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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8401–8450; page 169 of 188.

  1. The Impact of Interest: Firms’ Investment Sensitivity to Interest Rates

    Lea Best, Benjamin Born, Manuel Menkhof · 2026 · intermediate · other

    econometrics · interest rates

  2. The impact of investor protection law on corporate policy and performance: evidence from the blue sky laws

    Agrawal, Ashwini K. · 2013 · advanced · other

    causal identification · causal inference · corporate finance

  3. The Impact of Jumps and Leverage in Forecasting Co-Volatility

    Asai, M., McAleer, M.J. · 2015 · advanced · time series

    jump processes · volatility forecasting

  4. The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures

    Asai, M., Gupta, R., McAleer, M.J. · 2019 · advanced · time series

    commodities · econometrics · jump processes · statistics · volatility forecasting

  5. The Impact of Jumps in Volatility and Returns

    Eraker, Bjorn, Johannes, Michael, Polson, Nicholas · 2002 · advanced · time series

    jump processes · statistical inference · stochastic processes

  6. The impact of mandatory governance changes on financial risk management

    Hege, Ulrich, Hutson, Elaine, Laing, Elaine · 2018 · advanced · risk management

    causal inference · corporate governance · panel data · risk management

  7. The Impact of Market Sentiment and Macroeconomic Fundamentals on Government Bond (Mis)-pricing

    Pietro Munari · 2024 · advanced · fixed income

    regression

  8. The Impact of Mergers on the Degree of Competition in the Banking Industry

    Cerasi, Vittoria, Chizzolini, Barbara, Ivaldi, Marc · 2012 · advanced · statistics

    banking · econometrics · mergers and acquisitions

  9. The Impact of Monetary Policy on Corporate Bonds under Regime Shifts

    Massimo Guidolin, Alexei G. Orlov, Manuela Pedio · 2015 · advanced · fixed income

    econometrics · fixed income · time series

  10. The impact of monetary policy signals on the intradaily Euro-dollar volatility

    Darmoul Mokhtar · 2006 · advanced · time series

    econometrics · foreign exchange · garch · time series

  11. The impact of order size on stock liquidity: a representative study

    Stange, Sebastian, Kaserer, Christoph · 2008 · intermediate · quantitative trading

    liquidity · market microstructure

  12. The Impact of Regulation on Mortgage Risk: Evidence from India

    John Y. Campbell, Tarun Ramadorai, Benjamin Ranish · 2015 · advanced · risk management

    causal identification · credit risk · mortgage markets

  13. The Impact of Regulation Regime Changes on ChiNext IPOs: Effects of 2013 and 2020 Reforms on Pricing and Overreaction

    Qi Deng, Lunge Dai, Zixin Yang · 2022 · intermediate · statistics

    statistics

  14. The Impact of Sequential versus Parallel Clearing Mechanisms in Agent-Based Simulations of Artificial Limit Order Book Exchanges

    Matej Steinbacher, Mitja Steinbacher, Matjaz Steinbacher · 2025 · advanced · quantitative trading

    market microstructure · programming

  15. The impact of short-selling constraints on financial market stability in a heterogeneous agents model

    Anufriev, M., Tuinstra, J. · 2013 · advanced · risk management

    asset pricing · financial economics · financial stability

  16. The Impact of Sovereign Shocks

    Two Sigma · 2017 · advanced · risk management

    banking · contagion · econometrics · systemic risk

  17. The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees

    Kling, Alexander, Richter, Andreas, Ruß, Jochen · 2006 · intermediate · risk management

    insurance · interest rates

  18. The Impact of Technical Analysis on Asset Price Dynamics

    J.-H. Steffi Yang, Satchell, S.E. · 2002 · intermediate · quantitative trading

    quantitative trading

  19. The impact of the AI revolution on asset management

    Michael Kopp · 2023 · intermediate · machine learning

    deep learning · machine learning

  20. The impact of the diffusion of a financial innovation on company performance: an analysis of SWIFT adoption

    Scott, Susan V., Zachariadis, Markos · 2010 · intermediate · quantitative trading

    banking · panel data

  21. The impact of the French securities transaction tax on market liquidity and volatility

    Gunther Capelle-Blancard, Olena Havrylchyk · 2016 · advanced · quantitative trading

    causal identification · econometrics · liquidity

  22. The Impact of Trump-Era Tariffs on Financial Market Efficiency

    Tetsuya Takaishi · 2026 · intermediate · time series

    market efficiency · time series

  23. The impact of yuan internationalization on the euro-dollar exchange rate

    Agnès Bénassy-Quéré, Yeganeh Forouheshfar · 2013 · advanced · time series

    financial economics · foreign exchange

  24. The Impacts of Registration Regime Implementation on IPO Pricing Efficiency

    Qi Deng, Linhong Zheng, Jiaqi Peng · 2023 · intermediate · statistics

    statistics

  25. The Implied Views of Bond Traders on the Spot Equity Market

    Yifan He, Yuan Hu, Svetlozar Rachev · 2023 · advanced · fixed income

    equity markets · fixed income · interest rates · term structure models

  26. The implied volatility of forward starting options: ATM short-time level, skew and curvature

    Elisa Alòs, Antoine Jacquier, Jorge A. León · 2017 · advanced · options

    calculus · option pricing

  27. The importance of size in private equity: Evidence from a survey of limited partners

    Marco Da Rin, Ludovic Phalippou · 2016 · intermediate · portfolio management

    portfolio management

  28. The Importance of Trust for Investment: Evidence from Venture Capital

    Laura Bottazzi, Marco Da Rin, Thomas Hellmann · 2007 · intermediate · other

    financial economics

  29. The Impressive Markets Hypothesis: Prices (Still) Forecast Fundamentals

    William Ezratty, Gerald T. Garvey, Timothy McDade · 2026 · intermediate · statistics

    asset pricing · equity markets · financial economics · market efficiency

  30. The incremental information in the yield curve about future interest rate risk

    Bent Jesper Christensen, Mads Markvart Kjær, Bezirgen Veliyev · 2021 · advanced · fixed income

    fixed income · interest rates · volatility forecasting

  31. The indifference value of the weak information

    Fabrice Baudoin, Oleksii Mostovyi · 2024 · advanced · stochastic calculus

    mathematical finance · optimization

  32. The indirect effect of the Russian-Ukrainian war through international linkages: early evidence from the stock market

    Marcus Biermann, Elsa Leromain · 2023 · intermediate · statistics

    asset pricing · equity markets

  33. The Inefficient Use of Macroeconomic Information in Analysts' Earnings Forecasts in Emerging Markets

    de Zwart, G.J., van Dijk, D.J.C. · 2008 · intermediate · statistics

    statistics

  34. The inelastic market hypothesis: a microstructural interpretation

    Jean‐Philippe Bouchaud · 2022 · advanced · quantitative trading

    financial economics · liquidity · market microstructure

  35. The Inference-Compute Frontier and a Latency-Efficient Architecture for Limit Order Book Prediction

    C. Evans Hedges · 2026 · intermediate · machine learning

    financial machine learning · machine learning · market microstructure · neural networks

  36. The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis

    Aman Saggu, Lennart Ante · 2023 · advanced · statistics

    causal inference · cryptocurrencies · statistical inference

  37. The influence of negative interest rates on life insurance companies

    Grochola, Nicolaus · 2023 · intermediate · fixed income

    insurance · interest rates · regression · term structure models

  38. The Influence of Technology and Demand Conditions on Future Prices and Hedging

    Weller, Paul, Yano, Makoto · 1987 · advanced · derivatives

    derivatives · financial economics

  39. The Influence Of Technology And Demand Conditions On Futures Prices And Hedging

    Weller, Paul, Yano, Makoto · advanced · derivatives

    derivatives · financial economics

  40. The Information Dynamics of Insider Intent: How Reporting Inversions (Form 144) Mask Informational Rents in Insider Sales (Form 4)

    Krishna Neupane · 2026 · advanced · statistics

    causal inference · equity markets · machine learning · statistical inference

  41. The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market

    Säfvenblad, Patrik · 1998 · advanced · fixed income

    financial economics · fixed income

  42. The Informational Content of Bank Risk Weights and the Role of Internal Ratings

    Brunella Bruno, Francesco Corielli, Immacolata Marino, Giacomo Nocera · 2026 · advanced · risk management

    banking · option pricing

  43. The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector

    Tatsuru Kikuchi · 2026 · advanced · risk management

    banking · causal inference · contagion · econometrics · systemic risk

  44. The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel

    Jonathan Benchimol, Inon Gamrasni, Michael Kahn · 2025 · advanced · risk management

    banking · credit markets · financial stability · panel data

  45. The interdependence of bank capital and liquidity

    Elena Carletti, Itay Goldstein, Agnese Leonello · 2019 · advanced · risk management

    banking · liquidity risk

  46. The interest rate conditioning assumption

    Goodhart, Charles · 2015 · intermediate · time series

    interest rates

  47. The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum

    Chadha, J. S., Turner, P., Zampolli, F. · 2025 · intermediate · fixed income

    fixed income · interest rates

  48. The internal connection analysis of information sharing and investment performance in the venture capital network community

    Feng, Bing, Sun, Kaiyang, Zhong, Ziqi · 2021 · intermediate · portfolio management

    portfolio management

  49. The Interplay between Utility and Risk in Portfolio Selection

    Leonardo Baggiani, Martin Herdegen, Nazem Khan · 2025 · advanced · portfolio management

    optimization

  50. The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter

    Aman Saggu · 2025 · intermediate · statistics

    asset pricing · cryptocurrencies