smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8251–8300; page 166 of 188.

  1. The Dynamic Persistence of Economic Shocks

    Jozef Barunik, Lukas Vacha · 2023 · advanced · time series

    econometrics · regression · time series

  2. The Dynamic Relation Between Stock Returns and Key Financial Ratios

    Hoon Kim · 2001 · advanced · statistics

    statistics

  3. The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve

    Clive G. Bowsher, Roland Meeks · 2008 · advanced · time series

    time series

  4. The dynamics of expected returns: evidence from multi-scale time series modelling

    Bianchi, Daniele, Tamoni, Andrea · 2016 · advanced · time series

    asset pricing · bayesian statistics · econometrics · statistical inference · time series

  5. The Dynamics of Financial Markets - Mandelbrot's Cascades and Beyond

    L. Borland, J.-P. Bouchaud, J.-F. Muzy · 2005 · intermediate · time series

    statistics · stochastic processes · time series

  6. The dynamics of financial markets – Mandelbrot’s multifractal cascades, and beyond

    CFM · 2005 · advanced · time series

    statistics · stochastic processes · time series

  7. The dynamics of financially constrained arbitrage

    Gromb, Denis, Vayanos, Dimitri · 2015 · advanced · quantitative trading

    liquidity · liquidity risk

  8. The Dynamics of Households' Stock Market Beliefs

    Hans-Martin von Gaudecker, Axel Wogrolly · 2019 · advanced · statistics

    econometrics · panel data

  9. The Dynamics of International Equity Market Expectations

    Brennan, Michael J., Cao, H. Henry, Strong, Norman · 2003 · intermediate · time series

    equity markets

  10. The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network

    Federico Mecchia, Marcellino Gaudenzi · 2022 · intermediate · machine learning

    machine learning · neural networks

  11. The echo chamber effect resounds on financial markets: a social media alert system for meme stocks

    Ilaria Gianstefani, Luigi Longo, Massimo Riccaboni · 2022 · intermediate · quantitative trading

    regression

  12. The economic dependency of the Bitcoin security

    Pavel Ciaian, d'Artis Kancs, Miroslava Rajcaniova · 2021 · intermediate · time series

    econometrics · time series

  13. The economic effects of Brexit - evidence from the stock market

    Holger Breinlich, Elsa Leromain, Dennis Novy · 2018 · intermediate · statistics

    equity markets

  14. The Economic Value of Fundamental and Technical Information in Emerging Currency Markets

    de Zwart, G.J., Markwat, T.D., Swinkels, L.A.P. · 2007 · intermediate · quantitative trading

    foreign exchange

  15. The Economic Value of Predicting Stock Index Returns and Volatility

    Marquering, W.A., Verbeek, M.J.C.M. · 2001 · intermediate · time series

    regression · time series · volatility forecasting

  16. The Economic Value of Regulated Disclosure: Evidence from the Banking Sector

    Solomon Tadesse · 2006 · intermediate · risk management

    banking · financial stability

  17. The Economics of Automated Market Makers

    Robin Fritsch, Samuel Käser, Roger Wattenhofer · 2022 · intermediate · quantitative trading

    market making · optimization

  18. The effect of advisors' incentives on clients' investments

    Battiston, Diego, Blanes I Vidal, Jordi, Hortala-Vallve, Rafael · 2026 · intermediate · statistics

    causal identification · causal inference · econometrics

  19. The Effect of AI Investment Announcements on Adopting Companies Abnormal Returns : A Critical Analysis of the UK Market

    Kurter, Zeynep O., Bhatti, Balaaj · 2025 · intermediate · statistics

    corporate finance · equity markets

  20. The effect of asymmetric information and transaction costs on asset pricing: theory and tests

    Makram Bellalah, Sofiane Aboura · 2003 · advanced · statistics

    asset pricing · financial economics · transaction costs

  21. The Effect of Banking Regulation on Cross-Border Lending

    Christa Hainz, Jarko Fidrmuc · 2012 · advanced · risk management

    banking · causal identification · credit markets

  22. The Effect of Board Structure on Bidder-Shareholders' Wealth: Further Evidence from the UK Bidding Firms

    Charalambos Th. Constantinou, Costas Th. Constantinou · 2003 · intermediate · other

    corporate governance · mergers and acquisitions

  23. The Effect of Client Appraisal on the Efficiency of Micro Finance Bank

    Esther Yusuf Enoch, Usman Abubakar Arabo, Abubakar Mahmud Digil · 2021 · beginner · risk management

    banking · regression · statistics

  24. The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market

    Lena Körber, Oliver Linton, Michael Vogt · 2014 · advanced · quantitative trading

    equity markets · market microstructure · panel data · regression

  25. The effect of heterogeneity on financial contagion due to overlapping portfolios

    Banwo, Opeoluwa, Caccioli, Fabio, Harrald, Paul · 2017 · advanced · risk management

    contagion · financial networks · financial stability · systemic risk

  26. The Effect of High-Speed Rail Connectivity on Capital Market Earnings Forecast Error: Evidence from the Chinese Stock Market

    Shilong Han · 2025 · intermediate · statistics

    equity markets · financial economics · panel data

  27. The effect of holdings data frequency on conclusions about mutual fund behavior

    Edwin J. Elton, Martin J. Gruber, Christopher R. Blake · 2010 · intermediate · statistics

    hypothesis testing · mutual funds

  28. The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States

    Fei Ren, Miao-Miao Yi, Zhang-Hangjian Chen · 2026 · advanced · statistics

    statistics

  29. The effect of latency on optimal order execution policy

    Chutian Ma, Giacinto Paolo Saggese, Paul Smith · 2025 · advanced · quantitative trading

    brownian motion · market microstructure · optimal execution · optimization · stochastic processes

  30. The Effect of Litigation Risk on Management Earnings Forecasts

    Zhiyan Cao, Ganapathi Narayanamoorthy · 2009 · intermediate · other

    other

  31. The Effect of Monetary Policy on Exchange Rates during Currency Crises; The Role of Debt, Institutions and Financial Openness

    Eijffinger, S.C.W., Goderis, B. · 2007 · intermediate · statistics

    statistics

  32. The Effect of Nonsmooth Payoffs on the Penalty Approximation of American Options

    Sam Howison, Christoph Reisinger, J. H. Witte · 2013 · advanced · options

    option pricing

  33. The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds

    Juha Joenväärä, Robert L. Kosowski · 2020 · intermediate · statistics

    causal inference · hedge funds

  34. The Effect of Restrictive Bank Lending on Innovation: Evidence from a Financial Crisis

    Stefan Kipar · 2011 · advanced · risk management

    banking · causal identification · causal inference · credit markets

  35. The Effect of Risk-Based Capital on Life Insurers' Investment Portfolios

    Kathy Petroni, Douglas Shackelford · 1996 · intermediate · risk management

    insurance · portfolio management

  36. The Effect of Supranational Banking Supervision on the Financial Sector: Event Study Evidence from Europe

    Loipersberger, Florian · 2017 · intermediate · risk management

    banking · statistical inference

  37. The Effect of the Minimum Wage on Shareholder Wealth

    David Card, Alan B. Krueger · 1994 · intermediate · statistics

    equity markets · financial economics

  38. The effects of conventional and unconventional monetary policy on exchange rates

    Atsushi Inoue, Barbara Rossi · 2018 · advanced · statistics

    causal identification · econometrics · foreign exchange · interest rates

  39. The effects of decision flexibility in the hierarchical investment decision process

    Hallerbach, W.G.P.M., Ning, H., Spronk, J. · 2003 · intermediate · portfolio management

    portfolio management

  40. The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations

    Helena Chuliá, Dick van Dijk, Martin P.E. Martens · 2007 · intermediate · statistics

    equity markets

  41. The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper

    Ziyi Xu, Xue Cheng · 2023 · advanced · quantitative trading

    high frequency trading · liquidity · market microstructure

  42. The effects of income taxation on entrepreneurial investment: A puzzle?

    Fossen, Frank M., Rees, Ray, Rostam-Afschar, Davud · 2020 · intermediate · portfolio management

    portfolio management

  43. The effects of macroeconomic 'news' on high frequency exchange rate behaviour

    Almeida, Alvaro, Goodhart, Charles, Payne, Richard · 1997 · intermediate · statistics

    foreign exchange

  44. The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU

    António Afonso, João Tovar Jalles, Mina Kazemi · 2019 · intermediate · fixed income

    economic policy · fixed income · regression

  45. The effects of monetary policy on stock market bubbles: Some evidence

    Jordi Galí, Luca Gambetti · 2013 · advanced · time series

    econometrics · equity markets · time series

  46. The Effects of Stock Lending on Security Prices

    Steven N. Kaplan, Berk A. Sensoy · 2013 · intermediate · quantitative trading

    causal inference

  47. The Effects Of Systemic Banking Crises In The Inter-War Period

    Bruno Rocha, Solomos Solomou · 2015 · advanced · risk management

    banking · panel data

  48. The effects of systemic crises when investors can be crisis ignorant

    Kole, H.J.W.G., Koedijk, C.G., Verbeek, M.J.C.M. · 2004 · advanced · portfolio management

    portfolio management · systemic risk

  49. The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets

    Bachmair, K. · 2023 · intermediate · quantitative trading

    liquidity · market microstructure

  50. The Effects of Unconventional Monetary Policy on Stock Markets and Household Incomes in Japan

    Karl-Friedrich Israel, Tim Florian Sepp, Nils Sonnenberg · 2023 · intermediate · statistics

    econometrics · equity markets