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雷达卡
wx“量化前沿速递”
文献汇总
[1] FX Asian Option Pricing Using Quantum Computers
使用量子计算机的外汇亚洲期权定价
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[2] The Connectedness between Digital Assets and Technology Stocks
数字资产与科技股票之间的关联性
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[3] Can Innovation Help Existing Firms Resist Shock from New Stock Issuance? Evidence from the Launch of China’s STAR Market
创新能帮助现有企业抵御新股发行带来的冲击吗？中国明星市场启动的证据
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[4] Portable Beta And Total Portfolio Management
便携式测试版和全面投资组合管理
出处:Financial Analysts Journal, Forthcoming
[5] From Cashtag to Hashcrash - Predicting Financial Market Volatility with Twitter
从Cashtag到Hashcrash——用推特预测金融市场波动
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[6] The Impact of Sovereign Wealth Funds Investment on Firm ESG Reputation Risk
主权财富基金投资对企业ESG声誉风险的影响
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[7] Investor-Firm Private Interactions and Informed Trading: Evidence from New York City Taxi Patterns
投资者与公司的私人互动和知情交易：来自纽约市出租车模式的证据
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[8] AlphaZero Ideas
AlphaZero理念
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[9] Dynamic Carbon Emission Management
动态碳排放管理
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[10] Rough-Heston Local-Volatility Model
粗糙赫斯顿局部波动模型
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[11] A No-Code Machine Learning System for Next Day Equity and Crypto Forecasting Experiments
用于次日股票和密码预测实验的无代码机器学习系统
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[12] No Max Pain, No Max Gain: Stock Price Predictability at Options Expiration
无最大痛苦，无最大收益：期权到期时的股价可预测性
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[13] International Corporate Bond Market: Uncovering Risks Using Machine Learning
国际公司债券市场：利用机器学习发现风险
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[14] Mind Your Sorts
注意你的种类
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[15] Investor Sentiment and Shorted-Stock Returns
投资者情绪和做空股票回报
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[16] CO2eVA: Pricing Carbon Externalities Transition
CO2eVA：定价碳外部性转移
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[17] Is the Korean Green Premium in Equilibrium?
韩国绿色溢价是否处于均衡状态？
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[18] Circadian Rhythm, Analyst Performance and Earnings Forecast
昼夜节律、分析师表现和盈利预测
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[19] The Information Content of Overnight Information for Volatility Forecasting: Evidence from China's Stock Market
波动性预测隔夜信息的信息含量：来自中国股市的证据
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[20] Watchdog or Lapdog: Media-Connected Corporate and Stock Pricing Efficiency
Watchdog或Lapdog：与媒体相关的公司和股票定价效率
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[21] Chinese Consumption Shocks and U.S. Equity Returns
中国消费冲击与美国股市收益
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[22] On the Conditional Performance of the Ivol Anomaly
论Ivol异常的条件表现
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[23] Do Stock Prices Reflect Firms Fundamentals? An Empirical Analysis of a Large Global Sample
股价是否反映了公司的基本面？全球大样本的实证分析
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[24] Investor ESG Tastes and Asset Pricing: Evidence from the Primary Bond Market
投资者ESG偏好与资产定价：来自一级债券市场的证据
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[25] Benchmarking Benchmarks
基准测试基准
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[26] Short-Selling Activities in the Time of COVID-19
2019冠状病毒疾病时期的卖空活动
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[27] Stock Markets during COVID-19
2019冠状病毒疾病期间的股市
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[28] The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic
NFT细分市场和媒体报道的回报和波动关联性：基于2019冠状病毒疾病大流行新闻的新证据
出处:Finance Research Letters, Vol. 49, No. 103031, 2022
[29] On Short Sellers and Financial Covenant Violations
论卖空者与违反金融契约
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[30] Internet Appendix: Employee Satisfaction and Long-Run Stock Returns, 1984-2020
互联网附录：1984-2020年员工满意度和长期股票回报率
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京公网安备 11010802022788号
