机器翻译,仅供参考!更多文献获取请关注公众号:量化前沿速递
文献汇总
[1] The Pricing of Geopolitical Risk in Cross-Sectional Commodity Returns
横截面商品收益中的地缘政治风险定价
出处:-
[2] Why Maker-Taker Venues Facilitate Price Discovery? Quasi-Natural Experimental Evidence
为什么制造商和供应商会促进价格发现?准自然实验证据
出处:-
[3] Stock Returns Predictability with Unstable Predictors
具有不稳定预测因子的股票收益可预测性
出处:-
[4] Getting the ROC into Sync
让ROC同步
出处:-
[5] Fifty Shades of Hatred and Discontent - Varieties of Anti-finance Discourses on the European Twitter (France, Germany, Italy, Spain and the UK)
仇恨和不满的五十种阴影——欧洲推特上的各种反金融言论(法国、德国、意大利、西班牙和英国)
出处:SAFE Working Paper No. 338 LawFin Working Paper No. 30
[6] Stata Code for the Paper 'The Endogeneity of Trading Volume in Stock and Bond Returns: An Instrumental Variable Approach'
《股票和债券收益交易量的内生性:工具变量法》一文的Stata代码
出处:-
[7] Forecasting KOSPI Return Using a Modified Stochastic AdaBoosting
用改进的随机ADA模型预测KOSPI收益率
出处:East Asian Economic Review Vol. 25 No. 4 (December 2021) 463-484, https://dx.doi.org/10.11644/KIEP.EAER.2021.25.4.402
[8] A Study on the Effectiveness of China Bond Market ESG Investment Practice
中国债券市场ESG投资实践的有效性研究
出处:Bond Monthly, October 2021, http://www.ccdc.com.cn/Channel/145609953
[9] Arbitrage Problems with Reflected Geometric Brownian motion
具有反射几何布朗运动的套利问题
出处:-
[10] Leverage Made at Home: Investors' Margin Loan Usage and Firm Leverage
国内杠杆:投资者的保证金贷款使用和公司杠杆
出处:-
[11] Does CEO Extraversion Pay off When in Need? Evidence from the Global Financial Crisis
CEO的外向性在需要的时候会有回报吗?全球金融危机的证据
出处:-
[12] Climate Disasters and Insider Trading
气候灾害与内幕交易
出处:-
[13] The decline in r* according to a robust multivariate trend-cycle decomposition
根据稳健的多元趋势周期分解,r*下降
出处:-
[14] A Note on Attributes Affecting Private Equity Fund Pricing in Secondary Markets
关于影响二级市场私募股权基金定价的属性的注记
出处:-
[15] Risk-Corrected Probabilities of a Binary Event
二元事件的风险修正概率
出处:-
[16] An Alternative Approach to Estimating Foreclosure and Short Sale Discounts
估算止赎和卖空折扣的另一种方法
出处:-
[17] Projections of the Stochastic Discount Factor with Applications to Bubbles
随机贴现因子的预测及其在泡沫中的应用
出处:-
[18] The Real Effects of Weather on Firm Performance, Analyst Forecasts, and Stock Prices
天气对公司业绩、分析师预测和股价的实际影响
出处:-
[19] Does it pay to follow investment advice on YouTube?
关注YouTube上的投资建议是否值得?
出处:-
[20] The railway mania of the 1860s and financial innovation
19世纪60年代的铁路热与金融创新
出处:-
[21] Teaching Slides for "Moonshots, Investment Booms, and Selection Bias in the Transmission of Cultural Traits"
为“文化特征传播中的登月、投资繁荣和选择偏见”教学幻灯片
出处:-
[22] Meme Investors and Retail Risk
模因投资者与零售风险
出处:Boston College Law Review, Forthcoming
[23] Quadratic Hedging of Futures Term Structure Risk in Merchant Energy Trading Operations
商业能源交易中期货期限结构风险的二次套期保值
出处:-
[24] Do Managers that Fit Better Culturally Survive Longer in Firms?
文化上更适合的管理者在公司中生存的时间更长吗?
出处:-