目录

Attention: How high-frequency trading improves price efficiency following earnings announcements
注意:高频交易效率提高价格后盈利公告
Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs
经销商库存、定价和场外衍生品市场的流动性:证据从信用违约互换指数
Who is buying and (not) lending when shorts are selling?
是谁买,(不)贷款当短裤卖吗?
Hedge fund hold ’em
对冲基金持有
R&D information quality and stock returns
研发信息质量和股票回报
Intraday time series momentum: Global evidence and links to market characteristics
盘中时间序列势头:全球证据和市场特点的链接
Financial integration in the EU28 equity markets: Measures and drivers
金融一体化EU28股市:措施和司机
The equilibrium prices of auction IPO securities: Empirical evidence
拍卖上市证券的均衡价格:实证证据
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历史跳跃?

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

翻译：有道翻译
整理者：李沛然