wx“量化前沿速递”
文献汇总
[1] The Cost of Equity: Evidence from Investment Banking Valuations
股权成本:来自投资银行估值的证据
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[2] How Does Benchmarking Affect Market Efficiency? The Role of Learning Technology
基准如何影响市场效率?学习技术的作用
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[3] Anomalies and Their Short-Sale Costs
异常及其卖空成本
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[4] Peers’ Disclosure of Investment Plans and Market Feedback to Managers
同行对投资计划的披露和对管理者的市场反馈
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[5] The Attack on Share Buybacks
对股票回购的攻击
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[6] The Horizon of Investors' Information and Corporate Investment
投资者信息视野与公司投资
出处:HEC Paris Research Paper Forthcoming
[7] Bond Convenience Curves and Funding Costs
债券便利曲线和融资成本
出处:Bank of Finland Research Discussion Paper No. 11/2022
[8] How Can Asset Prices Value Exchange Rate Wedges?
资产价格如何评估汇率楔形?
出处:FEDS Working Paper No. 2022-75
[9] Climate Change and the Role of Regulatory Capital: A Stylized Framework for Policy
Assessment
气候变化与监管资本的作用:政策评估的风格化框架
出处:FEDS Working Paper No. 2022-68
[10] Causality between Volatility and the Weekly Economic Index During COVID-19: The
Predictive Power of Efficient Markets and Rational Expectations
新冠肺炎疫情期间波动性与周经济指数的因果关系:有效市场的预测力和理性预期
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[11] Global Systemic Risk Dynamic Network Connectedness During the Covid-19: Evidence
from Nonlinear Granger Causality
新冠肺炎期间全球系统风险动态网络连接:非线性格兰杰因果关系的证据
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[12] Stock Markets from COVID-19 to the Russia-Ukraine Crisis: Structural Breaks in
Interactive Effects Panels
从新冠肺炎到俄乌危机的股市:互动效应面板中的结构性突破
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[13] The Impact of COVID-19 Pandemic on Japanese Stock Markets, Revisited
新冠肺炎疫情对日本股市的影响
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[14] Predicting the State of Synchronization of Financial Time Series Using Cross Recurrence
Plots
利用交叉递归图预测金融时间序列的同步状态
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[15] Quasi-Indexer Ownership and Financial Statements Comparability
准指标所有权与财务报表可比性
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