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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 9301–9350; page 187 of 188.

9301. Which Households Own Municipal Bonds? Evidence from Tax Returns

      Feenberg, D.R., Poterba, J.M. · 1991 · intermediate · fixed income

      fixed income

9302. Which Institutional Investors Monitor? Evidence from Acquisition Activity

      Lily Qiu · 2006 · intermediate · other

      corporate governance · mergers and acquisitions · pensions

9303. Which Investors Matter for Global Equity Valuations and Expected Returns?

      Ralph S. J. Koijen, Robert J. Richmond, Motohiro Yogo · 2020 · advanced · statistics

      asset pricing · equity markets · financial economics

9304. Which Portfolios? The Construction Dependence of Factor Model Performance

      Useong Shin · 2026 · intermediate · statistics

      asset pricing

9305. Which Voices Move Markets? Speaker Identity and the Cross-Section of Post-Earnings Returns

      Karmanpartap Singh Sidhu, Junyi Fan, Maryam Pishgar · 2026 · advanced · machine learning

      deep learning · equity markets · financial machine learning · machine learning · natural language processing

9306. Who are the active investors? Evidence from venture capital

      Bottazzi, L., Da Rin, M., Hellmann, T. · 2008 · intermediate · other

      other

9307. Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform

      Pietro Saggese, Alessandro Belmonte, Nicola Dimitri · 2021 · advanced · quantitative trading

      cryptocurrencies · econometrics · transaction costs

9308. Who bears risk in China's non-financial enterprise debt?

      Anderson, Ronald W. · 2020 · intermediate · fixed income

      credit risk · financial economics

9309. Who do you trust while Shares are on a Roler-Coaster Ride? Balance Sheet and Patent Data as Sources of Investor Information During Volatile Market Times

      Fred Ramb, Markus Reitzig · 2005 · intermediate · statistics

      statistics

9310. Who is Willing to Let Ethics Guide His Economic Decision-Making? Evidence from Individual Investments in Ethical Funds

      Säve-Söderbergh, Jenny · 2005 · intermediate · portfolio management

      portfolio management

9311. Who Restores the Peg? A Mean-Field Game Approach to Model Stablecoin Market Dynamics

      Hardhik Mohanty, Bhaskar Krishnamachari · 2026 · advanced · quantitative trading

      market microstructure · model calibration · stress testing · systemic risk

9312. Who sets the range? Funding mechanics and 4h context in crypto markets

      Habib Badawi, Mohamed Hani, Taufikin Taufikin · 2025 · intermediate · quantitative trading

      cryptocurrencies · derivatives

9313. Who Should Buy Long-Term Bonds?

      John Y. Campbell, Luis M. Viceira · 2000 · advanced · portfolio management

      interest rates · portfolio management

9314. Who should buy structured investment products and why?

      Massimo Guidolin, Giacomo Leonetti, Manuela Pedio · 2024 · advanced · portfolio management

      asset pricing · jump processes · portfolio management · portfolio optimization

9315. Who supplies liquidity, how and when?

      Biais, Bruno, Declerck, Fany, Moinas, Sophie · 2017 · advanced · quantitative trading

      high frequency trading · liquidity · market making · market microstructure

9316. Whose Balance Sheet is this? Neural Networks for Banks' Pattern Recognition

      León, C., Moreno, José Fernando, Cely, Jorge · 2017 · intermediate · machine learning

      banking · machine learning · neural networks

9317. Why and how systematic strategies decay

      CFM · 2021 · advanced · quantitative trading

      quantitative trading

9318. Why and how to integrate liquidity risk into a VaR-framework

      Stange, Sebastian, Kaserer, Christoph · 2008 · intermediate · risk management

      liquidity risk · market microstructure · risk management

9319. Why Are Bond Investors Contrarian While Equity Investors Extrapolate?

      Antti Ilmanen · 2025 · intermediate · fixed income

      equity markets · fixed income · interest rates

9320. Why are capital flows so much more volatile in emerging than in developed countries?

      Fernando Broner, Roberto Rigobon · 2004 · advanced · time series

      contagion · econometrics

9321. Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?

      Chris Brightman, Forrest G. Henslee, Vitali mname Kalesnik · 2021 · advanced · portfolio management

      asset pricing · factor investing

9322. Why are there financial crises? Recent developments in theory

      Kondor, Péter · 2025 · intermediate · risk management

      credit markets · financial economics

9323. Why Bonds Fail Differently? Explainable Multimodal Learning for Multi-Class Default Prediction

      Yi Lu, Aifan Ling, Chaoqun Wang · 2025 · advanced · machine learning

      credit risk · deep learning · machine learning · neural networks · time series

9324. Why Do Banks in Developing Countries Hold Government Securities?

      S.M. Ali Abbas, Raphael Espinoza · 2016 · intermediate · fixed income

      banking · financial economics

9325. Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination

      Marco Navone, Fernando Zapatero · 2014 · intermediate · statistics

      causal identification · causal inference · financial economics

9326. Why do financial prices exhibit Brownian motion despite predictable order flow?

      Yuki Sato, Kiyoshi Kanazawa · 2025 · advanced · quantitative trading

      brownian motion · market microstructure · stochastic processes

9327. Why Do Firms Engage in Selective Hedging? Evidence from the Gold Mining Industry

      Adam, Tim R., Fernando, Chitru S., Salas, Jesus M. · 2015 · intermediate · risk management

      corporate finance · derivatives · risk management

9328. Why Do Firms Go Public Through Debt Instead of Equity?

      Denys Glushkov, Ajay Khorana, P. Raghavendra Rau · 2018 · intermediate · other

      corporate finance

9329. Why Do Hedge Funds Stop Reporting Their Performance?

      Alex Grecu, Burton G. Malkiel, Atanu Saha · 2006 · intermediate · statistics

      hedge funds · statistical inference

9330. Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective 1, 2

      Radu Burlacu, Patrice Fontaine, Sonia Jimenez-Garcès · 2022 · advanced · portfolio management

      mutual funds

9331. Why Do Investors Hold Socially Responsible Mutual Funds?

      Arno M. Riedl, Paul Smeets · 2017 · intermediate · portfolio management

      mutual funds

9332. Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights

      Jonathan Donier, Jean-Philippe Bouchaud · 2015 · intermediate · risk management

      liquidity risk

9333. Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks

      Ananth Madhavan, Matthew Richardson, Mark Roomans · 1997 · advanced · quantitative trading

      equity markets · market microstructure

9334. Why Do Western European Firms Issue Convertibles Instead of Straight Debt or Equity?

      Dutordoir, M.D.R.P., Van de Gucht, L. · 2006 · intermediate · other

      convertible bonds · corporate finance · financial economics

9335. Why Don't Latvian Pension Funds Diversify More Internationally?

      Laurens A. P. Swinkels, Diana Vejina, Rainers Vilans · 2005 · intermediate · portfolio management

      pensions

9336. Why Have Asset Price Properties Changed so Little in 200 Years

      Jean-Philippe Bouchaud, Damien Challet · 2017 · intermediate · quantitative trading

      financial stability · market efficiency · trend following

9337. Why Investors Value Multinationality

      Morck, R., Yeung, B. · 1991 · intermediate · other

      equity valuation

9338. Why is equity order flow so persistent?

      Bence Toth, Imon Palit, Fabrizio Lillo · 2014 · advanced · quantitative trading

      market microstructure · time series

9339. Why is order flow so persistent?

      CFM · 2011 · advanced · quantitative trading

      financial economics · time series

9340. Why is Price Discovery in Credit Default Swap Markets News-Specific?

      Marsch, I., Wagner, W.B. · 2012 · intermediate · derivatives

      credit derivatives · credit markets · equity markets

9341. Why is the estimation of metaorder impact with public market data so challenging?

      Manuel Naviglio, Giacomo Bormetti, Francesco Campigli · 2025 · advanced · quantitative trading

      transaction costs

9342. Why is the volatility of single stocks so much rougher than that of the S&P500?

      Othmane Zarhali, Cecilia Aubrun, Emmanuel Bacry · 2025 · advanced · time series

      rough volatility · stochastic processes

9343. Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction

      Junzhe Jiang, Chang Yang, Xinrun Wang · 2025 · advanced · machine learning

      financial machine learning · machine learning

9344. Why Students Trade? The Analysis of Young Investors behavior

      Jones Pontoh · 2023 · beginner · other

      other

9345. Will an optimal deposit insurance always increase financial stability?

      Drehmann, Mathias · 2002 · intermediate · risk management

      banking · contagion · financial stability · insurance · systemic risk

9346. Will Assets be Stranded or Bailed Out? Expectations of Investors in the Face of Climate Policy

      Suphi Sen, Marie-Theres von Schickfus · 2017 · intermediate · statistics

      statistics

9347. Will banks introduce negative interest rates to household deposits? A game-theoretical model

      Sebastiaan Wijsman · 2021 · intermediate · risk management

      banking · interest rates

9348. Will the secular decline in exchange rate and inflation volatility survive COVID-19?

      Ilzetzki, Ethan, Reinhart, Carmen M., Rogoff, Kenneth S. · 2020 · intermediate · time series

      economic policy · foreign exchange · interest rates

9349. Will the Smart Institutional Investor Always Drive Prices to Fundamental Value?

      Wentworth Boynton, Steven Jordan · 2006 · intermediate · quantitative trading

      asset pricing · momentum · transaction costs

9350. Win-score promotion gates in aggregator-routed RFQ markets: A two-tier stochastic control model

      Alexander Barzykin · 2026 · advanced · quantitative trading

      market making · market microstructure · optimization · stochastic processes