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  • Equity Markets in Transition_The Value Chain, Price Discovery, Regulation, and Beyond.zip

    本附件包括：
    • Equity Markets in Transition_The Value Chain, Price Discovery, Regulation, and Beyond.pdf
  • 10.23 MB
  • 2017-1-18

  • HFT.zip

    本附件包括：
    • Latency, Liquidity and Price Discovery.pdf
    • Does Algorithmic Trading Improve Liquidity.pdf
    • The-Diversity-of-HFT.pdf
    • Need for Speed.pdf
    • Middlemen Interaction and Market Quality.pdf
    • News Trading and Speed.pdf
    • Automation, trading costs.pdf
    • The High-Frequency Trading Arms Race.pdf
  • 6.04 MB
  • 2014-9-23

  • High-Frequency Data Analysis.rar
       高频数据分析的论文

    本附件包括：
    • The Effect of High-Frequency Trading on Stock Volatility and Price Discovery.pdf
    • Statistical Arbitrage and High-Frequency Data.pdf
    • An Introduction to High-Frequency Finance(2001 by ACADEMIC PRESS ).djvu
    • Econometric Forecasting and High-Frequency Data Analysis（2008 by World Scientific）.pdf
    • High Frequency Financial Econometrics-Recent Developments(2008 Springer Science).pdf
    • High-Frequency Trading- A Practical Guide to Algorithmic Strategies and Trading Systems(2010 John Wiley&Sons,Inc).pdf
    • How To Trade the Highest Probability Opportunities- Price Bars and Chart Patterns(2009 Elliott Wave International).pdf
    • Quantitative Methods in High-Frequency Financial Econometrics.pdf
    • Hedging Effectiveness of Stock Index Futures.pdf
    • Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Volatility.pdf
    • Cross-Correlation Measures in the High-Frequency Domain.pdf
    • High Frequency Autocorrelation in the Returns of the SPY and the QQQ.pdf
    • High Frequency Market Microstructure Noise Estimates And Liquidity Measures.pdf
    • High-frequency cross-correlation in a set of stocks.pdf
    • Skewness from High-Frequency Data Predicts the Cross-Section of Stock Returns.pdf
    • Statistical properties of short term price trends in high frequency....pdf
    • Stock Index Volatility Forecasting with High Frequency Data.pdf
    • Testing for Jumps in High-Frequency Data-Slide.pdf
  • 22.17 MB
  • 2012-5-14

  • 407-Intraday Price Discovery and Volatility Transmission in Stock Index and Stoc.rar

    本附件包括：
    • 407-Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets Evidence from China.pdf
  • 211.28 KB
  • 2012-4-19

  • 论文ji4.rar

    本附件包括：
    • 407-Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets Evidence from China.pdf
    • 374-我国商业银行收入结构多元化对银行风险的影响.doc
    • 375-市场竞争、产权改革与商业银行贷款行为转变.doc
    • 376-市场群体的交易性条件反射及其量化方法.pdf
    • 377-信心比黄金更重要.doc
    • 378-中国股票市场上的“隔夜效应”和“午间效 应”研究.doc
    • 390-基金大比例分红之谜.docx
    • 391-异质偏好、认知偏差与资产定价.doc
    • 393-行为金融视角下的人民币汇率决定模型_理论与实证.doc
    • 397-消费攀比效用函数的资产定价研究——基于马尔科夫状态转移的禀赋过程(陈瑞）.pdf
    • 398-Pricing of Cross-sectional Idiosyncratic Volatility and Liquidity Bias in Emerging Market.pdf
    • 399-Equity-link Momentum.pdf
    • 402-Stock Return Predictability of Implied Volatilities ：A Study of the Industry Effect.docx
    • 403-Jump Spillover in Energy Futures Markets Implications for Portfolio Risk Diversification.pdf
    • 406-Do prices underreact to information.pdf
    • 409-私有信息风险被市场定价了吗？.pdf
    • 411-不同类型投资者对年报信息反应.doc
    • 415-中国AH股溢价问题研究.doc
    • 419-公司规模和账面市值比与违约风险关系的横截面分析.pdf
    • 423-基于内生结构变化的中国股票收益序列的极端风险研究.doc
    • 425-Beta系数跨期时变吗？.doc
    • 427-Improved Stock Market Prediction by Comb ining SVM and EMD(金融学年会).pdf
    • 428-基于风险补偿的企业债券定价.doc
    • 429-订单配置模型.docx
    • 430-牛熊市视角下的资产配置（投稿）.docx
    • 435-不对称信息下的资产链定价研究.pdf
    • 439-金融资产定价异常与资产定价模型.doc
    • 441-基于不完全信息视角的中国股市投资者认知研究.pdf
    • 445-信息市场、预期消费与股市收益变动--基于投资者信息选择行为的分析(胥爱欢）.pdf
    • 448-中国股市泡沫的三区制特征和基于异质信念的解释.doc
    • 453-Index Investments and Financialization of Commodities.pdf
    • 454-我国股票市场反应不足还是反应过度？（中国金融学年会）.doc
    • 459-修改稿_林建浩_中山大学_《通货膨胀与股票收益的关系研究——基于具有财务杠杆与货币效用的资产定价模型》.pdf
    • 462-Access to Equity Markets, Corporate Investments and Stock Returns International Evidence.pdf
    • 463-房地产价格波动与货币政策调控（金融学年会）.doc
    • 464-次级债券的市场约束研究(高培道 张圣平).doc
    • A01_吴丽华 人民币期货与现货市场的动态关联性研究（厦门大学金融系 吴丽华 宋芙蓉.doc
    • A02_刘威_陆军 中国动态金融状况指数及其在前瞻性泰勒规则中的检验.doc
    • A03_赵向琴 信息透明度、信息风险和股价暴跌关系研究.doc
    • A04_李善民 Theory of Consumers' Attitude to Investment Revenue.doc
    • A05_张学勇 Voluntary disclosure_cost of equity.doc
    • A06_姚益龙、梁红玉 媒体监督与企业价值的关系研究.doc
  • 10.16 MB
  • 2011-5-9

  • carbon trading.rar

    本附件包括：
    • Emissions trading for international aviation—an estimation of the economic impact on selected European airlines.pdf
    • An overview of emissions trading and its prospects in Hong Kong.pdf
    • The hedge value of international emissions trading under uncertainty.pdf
    • Environmental regulations and emissions trading in China.pdf
    • 低碳经济研究现状述评.pdf
    • Potential impact of (CET) carbon emissions trading on China’s power sector A perspective from different allowance allocation options.pdf
    • Analysis of the impacts of combining carbon taxation and emission trading on different industry sectors.pdf
    • Equity and carbon emissions trading a model analysis.pdf
    • Electricity pricing under “carbon emissions trading” A dominant firm with competitive fringe model.pdf
    • Carbon trading time for industry involvement.pdf
    • Price floors for emissions trading.pdf
    • Price discovery and intermediation in linked emissions trading markets A laboratory study.pdf
    • The future of the European Emission Trading System and the Clean Development Mechanism in a post-Kyoto world.pdf
    • Emissions trading of global and local pollutants, pollution havens and free riding.pdf
    • European Emission Trading Scheme and competitiveness A cas study on the iron and steel industry.pdf
    • CO2 emissions trading planning in combined heat and power production via multi-period stochastic optimization.pdf
    • Assessment of the impact of the European CO2 emissions trading scheme on the Portuguese chemical industry.pdf
    • Emissions trading beyond Europe Linking schemes in a post Kyoto world.pdf
    • The business of carbon trading.pdf
    • Civilizing markets Carbon trading between in vitro and in vivo experiments.pdf
    • The European Emissions Trading Scheme An exploratory study of how companies learn to account for carbon.pdf
    • Allocation and banking in Korean permits trading.pdf
    • Carbon credit and emission trading Anaerobic wastewater treatment.pdf
  • 7.87 MB
  • 2011-4-24

  • 2.rar

    本附件包括：
    • 407-Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets Evidence from China.pdf
    • 1-INITIAL RETURN IS SAMLLER THAN UNDERPRICING.pdf
    • 104-全球金融一体化与中国对外资产结构异象.pdf
    • 126-人民币汇率预期特征研究——基于金融机构调查数据的实证分析(李晓峰）.pdf
    • 159-基于生产函数法的季度潜在产出估计.pdf
    • 168-我国货币政策工具最优选择的考 察-基于普勒规则的扩展.pdf
    • 182-最优财政和货币政策及其福利效应分析.pdf
    • 190-经济二元、结构效应与转轨时期的货币长期非中性.pdf
    • 2-It Pays to Follow the Leader- Acquiring Targets Picked by Private Equity.pdf
    • 226-One Factor CVA Model for CDS with Counterparty Credit Risk in the Reduced Form Framework.pdf
    • 234-投资者情绪对证券价格波动的影响的理论分析、建模与模拟－会议投稿.pdf
    • 245-带两因素随机波动的衍生证券最优投资策略.pdf
    • 252-风险中性高阶矩：特征、风险与应用.pdf
    • 259-金融资产的动态非线性相关--一个新的模型.pdf
    • 260-包含定价噪音期权价格中的风险中性密度估计.pdf
    • 284-是谁加剧了知情交易.pdf
    • 285-我国外汇市场压力研究--基于马尔可夫区制转换方法（定稿陈娟）.pdf
    • 296-基于动态随机一般均衡模型的房地产市场结构与宏观经济波动研究（中国金融学年会）.pdf
    • 301-基于二手市场与理性预期的房地产市场机制研究.pdf
    • 305-中国宏观经济时序的平稳性再考察.pdf
    • 315-民间金融与农户借贷选择.pdf
    • 318-我国房市泡沫的决定性因素分析：理论与实证.pdf
    • 330-谁获得了更多的隐性收入.pdf
    • 334-When Does Capital Adequacy Ratio Fail to Indicate Capital Adequacy.pdf
    • 335-bank risks and the effects of monetary policy in China.pdf
    • 363-银行资本、银行信贷与宏观经济波动.pdf
    • 37-经营者将要退休是否影响公司绩效.pdf
    • 373-银行所有类型与上市公司流动性.pdf
    • 376-市场群体的交易性条件反射及其量化方法.pdf
    • 397-消费攀比效用函数的资产定价研究——基于马尔科夫状态转移的禀赋过程(陈瑞）.pdf
    • 398-Pricing of Cross-sectional Idiosyncratic Volatility and Liquidity Bias in Emerging Market.pdf
    • 399-Equity-link Momentum.pdf
    • 40-寻租还是政府压力：基金代表了谁的利益（江萍）.pdf
    • 403-Jump Spillover in Energy Futures Markets Implications for Portfolio Risk Diversification.pdf
    • 406-Do prices underreact to information.pdf
    • 409-私有信息风险被市场定价了吗？.pdf
    • 419-公司规模和账面市值比与违约风险关系的横截面分析.pdf
    • 427-Improved Stock Market Prediction by Comb ining SVM and EMD(金融学年会).pdf
    • 435-不对称信息下的资产链定价研究.pdf
    • 441-基于不完全信息视角的中国股市投资者认知研究.pdf
    • 445-信息市场、预期消费与股市收益变动--基于投资者信息选择行为的分析(胥爱欢）.pdf
    • 453-Index Investments and Financialization of Commodities.pdf
    • 459-修改稿_林建浩_中山大学_《通货膨胀与股票收益的关系研究——基于具有财务杠杆与货币效用的资产定价模型》.pdf
    • 46-股权分置改革与上市公司业绩薪酬实证研究.pdf
    • 462-Access to Equity Markets, Corporate Investments and Stock Returns International Evidence.pdf
    • 54-终极控制权法制环境与上市公司现金持有.pdf
    • 57-现金、股利与独立董事有效性.pdf
    • 58-企业生命周期视角下董事会治理结构演变及影响因素.pdf
    • 59-社会目标、雇员规模与民营化定价.pdf
    • 68-经理人变更具有治理效应吗.pdf
    • 69-中国上市公司代理成本的估算.pdf
    • 75-Will Currency Appreciation Crowd Out Domestic Consumption：Evi dence from China, Japan and Korea.pdf
  • 20.06 MB
  • 2010-12-2

  • 20090729.rar

    本附件包括：
    • [REPORT] Price Discovery in a Market Under Stress the U.S. Treasury Market in Fall 1998.pdf
    • [ADVERTISEMENT] Solution Liquidity Risk.pdf
    • [ADVERTISEMENT] Spotlight on Liquidity risk management.pdf
    • [BOOK] Chapter3_4 Liquidity Risk.pdf
    • [BOOK] Gaining a Competitive Advantage Through Advanced Liquidity Risk Management.pdf
    • [BOOK] Liquidity Risk.pdf
    • [BOOK] Liquidity Risk Managing Asset and Funding Risk.pdf
    • [BOOK] Principles for Sound Liquidity Risk Management and Supervision.pdf
    • [PAPER] A Consultative Paper on Liquidity Risk.pdf
    • [PAPER] Annex market breakdown due to asymmetric information the model of Flannery (1996).pdf
    • [PAPER] Banking System Stability a Cross-Atlantic Perspective.pdf
    • [PAPER] Banks' Advantage in Hedging Liquidity Risk Theory and Evidence from the Commercial Paper Market.pdf
    • [PAPER] Banks as Liquidity Providers an Explanation for the Co-existence of Lending and Deposit-taking.pdf
    • [PAPER] Contagion and Trade Why Are Currency Crises Regional.pdf
    • [PAPER] Debt Relief What Do the Markets Think.pdf
    • [PAPER] DECISION on minimum standards for liquidity risk management in banks.pdf
    • [PAPER] Estimation of liquidity risk in banking.pdf
    • [PAPER] Financial Crisis and New Dimensions of Liquidity Risk Rethinking Prudential Regulation and Supervision.pdf
    • [PAPER] Foreign Exchange and Liquidity Risk Softdata, Bank and Financial Consulting.pdf
    • [PAPER] Foreshadowing LTCM The Crisis of 1763.pdf
    • [PAPER] Funding Liquidity Risk in a Quantitative Model of Systemic Stability.pdf
    • [PAPER] How Do Banks Manage Liquidity Risk Evidence From the Equity and Deposit Market in the Fall of 1998.pdf
    • [PAPER] How Might Financial Market Information Be Used for Supervisory Purposes.pdf
    • [PAPER] How to Measure and Manage Liquidity Risk, Interest Rate Risk and Foreigh Exhange Risk Using Gap Analysis.pdf
    • [PAPER] Instruction on Bank Liquidity.pdf
    • [PAPER] Liquidity and Transparency in Bank Risk Management.pdf
    • [PAPER] Liquidity risk and financial instability-an alternative approach to calculate the probability of bank exit.pdf
    • [PAPER] Liquidity Risk and Limited ArbitrageAre Banks Helping Hedge Funds Get Rich.PDF
    • [PAPER] Liquidity Risk and Limited ArbitrageWhy Banks Lend to Opaque Hedge Funds.pdf
    • [PAPER] Liquidity Risk Financial Disclosure the Case of Large European Financial Groups.pdf
    • [PAPER] Liquidity Risk Financial DisclosureThe Case Of Large European Financial Groups.pdf
    • [PAPER] Liquidity Risk in Securities Settlement.pdf
    • [PAPER] Liquidity Risk Management.pdf
    • [PAPER] Liquidity Risk Management Guideline.pdf
    • [PAPER] Liquidity Risk Management Requirements For Banks Liquidity Risk Management.pdf
    • [PAPER] Liquidity Risk Management_2.pdf
    • [PAPER] Liquidity Risk Management—More Important Than Ever.pdf
    • [PAPER] Liquidity Risk Supervision - A Revised Minimum Liquid Asset Framework.pdf
    • [PAPER] Liquidity Risk Supervision and Challenges in Liquidity Risk Management.pdf
    • [PAPER] Liquidity risk, liquidity creation and financial fragilityA theory of banking.pdf
    • [PAPER] Liquidity, Risk Taking, and the Lender of Last Resort.pdf
    • [PAPER] Managing Bank Liquidity Risk How Depositloan Synergies Vary With Market Conditions.pdf
    • [PAPER] Market Liquidity and Banking LiquidityLinkages, Vulnerabilities and the Role of Disclosure.pdf
    • [PAPER] Models of Foreign Exchange Settlement and Informational Efficiency in Liquidity Risk Management.pdf
    • [PAPER] Money Market Derivatives and the Allocation of Liquidity Risk in the Banking Sector.pdf
    • [PAPER] Proposed Consultation paper on Liquidity Risk Management for Conventional Banks.pdf
    • [PAPER] Risk Sharing and Asset Prices.pdf
    • [PAPER] Securitization, Liquidity Risk, and Banks’ Risk Exposures.pdf
    • [PAPER] Sound Liquidity Risk Management Practices in Community Banks.pdf
    • [PAPER] Stock Market Liberalizations and the Repricing of Systematic Risk.pdf
    • [PAPER] the End of Month Rule and Liquidity Risk What the Money Market Says.pdf
    • [PAPER] The Falsification of Four Popular Hypotheses about International Financial Behavior during the Asian Crisis.pdf
    • [PAPER] The Many Faces of Risk in Banking.pdf
    • [PAPER] Unanticipated shocks and Systemic Influences The Impact of Contagion in Global Equity Markets in 1998.pdf
    • [PAPER] Worsening of the Asian Financial CrisisWho is to Blame.pdf
    • [PPT] Bank Liquidity Risk Management Practice.pdf
    • [PPT] Evnironment Chanllengees in Managing Liquidity in Islamic Banking.pdf
    • [PPT] Initiatives in the field of.pdf
    • [PPT] Liquidity Concepts and Risks.pdf
    • [PPT] Liquidity Risk.pdf
    • [PPT] Liquidity Risk & Liquidity Management.ppt
    • [PPT] Liquidity Risk and FIs’ Management.ppt
    • [PPT] Liquidity Risk Management and Sress Testing in the Banking Industry.pdf
    • [PPT] Liquidity risk managementReview of French banks’ practices.pdf
    • [PPT] Liquidity Risk What is it How to Measure it.pdf
    • [PPT] Managing Liquidity Risks.pdf
    • [PPT] Measuring and Modeling Liquidity RiskNew Ideas and Metrics.pdf
    • [PPT] Some Thoughts on Liquidity Scenarios.pdf
    • [PPT] the Lender of Last Resort and Liquidity Provision_How Much of a Departure is the Subprime Crisis.ppt
    • [REPORT] Addressing Large Exposure concerns.pdf
    • [REPORT] Bank LiquidityRunning On Empty.pdf
    • [REPORT] Classify Liquidity Risk.doc
    • [REPORT] Discussion Report about Liquidity Risk.pdf
    • [REPORT] Eastern Europe Liquidity Risk Have Risen.PDF
    • [REPORT] Flying Blind Risk Management.docx
    • [REPORT] Inherent Liquidity Risk (BUSINESS MODELS).pdf
    • [REPORT] Lecture Notes on Bank Risk.pdf
    • [REPORT] Liquidity Management – Road Works Ahead!.pdf
    • [REPORT] Liquidity Risk Analysis Canadian.pdf
    • [REPORT] Liquidity Risk Management Demystified.pdf
    • [REPORT] Liquidity Risk Management_3.pdf
    • [REPORT] Liquidity Risk Monitoring the Flows.pdf
    • [REPORT] Liquidity-Risk Management in the Business of Banking.pdf
    • [REPORT] Policy for Management of Liquidity Risk.pdf
    • [REPORT] Q&A Liquidity Risk Management.pdf
    • [REPORT] Questionnaire on Banks' Experience in Liquidity Risk Management.pdf
    • [REPORT] The Bank of Japan's Approach to Liquidity Risk Management in Financial Institutions.pdf
    • [REPORT] Thought Yield Liquidity Risk.pdf
    • INDEX.txt
  • 17.32 MB
  • 2009-7-30

  • 58155.rar
       [下载] 卖空方面文献系列8

    本附件包括：
    • Short-Selling Restriction, Price Squeeze, and Bond Futures Price Manipulation_A Theoretical and Empirical Analysis.pdf
    • Short Selling, Unwinding, and Mispricing.pdf
    • Short-sale constraints and stock returns.pdf
    • Short-sales constraints and price discovery.pdf
    • Short-sellers, fundamental analysis, and stock returns.pdf
  • 1.02 MB
  • 2006-7-16

  • 48368.rar
       [分享]2005年Journal of Empirical Finance

    本附件包括：
    • A comparison of extreme value theory approaches for determining value at risk (1).pdf
    • A comparison of extreme value theory approaches for determining value at risk (2).pdf
    • A comparison of extreme value theory approaches for determining value at risk (3).pdf
    • A comparison of extreme value theory approaches for determining value at risk .pdf
    • Equilibrium analysis of volatility clustering .pdf
    • European exchange rate volatility dynamics_ an empirical investigation .pdf
    • Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach .pdf
    • Forecasting asymmetries in aggregate stock market returns_ Evidence from conditional skewness .pdf
    • Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements .pdf
    • Foreign acquisitions by UK limited companies_ short- and long-run performance .pdf
    • Index futures and positive feedback trading_ evidence from major stock exchanges .pdf
    • Index futures arbitrage before and after the introduction of sixteenths on the NYSE .pdf
    • Internationally cross-listed stock prices during overlapping trading hours_ price discovery and exchange rate effects .pdf
    • Measuring tail thickness under GARCH and an application to extreme exchange rate changes .pdf
    • Order imbalance and liquidity supply_ Evidence from the bubble burst of Nasdaq stocks .pdf
    • Ownership concentration and executive compensation in closely held firms_ Evidence from Hong Kong .pdf
    • Price limit performance_ evidence from transactions data and the limit order book .pdf
    • Pricing American options when the underlying asset follows GARCH processes .pdf
    • Regime shifts in interest rate volatility .pdf
    • STAR and ANN models_ forecasting performance on the Spanish ______Ibex-35______ stock index .pdf
    • Testing dividend signaling models .pdf
    • Testing for contagion_ a conditional correlation analysis .pdf
    • Testing forward rate unbiasedness allowing for persistent regressors .pdf
    • The econometrics of efficient portfolios .pdf
    • The pricing discount for limited liquidity_ evidence from SWX Swiss Exchange and the Nasdaq .pdf
    • The relationship between stock returns and inflation_ new evidence from wavelet analysis .pdf
    • The relationship between stock returns and volatility in international stock markets .pdf
    • Trading volume and contract rollover in futures contracts .pdf
    • Winter blues and time variation in the price of risk .pdf
    • Yet another look at mutual fund tournaments .pdf
  • 8.08 MB
  • 2006-4-14
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