliant and Non-Sharˉı‘ah Compliant Companies
自愿披露、企业风险管理和股价同步性：来自Sharıah合规和非Sharıah合规公司的证据
出处:Journal of Islamic Business and Management
[34] Multi-level Factor Analysis of Bond Risk Premia
债券风险溢价的多层次因素分析
出处:Studies in Nonlinear Dynamics and Econometrics, Vol. 21, No. 5, 2017
[35] Do Media Connections Help? Evidence from IPO Pricing in China
媒体连接有帮助吗？来自中国IPO定价的证据
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[36] Consumption Disconnect Redux
消费断开重复
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[37] The Time-Varying Effect of US Monetary Policy Shocks on Asset Prices and the Macroeconomy
美国货币政策冲击对资产价格和宏观经济的时变效应
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[38] A Language-Based Approach to Measuring Creative Exploration
基于语言的创造性探索测量方法
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[39] Hurricane Risk and Asset Prices
飓风风险和资产价格
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[40] Easy Money: the Inefficient Supply of Inside Liquidity
宽松货币：内部流动性的低效供给
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[41] Central Bank Liquidity Facilities and Market Making
中央银行流动性工具和做市商
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[42] Strategic Complementarity among Investors With Overlapping Portfolios
投资组合重叠的投资者之间的战略互补性
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[43] Interest Rate Markets & The Forward Rate - Discount Factor Relationship Explained
利率市场&远期利率-贴现因子关系解释
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[44] Credit Rating Prediction Through Supply Chains: A Machine Learning Approach
基于供应链的信用评级预测：一种机器学习方法
出处:Forthcoming in Production and Operations Management
[45] IS CRYPTO TRADEABLE?-A PERSPECTIVE FROM THE POINT OF WEAK FORM EFFICIENCY
密码是可交易的吗？——从弱形式效率的角度看
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[46] The Politics of Management Earnings Guidance Bias
管理层盈余导向偏差的政治学
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[47] Gold price ratios and aggregate stock returns
黄金价格比率和股票总回报
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[48] Unbridled Spirit: Illicit Markets for Bourbon Whiskey
肆无忌惮的精神：波旁威士忌的非法市场
出处:Journal of Economic Behavior and Organization (2021) Vol. 191, pp. 1025-1045
[49] Systemic Risk and Collateral Adequacy: Evidence from the Futures Market
系统性风险与抵押品充足性：来自期货市场的证据
出处:Journal of Financial and Quantitative Analysis
[50] Reducing Margin Procyclicality at Central Counterparties
降低中央交易对手的保证金顺周期性
出处:Journal of Financial Market Infrastructures, 7(2), 43-59
[51] Goodbye to Shell Games: Revisiting Factor Models in China
告别空壳游戏：重新审视中国的因子模型
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[52] Testing and Support Recovery of Correlation Structures for Matrix-Valued Observations with an Application to Stock Market Data
测试和支持恢复矩阵值观测的相关结构，并应用于股市数据
出处:Journal of Econometrics, Forthcoming
[53] Selling assets: Are sellers better off with strong buyers?
出售资产：有了强大的买家，卖家会更好吗？
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[54] The Impact of Corporate Governance Mechanisms on Earnings Quality – Evidence from Egypt
公司治理机制对盈余质量的影响——来自埃及的证据
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[55] Modeling volatility on the Karachi Stock Exchange, Pakistan
巴基斯坦卡拉奇证券交易所波动性建模
出处:Journal of Asia Business Studies, Vol: 10, No. 3, 253-275.
[56] Share price behaviour around dividend announcements in Pakistan
巴基斯坦股息宣布前后的股价行为
出处:Afro-Asian J. of Finance and Accounting, Vol.6, No.4, pp.351 - 373
[57] Intentional and spurious herding during unconventional events and high sentiments
在非常规事件和情绪高涨期间故意和虚假放牧
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[58] PRECIFICAÇÃO DE AÇÕES DE EMPRESAS BRASILEIRAS QUE EMITEM ADRs: O IMPACTO SOBRE O CUSTO DE CAPITAL PRóPRIO
发行ADR的白色企业股份的精确化：对自有资本成本的影响
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[59] Brazilian Market Reaction to Equity Issue Announcements
巴西市场对股票发行公告的反应
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