SSRN Capital Markets eJournals汇总翻译 20220519-20220522

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wx“量化前沿速递”文献汇总
[1] Option Momentum
期权动量
出处:Journal of Finance, Forthcoming
[2] Brokerage House IPOs and Analyst Forecast Quality
经纪公司IPO和分析师预测质量
出处:Forthcoming in Management Science
[3] Model-Free Mispricing Factors
无模型定价失误因素
出处:-
[4] How Does the Economic Uncertainty Affect Asset Prices Under Normal and Financial Distress Times?
在正常和金融危机时期，经济不确定性如何影响资产价格？
出处:IZA Discussion Paper No. 15296
[5] Are Entrepreneurs Aware of Covered Interest Parity and Dollar Shortage?
创业者是否意识到有保障的利率平价和美元短缺？
出处:IZA Discussion Paper No. 15216
[6] Media Capture by Banks
银行媒体捕获
出处:IZA Discussion Paper No. 15214
[7] Do Investors Care about Carbon Risk? A Global Perspective
投资者是否关心碳风险？全球视角
出处:-
[8] Skewness Expectations and Portfolio Choice
偏态期望与投资组合选择
出处:IZA Discussion Paper No. 15018
[9] Export Risk and Currency Returns
出口风险和货币回报
出处:-
[10] Do Investors in Financial Markets Anticipate Economic Growth? Evidence from Government Elections
金融市场投资者是否预期经济增长？政府选举的证据
出处:-
[11] Are Foreign Investors Informed? Trading Experiences of Foreign Investors in China
是否告知外国投资者？外国投资者在中国的交易经验
出处:-
[12] Which Uncertainty Measures Matter for the Cross-section of Corporate Bond returns? Evidence from the U.S. during 1973 - 2020
哪些不确定性指标对公司债券收益的横截面有影响？1973年至2020年美国的证据
出处:Finance Research Letters, Forthcoming
[13] Retain or Rotate: The Association Between Frequent Auditor Switching and Audit Quality
保留或轮换：审计师频繁更换与审计质量的关系
出处:-
[14] Recovery and Consistency
恢复和一致性
出处:-
[15] Asset Pricing: Cross-section Predictability
资产定价：横截面可预测性
出处:-
[16] Gearing the gravity of gamma: Utilizing gamma positioning of dynamic hedgers to improve market quality
利用gamma的重要性：利用动态对冲工具的gamma定位提高市场质量
出处:-
[17] Equity Premium Forecasts Tend to Perform Worse against a Buy-And-Hold Benchmark
股票溢价预测往往比买入并持有基准表现更差
出处:Gunter Löffler (2022), "Equity Premium Forecasts Tend to Perform Worse Against a Buy-and-Hold Benchmark", Critical Finance Review: Vol. 11: No. 1, pp 65-77. http://dx.doi.org/10.1561/104.00000110
[18] Corporate Use of Social Media After ESG Incidents
ESG事件后企业对社交媒体的使用
出处:-
[19] Government Debt and Risk Premia
政府债务和风险溢价
出处:-
[20] Explaining Climate Change Risk – Financial Risk Nexus by the Propensity to Take Risk
解释气候变化风险——通过风险倾向来解释金融风险关系
出处:-
[21] Catering through transparency: Voluntary ESG disclosure by asset managers and fund flows
通过透明度提供服务：资产经理自愿披露ESG和资金流
出处:-
[22] Option Auctions
期权拍卖
出处:-
[23] The Market-Based Asset Price Probability
基于市场的资产价格概率
出处:-
[24] Scale Diseconomies and Capacity in Fund Management: Variation Across Equity Markets
基金管理中的规模不经济和能力：股票市场的变化
出处:-
[25] Contagion of Investor Sentiment in Online Investment Communities: Evidence from Dynamic Visuals on Stocktwits
在线投资社区中投资者情绪的传染：来自Stocktwits动态视频的证据
出处:-
[26] Pricing Dividend Derivatives in Reduced-Form and Structural Models
简化形式和结构模型中的股息衍生品定价
出处:-
[27] Tone of Language, Financial Disclosure, and Earnings Management: A Textual Analysis of Form 20‑F
语调、财务披露与盈余管理：对20-F表格的文本分析
出处:Finance Innovation, 8, 43. https://doi.org/10.1186/s40854-022-00346-5
[28] Long memory in option pricing: A fractional discrete-time approach
期权定价中的长记忆：分数离散时间方法
出处:-
[29] Simulating theta and gamma of American options
模拟美式期权的θ和γ
出处:-
[30] Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?
地缘政治风险是否在加密货币回报的横截面中定价？
出处:-
[31] Financial Report Readability as a Signaling Device of Earnings Quality
作为盈余质量信号装置的财务报告可读性
出处:-
[32] Judgment Day: Algorithmic Trading Around the Swiss Franc Cap Removal
审判日：瑞士法郎上限取消前后的算法交易
出处:-
[33] Earnings Surprise, Litigation Risk and Management’s Use of Forward-Looking Statements
收益意外、诉讼风险和管理层对前瞻性陈述的使用
出处:-
[34] The Growth of Oil Futures in China: Evidence of Market Maturity through Global Crises
中国石油期货的增长：全球危机下市场成熟的证据
出处:-
[35] Do Market-Wide Circuit Breakers Calm the Markets or Panic Them?
整个市场的断路器是让市场平静下来还是让市场恐慌？
出处:-
[36] Covid-19 and Stock Market Performance: Evidence from the Rcep Markets
新冠肺炎与股市表现：来自Rcep市场的证据
出处:-
[37] Economic Policy Uncertainty and Insider Trading
经济政策不确定性与内幕交易
出处:-
[38] Do Foreign Yield Curves Predict U.S. Recessions?
外国收益率曲线预测美国经济衰退吗？
出处:-

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