目录
Estimation and model-based combination of causality networks among large US banks and insurance companies
美国大型银行及保险公司因果关系网络的估计与基于模型的网络组合
Perceived information, short interest, and institutional demand
感知信息，卖空收益与机构投资者需求
Investor target prices
投资者目标价格
Range-based DCC models for covariance and value-at-risk forecasting
用于协方差和风险值预测的基于极差的DCC模型
Information uncertainty and the pricing of liquidityoverconfidence
信息不确定性与流动性定价
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
用大量的预测因子预测原油价格：LASSO可以选择强大的预测因子吗?
Balanced predictive regressions
平衡预测回归
Asset pricing with extreme liquidity risk
极端流动性风险定价
What causes the asymmetric correlation in stock returns?
什么导致了股票收益的非对称关系？
Asset pricing model uncertainty
资产定价模型的不确定性
Limits to arbitrage and CDS–bond dynamics around the financial crisis
金融危机期间套利限制与CDS-债券动态
Daily expectations of returns index
收益指数的日度预测 

原文链接：https://www.sciencedirect.com/journal/journal-of-empirical-finance/vol/54/suppl/C
翻译者：陈然