wx“量化前沿速递”
文献汇总
[1] Estimation of Growth in Fund Models
基金模型中的增长估计
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[2] Information in Financial Markets and Its Real Effects
金融市场中的信息及其实际影响
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[3] A Fundamental Explanation for the Size Premium in Returns and its Variation Over Time
回报中规模溢价及其随时间变化的基本解释
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[4] Board Reforms, Stock Liquidity, and Stock Market Development
董事会改革、股票流动性和股票市场发展
出处:Review of Corporate Finance Studies, Forthcoming
[5] Crashing in the Dark? The Effect of Dark Trading on Stock Price Crash Risk
在黑暗中崩溃?暗交易对股价崩盘风险的影响
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[6] Return Extrapolation and Day/Night Effects
回波外推和昼夜效应
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[7] Market Timing in Open Market Bond Repurchases
公开市场债券回购的市场时机
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[8] Liquid Staking: Basis Determinants and Price Discovery
流动性质押:基础决定因素和价格发现
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[9] REIT Returns and Inflation Shocks with Economic State Dependencies
房地产投资信托基金回报和通货膨胀冲击与经济状态相关性
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[10] Trading, Ambiguity and Information in the Options Market
期权市场中的交易、模糊性和信息
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[11] Sources of Fluctuations in Short-Term Yields and Recession Probabilities
短期收益率和衰退概率波动的来源
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[12] Credit Information in Earnings Calls
收益通知中的信用信息
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[13] Knowledge is Power: A Field Experiment in the Chinese and US Stock Markets
知识就是力量:中美股市的实地实验
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[14] Stock Market Risks Associated with the Largest Tech Companies
与最大科技公司相关的股票市场风险
出处:Intelligent Risk, Professional Risk Managers’ International Association, February 2022
[15] The Role of Media in Financial Decision-Making
媒体在财务决策中的作用
出处:Handbook of Financial Decision Making, Editors Gilles Hilary and David McLean,
Forthcoming
[16] Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio
Equity Flows
跨国投资组合股权流动的金融、机构和宏观经济决定因素
出处:REM Working Paper 0235-2022
[17] Active Fund Management when ESG Matters: An Equilibrium Perspective
ESG重要时的主动基金管理:均衡视角
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[18] Liquidity Shocks, Token Returns and Market Capitalization in Decentralized Finance
(DeFi) Markets
分散金融(DeFi)市场中的流动性冲击、代币回报和市值
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[19] Sensitivity of African Stock Markets to Geopolitical Conflicts: A Time-Frequency
Evidence from the Russian-Ukrainian Military Conflict
非洲股市对地缘政治冲突的敏感性:来自俄罗斯-乌克兰军事冲突的时频证据
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[20] How Does the Russian-Ukrainian War Rock Stock and Commodity Markets? Fresh
Insights from Joint Network-Connectedness Analysis
俄罗斯-乌克兰战争如何动摇股票和大宗商品市场?联合网络连通性分析的新见解
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[21] A Closer Look at the Regime-Switching Evidence of Bull and Bear Markets
更仔细地观察牛市和熊市的政权转换证据
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[22] The Greater the Volume, the Greater the Analyst
成交量越大,分析员的工作量就越大
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[23] Do Investors Like Political Connections?
投资者喜欢政治关系吗?
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[24] Product Market Competition and Disclosure Content Differentiation
产品市场竞争与披露内容差异化
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