SSRN Capital Markets eJournals汇总翻译 20220127-20220203

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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] Style Matters: Disposition Effect, Mutual Funds, and Style Investing
风格问题：处置效应、共同基金和风格投资
出处:-
[2] Price discovery for competing currency numeraires
竞争货币计价的价格发现
出处:-
[3] Delegated Risk-Taking
委托风险承担
出处:-
[4] Risk-Neutral Market Simulation
风险中性市场模拟
出处:-
[5] A Unifying Risk Measure
统一的风险度量
出处:-
[6] Crude Oil and Islamic Sectoral Stocks: Asymmetric Connectedness and Investment Strategies
原油和伊斯兰行业股票：不对称关联性和投资策略
出处:-
[7] Does Corporate Insider Trading Predict Natural Disaster Outcomes? Evidence from Tropical Storms in the US
企业内幕交易是否能预测自然灾害的后果？来自美国热带风暴的证据
出处:-
[8] Capital Structure and the Yield Curve
资本结构与收益率曲线
出处:-
[9] Inflation Narratives
通货膨胀叙事
出处:CEBI Working Paper 18/21
[10] Intraday Analysis of Regulation Change in Microstructure: Evidence From an Emerging Market
微观结构监管变化的日内分析：来自新兴市场的证据
出处:International Journal of Emerging Markets Doi:10.1108/IJOEM-11-2020-1310, Forthcoming
[11] Asset Pricing with Attention Guided Deep Learning
基于注意力引导的深度学习的资产定价
出处:-
[12] Portfolio Optimisation With Options
带期权的投资组合优化
出处:-
[13] Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment
关于股市和投资选择的信念：来自实地实验的证据
出处:CEBI Working Paper 17/21
[14] Sovereign Risk and Financial Risk
主权风险与金融风险
出处:-
[15] Projection Methods via Neural Networks for Continuous-Time Models
连续时间模型的神经网络投影方法
出处:-
[16] Has Financialization Changed the Impact of Macro Announcements on Us Commodity Markets?
金融化是否改变了宏观公告对美国大宗商品市场的影响？
出处:-
[17] Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China
金融科技、加密货币和CBDC：中国的金融结构转型
出处:-
[18] Pricing and Constructing International Government Bond Portfolios
国际政府债券组合的定价与构建
出处:-
[19] Returns on Risky Portfolios Are Explained by a Two-Factor ICAPM Model Based on Firms’ Fundamentals
风险投资组合的回报由基于公司基本面的双因素ICAPM模型解释
出处:-
[20] Dual Formulation of the Optimal Consumption Problem with Multiplicative Habit Formation
具有乘法习惯形成的最优消费问题的对偶形式
出处:-
[21] Memory Moves Markets
记忆推动市场
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[22] The Capitalization Rate and Real Option Value of Farm Real Estate
农业房地产的资本化率与实物期权价值
出处:-
[23] Asset Allocation with Private Equity
通过私募股权进行资产配置
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[24] Earnings Versus Cash Flows in Equity Valuation: Evidence from the COVID-19 Crisis
2019冠状病毒疾病的收益与现金流量的关系
出处:-
[25] Do Insiders Trade on Government Subsidies?
内部人士是否利用政府补贴进行交易？
出处:Journal of Accounting and Public Policy, Forthcoming
[26] Profit Puzzles or: Public Firm Profits Have Fallen
利润困惑还是：上市公司利润下降
出处:-
[27] Discounting Less in Bad Times: Shining the Light on Cash Flow Expectations
在经济不景气时减少折扣：照亮现金流预期
出处:-

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