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文献汇总
[1] Adjusted Expected Shortfall
调整后的预期短缺
[2] Market fairness and efficiency: Evidence from the Tokyo Stock Exchange*
市场公平与效率：来自东京证券交易所的证据*
[3] Dissecting the yield curve: The international evidence
剖析收益率曲线：国际证据
[4] Mutual fund tax implications when investment advisors manage tax-exempt separate accounts
投资顾问管理免税单独账户时的共同基金税务影响
[5] Housing networks and driving forces
住房网络和驱动力
[6] Knowledge spillovers in the mutual fund industry through labor mobility
通过劳动力流动实现共同基金行业的知识溢出
[7] A geometric framework for covariance dynamics
协方差动力学的几何框架
[8] Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures
企业社会责任与市场效率：来自ESG和误估措施的证据
[9] Stabilising virtues of central banks: (Re)matching bank liquidity
中央银行的稳定优势：（重新）匹配银行流动性
[10] Information networks in the financial sector and systemic risk
金融部门的信息网络与系统性风险
[11] The role of intrinsic incentives and corporate culture in motivating innovation
内在激励和企业文化在激励创新中的作用
[12] Institutional investors’ horizon and equity-financed payouts
机构投资者的视野和股权融资支付
[13] Opening the black box – Quantile neural networks for loss given default prediction
打开黑匣子-分位数神经网络进行默认预测
[14] Concept links and return momentum
概念联系和回归势头
[15] Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions
预期、信贷状况和房地产繁荣-萧条：来自SVAR的证据，有符号和零限制
[16] Hedge fund family ties
对冲基金家族关系
[17] Predicting the stressed expected loss of large U.S. banks
预测美国大型银行的压力预期损失
[18] Negative externalities of mutual fund instability: Evidence from leveraged loan funds
共同基金不稳定性的负外部性：来自杠杆贷款基金的证据
[19] Sensitivity-implied tail-correlation matrices
灵敏度隐含尾相关矩阵
[20] The illusion of oil return predictability: The choice of data matters!
石油回报可预测性的幻觉：数据的选择很重要！
[21] Integration culture of global banks and the transmission of lending shocks
全球银行一体化文化与贷款冲击的传导
[22] The exclamation mark of Cain: Risk salience and mutual fund flows
凯恩的感叹号：风险显著性和共同基金流动
[23] Systemic risk and severe economic downturns: A targeted and sparse analysis
系统性风险与严重经济衰退：一项有针对性的稀疏分析
[24] How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors
投资者如何交易研发密集型股票？来自对冲基金和其他机构投资者的证据
[25] Bank solvency risk and funding cost interactions: Evidence from Korea
银行偿付能力风险与融资成本互动：来自韩国的证据
[26] Does quantitative easing affect market liquidity?
量化宽松会影响市场流动性吗？
[27] Bank instability: Interbank linkages and the role of disclosure
银行不稳定性：银行间联系和信息披露的作用
[28] Market-consistent valuation of natural catastrophe risk
自然灾害风险的市场一致性评估
[29] Information asymmetry and the profitability of technical analysis
信息不对称与技术分析的盈利能力
[30] History matters: How short-term price charts hurt investment performance
历史很重要：短期价格图表如何影响投资表现
[31] The effects of mutual fund decarbonization on stock prices and carbon emissions
共同基金脱碳对股票价格和碳排放的影响
[32] Post-crisis regulations, market making, and liquidity in over-the-counter markets
危机后监管、做市和场外市场流动性
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