SSRN Capital Markets eJournals汇总翻译 20220913-20220918

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文献汇总
[1] What Impacts on Short Selling Activity? Evidence from the Taiwan Stock Markets
对卖空活动有什么影响？来自台湾股市的证据
出处:-
[2] Keep on Smiling: Market Imbalance, Option Pricing, and the Volatility Smile
保持微笑：市场失衡、期权定价和波动微笑
出处:-
[3] Coping With Risk and Uncertainty in Contemporary Economic Thought
应对当代经济思想中的风险和不确定性
出处:-
[4] Bitcoin Investors' Style, Skill, Sentiment, Seasonal Trading, and Anchoring Bias
比特币投资者的风格、技能、情绪、季节性交易和锚定偏差
出处:-
[5] Evaluating Market Risk from Leveraged Derivative Exposures
评估杠杆衍生工具风险的市场风险
出处:ECB Working Paper No. 20222722
[6] Asset Purchases, Limited Asset Markets Participation and Inequality
资产购买、有限的资产市场参与和不平等
出处:-
[7] ESG Tail Risk: The COVID-19 Market Crash Analysis
ESG尾部风险：新冠肺炎市场崩溃分析
出处:-
[8] Heterogeneous Intermediary Asset Pricing: Privately-owned vs. State-owned
异质中介资产定价：私有与国有
出处:-
[9] Time-Series and Cross-Section of Risk Premia Expectations: A Bottom-Up Approach
风险溢价预期的时间序列和横截面：一种自下而上的方法
出处:-
[10] Common Idiosyncratic Quantile Risk
普通特质分位数风险
出处:-
[11] Convex Optimization of Portfolio Kurtosis
投资组合峰度的凸优化
出处:-
[12] Green Data or Greenwashing? Do Corporate Carbon Emissions Data Enable Investors to
Mitigate Climate Change?
绿色数据还是绿色清洗？企业碳排放数据是否能让投资者缓解气候变化？
出处:-
[13] Performance of Scaling by the Square-root-of-time rule for FRTB Internal Model
Expected Shortfall
FRTB内部模型预期不足的时间平方根规则缩放性能
出处:-
[14] A Unified Framework for Estimation of High-dimensional Conditional Factor Models
高维条件因子模型估计的统一框架
出处:-
[15] Risk-Based Optimal Portfolio Strategies: A Compendium
基于风险的最优投资组合策略：概要
出处:-
[16] Excess Return Properties of Informationally Insensitive Dynamic Return Predictability
Strategies
信息不敏感动态收益可预测性策略的超额收益性质
出处:-
[17] Towards Constructing the Distribution of Market Participants from Option Prices
从期权价格构建市场参与者分布
出处:-
[18] Consumer Confidence and Corporate Credit Spreads
消费者信心与企业信用利差
出处:-
[19] Why Is Asymmetric Timeliness of Earnings Priced?
为什么收益定价的不对称及时性？
出处:-
[20] A New Test of Excess Movement in Asset Prices
资产价格过度波动的新检验
出处:-
[21] Algorithmic Trading and Directors’ Learning from Stock Prices: Evidence from CEO
Turnover Decisions
算法交易与董事从股价中学习：来自CEO更替决策的证据
出处:-
[22] Leasing and the Allocation Efficiency of Finance
租赁与金融配置效率
出处:-
[23] Should Rational Economic Agents Attempt to Exert 'Control' Over the Evolution of Their
Risk Preferences?
理性的经济主体是否应该试图对其风险偏好的演变施加“控制”？
出处:-
[24] The Longitude: Managing Implied Volatility of Illiquid Assets
经度：管理非流动资产的隐含波动率
出处:-
[25] The Gaping Risk: Pricing in the Gap Risk of Open-Ended and Closed-Ended Mini-Futures
缺口风险：开放式和封闭式迷你期货缺口风险的定价
出处:-

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关键词：ejournals journals Capital Markets capita