目錄

Attention: How high-frequency trading improves price efficiency following earnings announcements
注意:高頻交易效率提高價格後盈利公告
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs
經銷商庫存、定價和場外衍生品市場的流動性:證據從信用違約互換指數
Who is buying and (not) lending when shorts are selling?
是誰買,(不)貸款當短褲賣嗎?
Hedge fund hold ’em
對沖基金持有
R&D information quality and stock returns
研發信息質量和股票回報
Intraday time series momentum: Global evidence and links to market characteristics
盤中時間序列勢頭:全球證據和市場特點的鍊接
Financial integration in the EU28 equity markets: Measures and drivers
金融一體化EU28股市:措施和司機
The equilibrium prices of auction IPO securities: Empirical evidence
拍賣上市證券的均衡價格:實證證據
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
可以中性偏斜度和峰度包含的信息内容的曆史跳躍?

原文鍊接：https://www.sciencedirect.com/journal/journal-of-financial-markets/vol/57/suppl/C

翻譯：有道翻譯
整理者：李沛然