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Quant finance research papers
9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2551–2600; page 52 of 188.
Do as I do, and also as I say: monetary policy impact on Brazil’s financial markets
García-Herrero, Alicia, Girardin, Eric, dos Santos, Enestor · 2017 · intermediate · fixed income
interest rates
Do asset regulations impede portfolio diversification? evidence from European life insurance funds
Bijapur, Mohan, Croci, Manuela, Zaidi, Rida · 2012 · intermediate · portfolio management
econometrics · insurance · panel data
Do backrun auctions protect traders?
Andrew W. Macpherson · 2024 · advanced · quantitative trading
market microstructure
Do bank liquidity shocks hamper firms’ innovation?
Spatareanu, Mariana, Manole, Vlad, Kabiri, Ali · 2019 · advanced · risk management
banking · financial economics
Do Better Volatility Forecasts Lead to Better Portfolios? Evidence from Graph Neural Networks
Rylan Wade · 2026 · advanced · time series
deep learning · financial machine learning · machine learning · neural networks · time series · volatility forecasting
Do Bond Holders Lose From Junk Bond Covenant Changes?
Kahan, Marcel, Tuckman, Bruce · 1992 · advanced · fixed income
fixed income
Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan
Rasmus Fatum, Michael Hutchison, Thomas Wu · 2009 · intermediate · statistics
foreign exchange
Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets
Pouget, Sébastien, Kim, Daniel · 2025 · intermediate · fixed income
corporate finance · credit markets · fixed income
Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?
Ashby, M., Linton, O. B. · 2022 · advanced · statistics
asset pricing · econometrics · hypothesis testing · statistical inference · time series
Do corporate governance motives drive hedge funds and private equity activities?
Achleitner, Ann-Kristin, Betzer, André, Gider, Jasmin · 2008 · intermediate · other
corporate governance · hedge funds
Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services
Paul M. Guest, Marco Nerino · 2019 · intermediate · statistics
corporate governance · equity markets
Do Cryptocurrency Markets Differentiate Infrastructure from Regulatory Shocks? A Multi-Moment Event Study with Dependence-Robust Inference
Murad Farzulla · 2026 · advanced · time series
cryptocurrencies · econometrics · garch · statistical inference
Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States
Karoline Bax · 2022 · intermediate · portfolio management
portfolio management
Do errors in forecasting inflation lead to errors in forecasting interest rates?
Goodhart, Charles, Bin Lim, Wen · 2008 · intermediate · time series
interest rates
Do ESG funds make stakeholder-friendly investments?
Raghunandan, Aneesh, Rajgopal, Shiva · 2022 · intermediate · portfolio management
esg · mutual funds
Do Exchange Rates Move in Line With Uncovered Interest Parity?
Huisman, R., Mahieu, R.J., Mulder, A. · 2007 · intermediate · statistics
foreign exchange · interest rates
Do financial advisors have different beliefs than lay people?
Rumpf, Matthias, Haliassos, Michael, Kosyakova, Tetyana · 2024 · intermediate · portfolio management
portfolio management
Do Financial Conglomerates Create or Destroy Economic Value?
Ingo Walter, Markus M. Schmid · 2006 · intermediate · other
financial economics
Do financial markets react to regulatory sanctions? Evidence from France
Thierry Kirat, Amir Rezaee · 2015 · intermediate · statistics
equity markets
Do Financial Markets Reward Buying or Selling Insurance and Lottery Tickets?
Antti Ilmanen · 2012 · intermediate · statistics
asset pricing · insurance
Do Financial Markets Reward Government Spending Efficiency?
António Afonso, João Tovar Jalles, Ana Venâncio · 2021 · intermediate · fixed income
panel data · statistical inference · statistics
Do financial professionals behave according to prospect theory? An experimental study
Mohammed Abdellaoui, Han Bleichrodt, Hilda Kammoun · 2013 · intermediate · other
behavioral finance
Do Firms Hedge Human Capital?
Christina Brinkmann · 2024 · advanced · risk management
corporate finance · foreign exchange · risk management
Do fundamentals shape the price response? A critical assessment of linear impact models
Michele Vodret, Iacopo Mastromatteo, Bence Tóth · 2022 · advanced · quantitative trading
market microstructure
Do Hedge Funds Manipulate Stock Prices?
Ben-David, Itzhak, Franzoni, Francesco, Landier, Augustin · 2011 · advanced · quantitative trading
equity markets · hedge funds
Do High Interest Rates Defend Currencies During Speculative Attacks? New evidence
Benedikt Goderis, Vasso P. Ioannidou · 2006 · intermediate · statistics
foreign exchange
Do Households Benefit from Financial Deregulation and Innovation? The Case of the Mortgage Market
Kristopher Gerardi, Harvey S. Rosen, Paul Willen · 2007 · intermediate · statistics
financial economics · housing markets · mortgage markets · panel data
Do Individual Investors Learn from Their Trading Experience?
Gina Nicolosi, Liang Peng, Ning Zhu · 2009 · intermediate · statistics
panel data · regression
Do Investment Banks' Relationships with Investors Impact Pricing? The Case of Convertible Bond Issues
Heather Tookes, Brian Henderson · 2010 · intermediate · fixed income
convertible bonds · liquidity
Do Investors Care About Corporate Externalities? Experimental Evidence
Bonnefon, Jean-Francois, Landier, Augustin, Sastry, Parinitha · 2019 · intermediate · other
other
Do investors respond to tax reform? Evidence from a natural experiment in Germany
Sauter, Nicolas, Winter, Joachim · 2010 · intermediate · statistics
causal identification · financial economics
Do investors trade too much? A laboratory experiment
Joao da Gama Batista, Domenico Massaro, Jean-Philippe Bouchaud · 2015 · intermediate · quantitative trading
quantitative trading
Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows
Samuel M. Hartzmark, Abigail B. Sussman · 2019 · intermediate · statistics
causal inference · mutual funds · sustainable investing
Do Liquidation Values Affect Financial Contracts? Evidence From Commercial Loan Contracts and Zoning Regulations
Benmelech, Efraim, Garmaise, Mark J., Moskowitz, Tobias J. · 2005 · advanced · risk management
credit markets · regression
Do Macroeconomic Announcements Cause Asymetric Volatility?
de Goeij, P., Marquering, W.A. · 2002 · intermediate · time series
fixed income · time series
Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India
Pankaj K Agarwal, H K Pradhan, Konark Saxena · 2025 · intermediate · portfolio management
liquidity · liquidity risk · mutual funds · portfolio management
Do new investment strategies take existing strategies' returns -- An investigation into agent-based models
Takanobu Mizuta · 2022 · intermediate · quantitative trading
quantitative trading
Do News and Social Media Tell the Same Story? Constructing and Comparing Sentiment Spillover Networks
Fan Wu, Anqi Liu, Jing Chen · 2026 · advanced · statistics
statistics
Do Pension Fund Equity Investments Raise Firm Productivity? Evidence From Danish Data
Beetsma, Roel, Jensen, Svend E. Hougaard, Pinkus, David · 2024 · intermediate · other
pensions
Do Prediction Markets Forecast Cryptocurrency Volatility? Evidence from Kalshi Macro Contracts
Hardhik Mohanty, Bhaskar Krishnamachari · 2026 · advanced · time series
cryptocurrencies · econometrics · hypothesis testing · time series · volatility forecasting
Do Prediction Markets Match Option Prices? Bitcoin Threshold Evidence from Binance and Polymarket
Victoria Portnaya · 2026 · intermediate · options
cryptocurrencies · hypothesis testing · option pricing · statistical inference
Do price trajectory data increase the efficiency of market impact estimation?
Fengpei Li, Vitalii Ihnatiuk, Ryan Kinnear · 2022 · advanced · quantitative trading
market microstructure · statistical inference
Do Private Equity Investors Create Value? Evidence from the Hotel Industry
Spaenjers, Christophe, Steiner, Eva · 2020 · intermediate · other
real estate
Do professional norms in the banking industry favor risk-taking?
Alain Cohn, Ernst Fehr, Michel André Maréchal · 2017 · intermediate · risk management
banking
Do Realized Skewness and Kurtosis Predict the Cross-Section of Equity Returns?
Diego Amaya, Peter Christoffersen, Kris Jacobs · 2011 · intermediate · statistics
equity markets
Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis
Giulia Dal Pra, Massimo Guidolin, Manuela Pedio · 2016 · advanced · portfolio management
asset pricing · econometrics · portfolio management
Do Reuters spreads reflect currencies' differences in global trading activity?
Hartmann, Philipp · 1997 · intermediate · quantitative trading
foreign exchange · liquidity · panel data · regression
Do SEC Disclosures Reduce Investors' Disagreements about Firms' Exposures To Market Risk?: A Trading Volume Analysis
Venkatachalam, Mohan, Linsmeier, Thomas J., Thornton, Daniel B. · 2000 · intermediate · statistics
market risk
Do Security Analysts Speak In Two Tongues?
Malmendier, Ulrike, Shanthikumar, Devin M. · 2009 · intermediate · other
other
Do Sell-side Analyst Reports Have Investment Value?
Linying Lv · 2025 · advanced · machine learning
financial machine learning · large language models · machine learning · natural language processing