金融|经济学术速递[2022.8.3]

历史文章列表
网站https://www.arxivdaily.com/
注：含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。

q-fin金融，共计9篇
econ经济，共计8篇

1.q-fin金融:
【1】 The Impact of Retail Investors Sentiment on Conditional Volatility of  Stocks and Bonds
标题：散户投资者情绪对股票和债券条件波动的影响
链接：https://arxiv.org/abs/2208.01538
作者：Elroi Hadad,Haim Kedar-Levy
机构：Shamoon College of Engineering (SCE), Ben-Gurion University of the Negev, JEL: G,; G,; D,; D,.
备注：32 Pages, 4 Tables

【2】 Risk in Network Economies
标题：网络经济中的风险
链接：https://arxiv.org/abs/2208.01467
作者：Victor Sellemi

【3】 Multifractal cross-correlations of bitcoin and ether trading  characteristics in the post-COVID-19 time
标题：后COVID-19时期比特币和以太币交易特征的多重分形交叉相关性
链接：https://arxiv.org/abs/2208.01445
作者：Marcin Wtorek,Jarosaw Kwapień,Stanisaw Drod
机构： Cracow University of Technology,  Institute of Nuclear Physics
备注：None

【4】 Review of Energy Transition Policies in Singapore, London, and  California
标题：新加坡、伦敦和加州能源转型政策述评
链接：https://arxiv.org/abs/2208.01433
作者：Chunmeng Yang,Siqi Bu,Yi Fan,Wayne Xinwei Wan,Ruoheng Wang,Aoife Foley

【5】 On the implied volatility of Asian options under stochastic volatility  models
标题：随机波动率模型下亚式期权的隐含波动率
链接：https://arxiv.org/abs/2208.01353
作者：Elisa Alòs,Eulalia Nualart,Makar Pravosud

【6】 Pricing commodity index options
标题：商品指数期权定价
链接：https://arxiv.org/abs/2208.01289
作者：Alberto Manzano,Emanuele Nastasi,Andrea Pallavicini,Carlos Vázquez
备注：22 pages, 3 Figures

【7】 Estimating the Time-Varying Structures of the Fama-French Multi-Factor  Models
标题： Fama-French多因子模型的时变结构估计
链接：https://arxiv.org/abs/2208.01270
作者：Akihiko Noda
机构：a School of Commerce, Meiji University,-, Kanda-Surugadai, Chiyoda-ku, Tokyo ,-, Japan, b Keio Economic Observatory, Keio University,-,-, Mita, Minato-ku, Tokyo ,-, Japan
备注：60 pages, 9 figures, 1 table

【8】 Simple models predict behavior at least as well as behavioral scientists
标题：简单的模型预测行为至少和行为科学家一样好
链接：https://arxiv.org/abs/2208.01167
作者：Dillon Bowen
备注：21 pages, 4 figures, 2 tables

【9】 Quantum Quantitative Trading: High-Frequency Statistical Arbitrage  Algorithm
标题：量子量化交易：高频统计套利算法
链接：https://arxiv.org/abs/2104.14214
作者：Xi-Ning Zhuang,Zhao-Yun Chen,Yu-Chun Wu,Guo-Ping Guo
机构：Key Laboratory of Quantum Information, CAS, Origin Quantum Computing, Hefei, China

2.econ经济:
【1】 The character of non-manipulable collective choices between two  alternatives
标题：两种选择之间的不可操纵集体选择的特征
链接：https://arxiv.org/abs/2208.01594
作者：Achille Basile,K. P. S. Bhaskara Rao,Surekha Rao
备注：JEL Code: D71

【2】 The Impact of Retail Investors Sentiment on Conditional Volatility of  Stocks and Bonds
标题：散户投资者情绪对股票和债券条件波动的影响
链接：https://arxiv.org/abs/2208.01538
作者：Elroi Hadad,Haim Kedar-Levy
机构：Shamoon College of Engineering (SCE), Ben-Gurion University of the Negev, JEL: G,; G,; D,; D,.
备注：32 Pages, 4 Tables

【3】 Risk in Network Economies
标题：网络经济中的风险
链接：https://arxiv.org/abs/2208.01467
作者：Victor Sellemi

【4】 Review of Energy Transition Policies in Singapore, London, and  California
标题：新加坡、伦敦和加州能源转型政策述评
链接：https://arxiv.org/abs/2208.01433
作者：Chunmeng Yang,Siqi Bu,Yi Fan,Wayne Xinwei Wan,Ruoheng Wang,Aoife Foley

【5】 Doubly Robust Estimation of Local Average Treatment Effects Using  Inverse Probability Weighted Regression Adjustment
标题：局部平均处理效应的反概率加权回归调整双抗差估计
链接：https://arxiv.org/abs/2208.01300
作者：Tymon Soczyński,S. Derya Uysal,Jeffrey M. Wooldridge
机构：Ludwig Maximilian University of Munich, Michigan State University

【6】 Simple models predict behavior at least as well as behavioral scientists
标题：简单的模型预测行为至少和行为科学家一样好
链接：https://arxiv.org/abs/2208.01167
作者：Dillon Bowen
备注：21 pages, 4 figures, 2 tables

【7】 Multifractal cross-correlations of bitcoin and ether trading  characteristics in the post-COVID-19 time
标题：后COVID-19时期比特币和以太币交易特征的多重分形交叉相关性
链接：https://arxiv.org/abs/2208.01445
作者：Marcin Wtorek,Jarosaw Kwapień,Stanisaw Drod
机构： Cracow University of Technology,  Institute of Nuclear Physics
备注：None

【8】 Estimating the Time-Varying Structures of the Fama-French Multi-Factor  Models
标题： Fama-French多因子模型的时变结构估计
链接：https://arxiv.org/abs/2208.01270
作者：Akihiko Noda
机构：a School of Commerce, Meiji University,-, Kanda-Surugadai, Chiyoda-ku, Tokyo ,-, Japan, b Keio Economic Observatory, Keio University,-,-, Mita, Minato-ku, Tokyo ,-, Japan
备注：60 pages, 9 figures, 1 table

机器翻译，仅供参考

历史文章列表
网站https://www.arxivdaily.com/
注：含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。