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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8551–8600; page 172 of 188.
The Physics of Price Discovery: Deconvolving Information, Volatility, and the Critical Breakdown of Signal during Retail Herding
Sungwoo Kang · 2026 · advanced · quantitative trading
equity markets · market efficiency · market microstructure
The Pitfalls of Continuous Heavy-Tailed Distributions in High-Frequency Data Analysis
Vladimír Holý · 2025 · advanced · time series
garch · time series
The pitfalls of pledgeable cash flows : soft budget constraints, zombie lending and under-investment
Bernhardt, Dan, Koufopoulos, Kostas, Trigilia, Giulio · 2021 · advanced · risk management
corporate finance
The Policy Implications of Portfolio Choice in Underserved Mortgage Markets
William Goetzmann, Matthew Spiegel · 2001 · intermediate · portfolio management
financial economics · housing markets · mortgage markets · real estate
The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries
Degryse, H.A., Lambert, T., Schwienbacher, A. · 2013 · intermediate · other
banking · financial economics
The Portfolio Rebalancing Channel of Quantitative Easing
Valentin Jouvanceau · 2016 · advanced · fixed income
bayesian statistics · causal identification · securitization
The Power of Past Stock Returns to Explain Future Stock Returns
Cliff Asness · 1995 · intermediate · statistics
asset pricing · momentum
The Predictability of International Real Estate Markets, Exchange Rate Risks and Diversification Consequences
Crocker Liu, Jianping Mei · 1996 · intermediate · portfolio management
foreign exchange · real estate
The Preferential Treatment of Green Bonds
Francesco Giovanardi, Matthias Kaldorf, Lucas Radke · 2021 · advanced · risk management
banking · economic policy
The price and volatility effects of stock option introductions : A Reexamination
Kabir, M.R. · 2000 · intermediate · options
derivatives
The Price Impact of Generalized Order Flow Imbalance
Yuhan Su, Zeyu Sun, Jiarong Li · 2021 · intermediate · quantitative trading
market microstructure · regression
The price impact of order book events: market orders, limit orders and cancellations
Zoltan Eisler, Jean-Philippe Bouchaud, Julien Kockelkoren · 2011 · intermediate · quantitative trading
market microstructure
The Price of Democracy: Sovereign Risk Ratings, Bond Spreads and Political Business Cycles in Developing Countries
Steven A. Block, Paul M. Vaaler · 2001 · intermediate · fixed income
credit markets · credit risk
The Price of Liquidity: Implied Volatility of Automated Market Maker Fees
Maxim Bichuch, Zachary Feinstein · 2025 · advanced · derivatives
decentralized finance · derivatives · liquidity · market making
The Price of Permission: Classification Uncertainty in Constrained Capital Markets
Abdulrahman Qadi, Akash Sharma, Francesca Medda · 2026 · advanced · statistics
asset pricing · equity markets · financial economics
The Pricing And Hedging Of Constant Function Market Makers
Richard Dewey, Craig Newbold · 2023 · advanced · quantitative trading
liquidity · market making · market microstructure
The Pricing of Foreign Currency Futures Options
Chang Mo Ahn · 1996 · advanced · options
foreign exchange · interest rates · option pricing · stochastic processes
The Pricing of Options and Corporate Liabilities
Fischer Black, Myron Scholes
asset pricing · derivatives · mathematical finance · option pricing
The Pricing of Vanilla Options with Cash Dividends as a Classic Vanilla Basket Option Problem
Jherek Healy · 2021 · advanced · options
derivatives · mathematical finance · option pricing · stochastic processes
The Privacy Subsidy in Continuous-Time Kyle: Cumulative Welfare under Noise-Perturbed Order-Flow Observation
Yuki Nakamura · 2026 · advanced · quantitative trading
brownian motion · market microstructure · stochastic processes
The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation
Yuki Nakamura · 2026 · advanced · quantitative trading
financial economics · market making · market microstructure · probability
The Privacy Subsidy in Market Microstructure
Yuki Nakamura · 2026 · advanced · quantitative trading
financial economics · market making · market microstructure
The Privacy Subsidy: Kyle's $λ$ under Noise-Perturbed Order-Flow Observation
Yuki Nakamura · 2026 · advanced · quantitative trading
cryptocurrencies · market microstructure
The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance
Ivan Arraut, Joao Alexandre Lobo Marques, Sergio Gomes · 2022 · advanced · stochastic calculus
martingales · mathematical finance · probability
The Promise and Peril of Generative AI: Evidence from GPT as Sell-Side Analysts
Edward Li, Min Shen, Zhiyuan Tu · 2024 · intermediate · machine learning
large language models · natural language processing
The puzzle of Carbon Allowance spread
Michele Azzone, Roberto Baviera, Pietro Manzoni · 2024 · advanced · risk management
econometrics · statistical inference
The Quadratic Local Variance Gamma Model: an arbitrage-free interpolation of class C3 for option prices
Fabien Le Floc'h · 2023 · advanced · options
derivatives · option pricing
The Quantity Approach of Financial Integration: The Feldstein-Horioka Criterion Revisited
Lemmen, J.J.G., Eijffinger, S. · 1993 · advanced · statistics
financial economics
The quantity approach to financial integration : The Feldstein-Horioka criterion revisited
Lemmen, J.J.G., Eijffinger, S.C.W. · 1993 · intermediate · statistics
financial economics
The quanto theory of exchange rates
Kremens, Lukas, Martin, Ian · 2019 · advanced · time series
asset pricing · derivatives · foreign exchange · regression
The Quarter-Hour Effect: Periodic Algorithmic Trading and Return Predictability in Cryptocurrency Futures
Chan Kim, Peter Reinhard Hansen · 2026 · advanced · quantitative trading
algorithmic trading · cryptocurrencies · high frequency trading · market microstructure · time series
The quest to stabilize an unstable system by financial engineering. Reply to Sam Langfield
De Grauwe, Paul, Ji, Yuemei · 2021 · intermediate · risk management
financial stability
The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles
Eduardo Abi Jaber, Camille Illand, Shaun Xiaoyuan Li · 2023 · advanced · options
model calibration · monte carlo simulation · option pricing · stochastic processes
The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance
Jiajian Zheng, Duan Xin, Qishuo Cheng · 2024 · beginner · machine learning
machine learning
The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures
Ohood Aldalbahi, Miryana Grigorova · 2025 · advanced · risk management
measure theory
The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús, Taamouti, Abderrahim · 2012 · intermediate · statistics
econometrics · equity markets
The Reaction of Stock Market Returns to Unemployment
Gonzalo, Jesús, Taamouti, Abderrahim · 2017 · intermediate · statistics
econometrics · equity markets
The reactive volatility model
Sébastien Valeyre, Denis S Grebenkov, Sofiane Aboura · 2013 · advanced · time series
time series
The Real Effects of Banking the Poor: Evidence from Brazil
Julia Fonseca, Adrien Matray · 2022 · intermediate · statistics
banking · causal inference · financial economics
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Kim Christensen, Martin Thyrsgaard, Bezirgen Veliyev · 2018 · advanced · statistics
statistical inference · statistics · stochastic processes
The Reconfiguration Premium: Co-movement Structure as an Unspanned Dimension of the Variance Risk Premium
Lucas Carvalho · 2026 · advanced · options
asset pricing · derivatives · linear algebra
The Red Queen's Trap: Limits of Deep Evolution in High-Frequency Trading
Yijia Chen · 2025 · advanced · quantitative trading
algorithmic trading · deep learning · high frequency trading · machine learning · market microstructure · reinforcement learning
The relationship between trade credit, bank credit and financial structure: from firm-level non-linearities to financial development heterogeneity. A study on MENA firm-level data
Jézabel Couppey-Soubeyran, Jéröme Héricourt · 2011 · intermediate · risk management
banking · corporate finance · credit markets
The Relative Entropy of Expectation and Price
Paul McCloud · 2025 · advanced · derivatives
derivatives · mathematical finance · risk management
The restructuring of financial supervision in the EU
Beetsma, R.M.W.J., Eijffinger, S.C.W. · 2009 · intermediate · risk management
risk management
The Return Expectations of Institutional Investors
Andonov, Aleksandar, Rauh, Joshua D. · 2018 · intermediate · portfolio management
pensions
The Right Wing of the SABR Smile with an Absorbing Boundary: Resolution of Conjectures of Henry-Labordère
Zeyu Cao, Shaosai Huang · 2026 · advanced · options
mathematical finance
The Rise and Fall of the German Stock Market, 1870-1938
David Chambers, Carsten Burhop, Brian Cheffins · 2016 · intermediate · other
equity markets
The rise of private equity continuation funds
Kastiel, Kobi, Nili, Yaron · 2024 · intermediate · other
other
The rise of shadow banking: evidence from capital regulation
Rustom M. Irani, Rajkamal Iyer, Ralf R. Meisenzahl · 2020 · advanced · risk management
banking · causal identification · credit markets