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[1] Looking for the Economy-Wide Effects of Stock Market Short-Termism
寻找股市短期主义的经济效应
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[2] The Bond Term Premium in an Adaptive Learning Model with Arbitrary Beliefs
任意信念自适应学习模型中的债券期限溢价
出处:None
[3] Coping with the Pandemic: Market Segmentation and Differential Stock Market Reactions to COVID-19
应对大流行：市场分割和对COVID-19的不同股票市场反应
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[4] The Performance of Cryptocurrencies under a Sentiment Analysis Approach in the Time of COVID-19
COVID-2019冠状病毒疾病的情绪分析方法
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[5] How Should the Long-term Investor Harvest Variance Risk Premiums?
长期投资者应如何获得差异风险溢价？
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[6] Exploiting Earnings Persistence to Better Measure Market Expectations in Detecting Post-Earnings Announcement Drift
利用盈利持续性更好地衡量市场预期，以检测盈利公告后的漂移
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[7] Clearinghouses and Systemic Risk
票据交换所与系统性风险
出处:Unformatted version of Chapter 6 in SYSTEMIC RISK IN THE FINANCIAL SECTOR: TEN YEARS AFTER THE GREAT CRASH (Douglas W. Arner, Emilios Avgouleas, Danny Busch & Steven L. Schwarcz eds., 2019) George Mason Law & Economics Research Paper No. 21-43
[8] OWA Portfolio Optimization: a Disciplined Convex Programming Framework
OWA投资组合优化：一个严格的凸规划框架
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[9] When do low-frequency measures really measure effective spreads? Evidence from equity and foreign exchange markets
低频率指标什么时候真正衡量有效利差？来自股票和外汇市场的证据
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[10] Intangible Investment, Displacement Risk, and the Value Discount
无形投资、置换风险和价值折扣
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[11] Does algorithmic trading impact investment? Algorithmic trading and investment-to-price sensitivity
算法交易会影响投资吗？算法交易和投资对价格的敏感性
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[12] ESG features explain one bit of idiosyncratic price returns
ESG特征解释了一点特殊的价格回报
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[13] The Shape of Performance Curve in Financial Time Series
金融时间序列中绩效曲线的形态
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[14] Trade-off Between Trade Efficiency and Immediacy: Evidence from Switching to NASDAQ
交易效率与即时性之间的权衡：来自纳斯达克的证据
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[15] Cross-Border Activities as a Source of Information: Evidence from Insider Trading during the Covid-19 Crisis
2019冠状病毒疾病的内部交易：来自跨境活动的信息来源
出处:Fisher College of Business Working Paper No. 2021-03-020 Charles A. Dice Working Paper No. 2021-20
[16] Covid-19 and Firms’ Stock Price Growth: The Role of Market Capitalization
COVID-19与企业股票价格增长：市场资本化的作用
出处:CAMA Working Paper No. 100/2021
[17] Impact of Semantic Information Integration on Stock Price Synchronicity
语义信息整合对股价同步性的影响
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[18] Blowing the Whistle on Corporate Fraud: The Role of Regulators and Journalists in the Financial vs Non-Financial Sectors
揭发公司欺诈：金融与非金融部门监管机构和记者的角色
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[19] Volatility Uncertainty and VIX Futures Contango
波动不确定性与波动率指数期货
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[20] Proprietary Costs and Corporate Lobbying against Changes in Mandatory Disclosure
专有成本和针对强制性披露变更的公司游说
出处:Management Science, Forthcoming
[21] Short Term Reactions on the Bucharest Stock Exchange before and during Coronavirus Pandemic
布加勒斯特证券交易所在冠状病毒大流行之前和期间的短期反应
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[22] Risk-Taking Under Limited Liability: Quantifying the Role of Motivated Beliefs
有限责任下的风险承担：量化动机信念的作用
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[23] Islamic Index vs Conventional Index: Is There Any Portfolio Diversification Benefit Between KMI 30, KSE 30 and KSE 100?
伊斯兰指数与传统指数：KMI 30、KSE 30和KSE 100之间是否存在投资组合多元化收益？
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[24] Expansion Method for Pricing Foreign Exchange Options under Stochastic Volatility and Interest Rates
随机波动和利率下外汇期权定价的展开法
出处:Journal of Computational Finance, Vol. 25, No. 2, 2020
[25] Quantization-Based Bermudan Option Pricing in the Foreign Exchange World
外汇市场中基于量化的百慕大期权定价
出处:Journal of Computational Finance, Vol. 25, No. 2, 2021
[26] Deep Learning for Discrete-Time Hedging in Incomplete Markets
不完全市场中离散时间套期保值的深度学习
出处:Journal of Computational Finance, Vol. 25, No. 2, 2020
[27] Retail Investor Expectations and Trading Preferences
散户投资者预期和交易偏好
出处:Melbourne Institute Working Paper No. 27/21, 2021
[28] The Role of Pilot Studies in Financial Regulation
试点研究在金融监管中的作用
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[29] User Cost of Foreign Monetary Assets Under Dollarization
美元化下外国货币资产的使用成本
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[30] Bank Efficiency and the Bond Markets: Evidence from Asia-Pacific Region
银行效率与债券市场：来自亚太地区的证据
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