目录
Price discovery in stock and options markets
股票和期权市场的价格发现
Trading aggressiveness and market efficiency
交易主动性与市场有效性
The network nature of over-the-counter interest rates
场外利率的网络性
Too much of a good thing? Speculative effects on commodity futures curves
过犹不及?对商品期货价格曲线的投机性影响
The memory of stock return volatility: Asset pricing implications
股票收益波动的记忆性:对资产定价的影响
Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model
估计未知的套利成本:来自于三机制阈值向量误差修正模型的证据
原文链接:https://www.sciencedirect.com/journal/journal-of-financial-markets/vol/47/suppl/C
翻译者:李沐春