量化前沿速递：市场微观结构[20241225]

文章预览

机器翻译，仅供参考！可使用微信自带翻译功能自行翻译 更多文献获取请关注公众号：量化前沿速递 获取 文献链接/翻译/pdf 请加入知识星球“ 量化前沿速递 ” 文献汇总 [1] The Effects of Mandatory ESG Disclosure Around the World 全球强制性ESG披露的影响 来源:- [2] Short selling, margin buying and stock return in China market 中国市场的卖空、融资融券与股票回报 来源:- [3] A Longer-Term Evaluation of Information Releases by Influential Market Agents and the Semi-Strong Market Efficiency 有影响力的市场主体信息发布的长期评估和半强市场效率 来源:- [4] The Gibbons, Ross, and Shanken Test for Portfolio Efficiency: A Note Based on its Trigonometric Properties 投资组合效率的Gibbons、Ross和Shanken检验：基于其三角性质的注记 来源:- [5] WHY HOLDING UP THE ESM TREATY'S RATIFICATION IS A MISSED RISK SHARING OPPORTUNITY FOR THE BANKING UNION 为什么搁置ESM条约 ………………………………