Academic Papers Mashup
- Predicting Intraday Price Distributions at High Frequencies [@Quantivity]Predicting Intraday Price Distributions at High Frequencies
- 2 days ago, 20 Sep 14, 12:47pm -
- Volatility-of-Volatility Risk [@Quantivity]Volatility-of-Volatility Risk
- 3 days ago, 20 Sep 14, 9:56am -
- Financial Bubble Implosion [@Quantivity]Financial Bubble Implosion
- 3 days ago, 20 Sep 14, 9:53am -
- Time Varying Price Discovery [@Quantivity]Time Varying Price Discovery
- 7 days ago, 16 Sep 14, 4:55am -
- Custom vs Standardized Risk Models [@Quantivity]Custom vs Standardized Risk Models
- 10 days ago, 12 Sep 14, 11:15pm -
- Random-Cluster Model (book) [@Quantivity]Random-Cluster Model (book)
- 15 days ago, 7 Sep 14, 12:09pm -
- Market Timing Around the World [@Quantivity]Market Timing Around the World
- 16 days ago, 7 Sep 14, 9:36am -
- Rebalancing Risk [@Quantivity]Rebalancing Risk
- 16 days ago, 7 Sep 14, 9:35am -
- What's in the News? Using News Sentiment Momentum for Tactical Asset Allocation [@Quantivity]What's in the News? Using News Sentiment Momentum for Tactical Asset Allocation
- 16 days ago, 7 Sep 14, 9:33am -
- Tactical Timing of Low Volatility Equity Strategies [@Quantivity]Tactical Timing of Low Volatility Equity Strategies
- 16 days ago, 7 Sep 14, 9:32am -
- Trading System Capability [@Quantivity]Trading System Capability
- 21 days ago, 1 Sep 14, 7:10pm -
- Multi-Scale Capability [@Quantivity]Multi-Scale Capability
- 21 days ago, 1 Sep 14, 6:17pm -
- Multi-jumps [@Quantivity]Multi-jumps
- 21 days ago, 1 Sep 14, 6:16pm -
- Does VIX Truly Measure Return Volatility? [@Quantivity]Does VIX Truly Measure Return Volatility?
- 22 days ago, 31 Aug 14, 1:21pm -
- Commonality In The Determinants Of Expected Stock Returns [@Quantivity]Commonality In The Determinants Of Expected Stock Returns
- 23 days ago, 30 Aug 14, 10:19am -
- Fluctuations and Response in Financial Markets: Subtle Nature of Random Price Changes [@Quantivity]Fluctuations and Response in Financial Markets: Subtle Nature of Random Price Changes
- 24 days ago, 30 Aug 14, 9:50am -
- Hierarchical Causality in Financial Economics [@Quantivity]Hierarchical Causality in Financial Economics
- 24 days ago, 30 Aug 14, 5:39am -
- Hedging Conditional Value at Risk with Options [@Quantivity]Hedging Conditional Value at Risk with Options
- 24 days ago, 29 Aug 14, 3:55pm -
- Research Library: Modelling the short term herding behaviour of stock markets [Money Science]Yoash Shapira, Yonatan Berman and Eshel Ben-Jacob AbstractModelling the behaviour of stock markets has been of majo...
- 9 Jun 14, 7:08am -
- Research Library: The Dishonesty of Honest People: A Theory of Self-Concept Maintenance [Money Science]Nina MazarUniversity of Toronto - Joseph L. Rotman School of ManagementOn AmirUniversity of California, San Diego (UCSD) - Rady School of Management...
- 7 Jan 14, 7:31am -
- Research Library: The Skin In The Game Heuristic for Protection Against Tail Events [Money Science]Nassim Nicholas TalebNew York University; Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)Constantine SandisOx...
- 7 Jan 14, 7:20am -
- Research Library: Thinking like a trader selectively reduces individuals' loss aversion [Money Science]Peter Sokol-Hessner, Ming Hsu, Nina G. Curley, Mauricio R. Delgado, Colin F. Camerer and Elizabeth A. PhelpsAbstractResearch on emotion regulation has...
- 6 Jan 14, 6:30am -
- Research Library: Reciprocity as the Foundation of Financial Economics [Money Science]Timothy C. JohnsonThe Maxwell Institute for Mathematical SciencesOctober 10, 2013Abstract: This paper argues...
- 11 Nov 13, 11:13am -
- Research Library: Statistical Signatures in Times of Panic: Markets as a Self-Organizing System [Money Science]Lisa BorlandAbstractWe study properties of the cross-sectional distribution of returns. A significant anti-correlation between dispersion and cross-sectional...
- 14 May 13, 5:12am -
- Research Library: Quantifying Collective Attention from Tweet Stream [Money Science]Kazutoshi Sasahara, Yoshito Hirata, Masashi Toyoda, Masaru Kitsuregawa, Kazuyuki Aihara AbstractOnline social media are increasingly facilitating our social...
- 7 May 13, 10:46am -
- Research Library: Quantifying Trading Behavior in Financial Markets Using Google Trends [Money Science]This article has been covered at the BBC here.By Tobias Preis, Helen Susan...
- 25 Apr 13, 4:18pm -
- Research Library: Existential Risk Prevention as a Global Priority [Money Science]This paper was recently covered by the BBC: How are humans going to become extinct?(2...
- 24 Apr 13, 4:55am -
- Research Library: Open Access to Data: An Ideal Professed but Not Practised [Money Science]Patrick Andreoli VersbachMax Planck Institute for Intellectual Property and Competition Law; Ludwig-Maximilians-Universität Munich - Munich Graduate School of Economics (MGSE)...
- 23 Apr 13, 8:58am -
- Research Library: A Guide to Modeling Counterparty Credit Risk [Money Science]Steven H. ZhuMorgan Stanley; Banc of America Merrill LynchMichael PykhtinBank of AmericaGARP Risk Review, July/August 2007...
- 25 Mar 13, 6:12am -
- Research Library: The New Investor [Money Science]Tom C. W. LinUniversity of Florida - Fredric G. Levin College of LawAbstractA sea change is happening in finance. Machines appear to be on t...
- 18 Mar 13, 12:48pm -
This is a mashup of academic papers from sources related to quantitative trading and finance. Unlike the quant mashup, this list is not curated.
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