General Finance

Authors and titles for q-fin.GN in Mar 2024

[1]  arXiv:2403.00474 [pdf, ps, other]

Title: Volatility-based strategy on Chinese equity index ETF options

Authors: Peng Yifeng

Subjects: General Finance (q-fin.GN); Trading and Market Microstructure (q-fin.TR)

[2]  arXiv:2403.00523 [pdf, ps, other]

Title: Assessing the Efficacy of Heuristic-Based Address Clustering for Bitcoin

Authors: Hugo Schnoering, Pierre Porthaux, Michalis Vazirgiannis

Comments: 20 pages

Subjects: General Finance (q-fin.GN); Cryptography and Security (cs.CR); Social and Information Networks (cs.SI)

[3]  arXiv:2403.04104 [pdf, other]

Title: Testing Business Cycle Theories: Evidence from the Great Recession

Authors: Bo Li

Comments: 111 pages, 11 figures

Subjects: General Finance (q-fin.GN)

[4]  arXiv:2403.06035 [pdf, ps, other]

Title: Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role

Authors: Masoud Taherinia, Mehrdad Matin, Jamal Valipour, Kavian Abdolahi, Peyman Shouryabi, Mohammad Mahdi Barzegar

Subjects: General Finance (q-fin.GN)

[5]  arXiv:2403.07180 [pdf, ps, other]

Title: Study of the Impact of the Big Data Era on Accounting and Auditing

Authors: Yuxiang Sun, Jingyi Li, Mengdie Lu, Zongying Guo

Comments: 4 pages

Journal-ref: Frontiers in Business, Economics and Management Vol. 13 No. 3 (2024) PUBLISHED: 05-03-2024

Subjects: General Finance (q-fin.GN)

[6]  arXiv:2403.08811 [pdf, other]

Title: The UK Universities Superannuation Scheme valuations 2014-2023: gilt yield dependence, self-sufficiency and metrics

Authors: Jackie Grant

Comments: 53 pages, 20 figures, 10 tables and 4 appendices (conclusions updated, post-analysis note added, glossary expanded, typos fixed)

Subjects: General Finance (q-fin.GN)

[7]  arXiv:2403.15074 [pdf, ps, other]

Title: A Taxmans guide to taxation of crypto assets

Authors: Arindam Misra

Comments: 105 pages, 59 figures and 4 Tables

Subjects: General Finance (q-fin.GN); Cryptography and Security (cs.CR)

[8]  arXiv:2403.15810 [pdf, ps, other]

Title: Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup

Authors: Aman Saggu, Lennart Ante, Ender Demir

Comments: 31 pages, 5 tables, 1 figure

Journal-ref: Research in International Business and Finance, Volume 70, Part A, 102333 (2024)

Subjects: General Finance (q-fin.GN); Pricing of Securities (q-fin.PR); Trading and Market Microstructure (q-fin.TR)

[9]  arXiv:2403.18823 [pdf, other]

Title: Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets

Authors: Kapil Panda

Comments: 5 pages, 2 figures

Subjects: General Finance (q-fin.GN); Computational Engineering, Finance, and Science (cs.CE); Portfolio Management (q-fin.PM)

[10]  arXiv:2403.13429 (cross-list from q-fin.TR) [pdf, other]

Title: Detecting and Triaging Spoofing using Temporal Convolutional Networks

Authors: Kaushalya Kularatnam, Tania Stathaki

Journal-ref: AAAI 2024 Workshop on AI in Finance for Social Impact

Subjects: Trading and Market Microstructure (q-fin.TR); Computational Engineering, Finance, and Science (cs.CE); Machine Learning (cs.LG); Computational Finance (q-fin.CP); General Finance (q-fin.GN)

[11]  arXiv:2403.16525 (cross-list from q-fin.RM) [pdf, other]

Title: Measuring Name Concentrations through Deep Learning

Authors: Eva Lütkebohmert, Julian Sester

Subjects: Risk Management (q-fin.RM); General Finance (q-fin.GN)

[12]  arXiv:2403.17095 (cross-list from q-fin.TR) [pdf, ps, other]

Title: Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions

Authors: David Ardia, Clément Aymard, Tolga Cenesizoglu

Subjects: Trading and Market Microstructure (q-fin.TR); General Finance (q-fin.GN)

[13]  arXiv:2403.19502 (cross-list from q-fin.ST) [pdf, other]

Title: On the potential of quantum walks for modeling financial return distributions

Authors: Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch, Koen Schoors

Comments: 23 pages, 8 figures, 2 tables

Subjects: Statistical Finance (q-fin.ST); General Finance (q-fin.GN); Quantum Physics (quant-ph)

[14]  arXiv:2403.01361 (cross-list from cs.LG) [pdf, other]

Title: Bandit Profit-maximization for Targeted Marketing

Authors: Joon Suk Huh, Ellen Vitercik, Kirthevasan Kandasamy

Subjects: Machine Learning (cs.LG); Computer Science and Game Theory (cs.GT); General Economics (econ.GN); General Finance (q-fin.GN)

[15]  arXiv:2403.12161 (cross-list from cs.CE) [pdf, ps, other]

Title: Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond

Authors: Arijit Das, Tanmoy Nandi, Prasanta Saha, Suman Das, Saronyo Mukherjee, Sudip Kumar Naskar, Diganta Saha

Comments: 20 pages original research

Subjects: Computational Engineering, Finance, and Science (cs.CE); Computers and Society (cs.CY); General Finance (q-fin.GN)

[16]  arXiv:2403.17127 (cross-list from stat.ME) [pdf, other]

Title: High-Dimensional Mean-Variance Spanning Tests

Authors: David Ardia, Sébastien Laurent, Rosnel Sessinou

Subjects: Methodology (stat.ME); General Finance (q-fin.GN); Portfolio Management (q-fin.PM); Statistical Finance (q-fin.ST)