General Finance

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

[1]  arXiv:2404.08129 [pdf, other]

Title: One Factor to Bind the Cross-Section of Returns

Authors: Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski

Subjects: General Finance (q-fin.GN); Econometrics (econ.EM)

[2]  arXiv:2404.08906 [pdf, ps, other]

Title: Voting Participation and Engagement in Blockchain-Based Fan Tokens

Authors: Lennart Ante, Aman Saggu, Benjamin Schellinger, Friedrich Wazinksi

Comments: 45 pages, 8 figures, 4 tables, 1 appendix figure, 1 appendix table

Journal-ref: Electronic Markets 34 (26) 2024

Subjects: General Finance (q-fin.GN)

[3]  arXiv:2404.11745 [pdf, other]

Title: Piercing the Veil of TVL: DeFi Reappraised

Authors: Yichen Luo, Yebo Feng, Jiahua Xu, Paolo Tasca

Subjects: General Finance (q-fin.GN)

[4]  arXiv:2404.13818 [pdf, other]

Title: Joint Liability Model with Adaptation to Climate Change

Authors: Jiayue Zhang, Ken Seng Tan, Tony S. Wirjanto, Lysa Porth

Subjects: General Finance (q-fin.GN)

[5]  arXiv:2404.16467 [pdf, other]

Title: Riding Wavelets: A Method to Discover New Classes of Price Jumps

Authors: Cecilia Aubrun, Rudy Morel, Michael Benzaquen, Jean-Philippe Bouchaud

Comments: 12 pages and 11 pages of appendices, 26 figures

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

[6]  arXiv:2404.00028 (cross-list from q-fin.ST) [pdf, other]

Title: Antinetwork among China A-shares

Authors: Peng Liu

Subjects: Statistical Finance (q-fin.ST); General Economics (econ.GN); Physics and Society (physics.soc-ph); General Finance (q-fin.GN)

[7]  arXiv:2404.00034 (cross-list from q-fin.ST) [pdf, other]

Title: Investigating Similarities Across Decentralized Financial (DeFi) Services

Authors: Junliang Luo, Stefan Kitzler, Pietro Saggese

Subjects: Statistical Finance (q-fin.ST); Machine Learning (cs.LG); General Finance (q-fin.GN)

[8]  arXiv:2404.05372 (cross-list from q-fin.RM) [pdf, other]

Title: The PEAL Method: a mathematical framework to streamline securitization structuring

Authors: Andrea Pinto, Antonio Scala

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

[9]  arXiv:2404.07222 (cross-list from q-fin.ST) [pdf, ps, other]

Title: Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets

Authors: Qi Deng, Zhong-guo Zhou

Comments: 37 pages all inclusive

Subjects: Statistical Finance (q-fin.ST); Econometrics (econ.EM); General Finance (q-fin.GN)

[10]  arXiv:2404.07298 (cross-list from q-fin.ST) [pdf, other]

Title: Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks

Authors: Dayu Yang

Comments: Data Processing Code: this https URL Modeling Code: this https URL

Subjects: Statistical Finance (q-fin.ST); Machine Learning (cs.LG); Social and Information Networks (cs.SI); General Finance (q-fin.GN)

[11]  arXiv:2404.15226 (cross-list from econ.GN) [pdf, other]

Title: Revisiting Granular Models of Firm Growth

Authors: José Moran, Angelo Secchi, Jean-Philippe Bouchaud

Subjects: General Economics (econ.GN); General Finance (q-fin.GN)

[12]  arXiv:2404.01333 (cross-list from physics.soc-ph) [pdf, ps, other]

Title: Methods of Stochastic Field Theory in Non-Equilibrium Systems -- Spontaneous Symmetry Breaking of Ergodicity

Authors: Tatsuru Kikuchi

Comments: 42 pages, including a review article

Subjects: Physics and Society (physics.soc-ph); Statistical Mechanics (cond-mat.stat-mech); General Economics (econ.GN); Statistics Theory (math.ST); General Finance (q-fin.GN); Applications (stat.AP)

[13]  arXiv:2404.02175 (cross-list from physics.soc-ph) [pdf, ps, other]

Title: Social Dynamics of Consumer Response: A Unified Framework Integrating Statistical Physics and Marketing Dynamics

Authors: Javier Marin

Subjects: Physics and Society (physics.soc-ph); Machine Learning (cs.LG); General Finance (q-fin.GN)

[14]  arXiv:2404.07221 (cross-list from cs.IR) [pdf, other]

Title: Improving Retrieval for RAG based Question Answering Models on Financial Documents

Authors: Spurthi Setty, Katherine Jijo, Eden Chung, Natan Vidra

Subjects: Information Retrieval (cs.IR); Computation and Language (cs.CL); Machine Learning (cs.LG); General Finance (q-fin.GN)

[15]  arXiv:2404.11276 (cross-list from cs.AI) [pdf, other]

Title: RD2Bench: Toward Data-Centric Automatic R&D

Authors: Haotian Chen, Xinjie Shen, Zeqi Ye, Xiao Yang, Xu Yang, Weiqing Liu, Jiang Bian

Comments: 17 pages, 5 figures,

Subjects: Artificial Intelligence (cs.AI); General Finance (q-fin.GN)

[16]  arXiv:2404.11334 (cross-list from econ.TH) [pdf, other]

Title: The dynamics of diversity on corporate boards

Authors: Matthias Raddant, Fariba Karimi

Subjects: Theoretical Economics (econ.TH); General Finance (q-fin.GN)

[17]  arXiv:2404.19109 (cross-list from cs.LG) [pdf, other]

Title: The Shape of Money Laundering: Subgraph Representation Learning on the Blockchain with the Elliptic2 Dataset

Authors: Claudio Bellei, Muhua Xu, Ross Phillips, Tom Robinson, Mark Weber, Tim Kaler, Charles E. Leiserson, Arvind, Jie Chen

Subjects: Machine Learning (cs.LG); General Finance (q-fin.GN)