Beijing, 100084
China
Tsinghua University, School of Economics and Management
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Overnight-Intraday Reversal Everywhere Overnight return, Intraday return, Short-term reversal, Liquidity provision JEL Classification: G11, G12, G15, G20
Exchange rates, dollar basis covered interest parity condition, arbitrage opportunities
exchange rates, dollar basis covered interest parity condition, arbitrage opportunities
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Carbon premium, carbon-transition risk, energy inflation, core inflation, carbon emissions
correlation risk premium, implied correlation, international equity options, realized correlation, variance risk premium
global financial flows, global volatility, institutional flows, information choice, emerging markets
Government bonds, informed trading, return predictability, asset managers
put-call parity, options return predictability
Covid crisis, gilt yields, variation margin, FX derivatives, global reserve currency, currency hedging
Belief Dispersion, Machine Learning, Cross-Section of Stock Returns, Mispricing, liquidity
