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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 2601–2650; page 53 of 188.

  1. Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect?

    Lorenzo Mazzucchelli, Marco Zanotti, Luca Vincenzo Ballestra · 2026 · intermediate · other

    behavioral finance · exchange traded funds

  2. Do Sophisticated Investors Believe in the Law of Small Numbers?

    Baquero, G., Verbeek, M.J.C.M. · 2006 · intermediate · portfolio management

    behavioral finance · hedge funds · momentum

  3. Do Stock Prices Incorporate the Potential Dilution of Employee Stock Options?

    Gerald T. Garvey, Todd T. Milbourn · 2001 · intermediate · statistics

    asset pricing · market efficiency

  4. Do t-Statistic Hurdles Need to be Raised?

    Andrew Y. Chen · 2022 · advanced · statistics

    asset pricing · hypothesis testing · statistical inference

  5. Do the English Legal Origin Countries have more dispersed Share Ownership and more developed financial Systems?

    Prabirjit Sarkar · 2008 · intermediate · other

    banking · equity markets

  6. Do US Active Mutual Funds Make Good of Their ESG Promises? Evidence from Portfolio Holdings

    Massimo Guidolin, Monia Magnani · 2024 · intermediate · portfolio management

    esg · mutual funds · panel data · regression · sustainable investing

  7. Do Venture Capitalists Beat Random Allocation?

    Max Sina Knicker, Jean‐Philippe Bouchaud, Michael Benzaquen · 2026 · intermediate · portfolio management

    portfolio management

  8. Do We Price Happiness? Evidence from Korean Stock Market

    HyeonJun Kim · 2023 · intermediate · statistics

    asset pricing · equity markets

  9. Do Weibo platform experts perform better at predicting stock market?

    Ziyuan Ma, Conor Ryan, Jim Buckley · 2024 · intermediate · machine learning

    deep learning · machine learning · natural language processing · neural networks · time series

  10. Do Women Prefer Pink? : The Effect of a Gender Stereotypical Stock Portfolio on Investing Decisions

    Prast, H.M., Rossi, M., Torricelli, C. · 2014 · intermediate · portfolio management

    equity markets

  11. Do you manage what you measure? Investor views on the question of climate actions with empirical results from the Swiss pension fund and insurance sector

    Thomä, Jakob, Murray, Clare, Jerosch-Herold, Vincent · 2019 · intermediate · risk management

    insurance · pensions · sustainable investing

  12. Does a banking relationship help a firm on the syndicated loans market in a time of financial crisis?

    Herve Alexandre, Karima Bouaiss, Catherine Refait-Alexandre · 2010 · intermediate · risk management

    banking · credit markets · financial economics

  13. Does Arbitrage Flatten Demand Curves for Stocks?

    Jeffrey Wurgler, Ekaterina Zhuravskaya · 2001 · intermediate · statistics

    asset pricing · equity markets

  14. Does boardroom diversity impact the financial performance of FTSE 350 firms?

    Corniciuc, Iarina · 2021 · intermediate · other

    panel data · regression

  15. Does Cohabiting with a Partner Affect Stock Market Participation?

    Camilla Skovbo Christensen, Isabel Skak Olufsen · 2025 · intermediate · statistics

    equity markets · financial economics

  16. Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market

    Marie Brière, Ariane Szafarz · 2015 · intermediate · portfolio management

    equity markets · financial economics

  17. Does Competition Between Experts Improve Information Quality: Evidence from the Security Analyst Market

    Jin, Chuqing · 2024 · advanced · statistics

    statistics

  18. Does Corporate Governance Determine Corporate Performance and Dividends during Financial Crisis: Evidence from Poland

    Kowalewski, Oskar · 2012 · intermediate · other

    corporate governance

  19. Does Corporate Income Taxation Affect Securitization? Evidence from OECD Banks

    Gong, D., Ligthart, J.E. · 2013 · intermediate · risk management

    banking · financial economics · securitization

  20. Does Crypto Sentiment Extremity Widen Estimated Spreads? Evidence Depends on the Specification

    Murad Farzulla · 2026 · intermediate · statistics

    cryptocurrencies · hypothesis testing · liquidity · statistical inference

  21. Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending

    Kanis Saengchote, Talis Putniņš, Krislert Samphantharak · 2022 · intermediate · risk management

    decentralized finance

  22. Does Equity-Based Compensation Increase Managers' Ownership?

    Eli Ofek, David Yermack · 1997 · intermediate · other

    corporate finance

  23. Does Excluding Sin Stocks Cost Performance?

    David C. Blitz, Laurens A. P. Swinkels · 2021 · intermediate · portfolio management

    sustainable investing

  24. Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?

    Chongyang Chen, Zhonglan Dai, Douglas A. Shackelford · 2012 · advanced · other

    corporate finance

  25. Does geopolitical risk raise or lower corporate credit spreads?

    He Huang, Yancheng Qiu · 2023

    Bond Markets · Corporate Debt · Credit Spreads · Geopolitical Risk · Treasury Yields

  26. Does Interbank Borrowing Reduce Bank Risk?

    Dinger, Valeriya, Hagen, Jürgen von · 2007 · intermediate · risk management

    banking

  27. Does it take two to tango: Interaction between Credit Default Swaps and National Stock Indices

    Yhlas Sovbetov, Hami Saka · 2025 · intermediate · time series

    credit risk · econometrics · time series

  28. Does limited liability reduce leveraged risk?: The case of loan portfolio management

    Deb Narayan Barik, Siddhartha P. Chakrabarty · 2022 · intermediate · risk management

    banking · portfolio management · portfolio optimization · risk management

  29. Does Local Financial Development Matter?

    Zingales, Luigi · 2002 · intermediate · other

    credit markets

  30. Does Macroeconomic Predictability Enhance the Economic Value of Hedge Funds to Risk-Averse Investors?

    Monia Magnani · 2024 · advanced · portfolio management

    backtesting · hedge funds · portfolio management

  31. Does Macroeconomics Help Understand the Term Structure of Interest Rates?

    Carlo A. Favero · intermediate · fixed income

    interest rates · term structure models

  32. Does Market Concentration Preclude Risk Taking in Banking?

    Kaniska Dam, Santiago Sanchez-Pages · 2004 · intermediate · risk management

    banking · financial economics

  33. Does Monetary Policy React to Asset Prices? Some International Evidence

    Francesco FURLANETTO · 2008 · advanced · statistics

    causal identification · econometrics · equity markets · time series

  34. Does news on real Chinese GDP growth impact stock markets?

    Franses, Ph.H.B.F., Mees, H. · 2010 · intermediate · time series

    econometrics · equity markets · garch · hypothesis testing · time series

  35. Does Overnight News Explain Overnight Returns?

    Paul Glasserman, Kriste Krstovski, Paul Laliberte · 2025 · advanced · quantitative trading

    asset pricing · machine learning · natural language processing

  36. Does Partnering Pay Off? - Stock Market Reactions to Inter-Firm Collaboration Announcements in Germany

    Häussler, Carolin · 2004 · intermediate · other

    corporate finance · equity markets

  37. Does Past Performance Matter in Investment Manager Selection?

    Bradford Cornell, Jason C. Hsu, David Nanigian · 2017 · intermediate · portfolio management

    portfolio management

  38. Does Peer-Reviewed Research Help Predict Stock Returns?

    Andrew Y. Chen, Alejandro Lopez-Lira, Tom Zimmermann · 2022 · advanced · statistics

    asset pricing

  39. Does Realized Skewness Predict the Cross-Section of Equity Returns?

    Diego Amaya, Peter Christoffersen, Kris Jacobs · 2013 · intermediate · statistics

    asset pricing · equity markets · statistics

  40. Does realized volatility help bond yield density prediction?

    Minchul Shin, Molin Zhong · 2013 · advanced · fixed income

    fixed income · interest rates · term structure models

  41. Does Regulation Bite at Gateways? Evidence from MiCA and Stablecoins

    Nicola Borri, Kirill Shakhnov · 2026 · intermediate · statistics

    cryptocurrencies · financial economics

  42. Does Risk Seeking Drive Asset Prices? A stochastic dominance analysis of aggregate investor preferences

    Post, G.T., Levy, H. · 2002 · advanced · statistics

    asset pricing · equity markets

  43. Does Security Choice Matter in Venture Capital? The Case of Venture Debt

    Indraneel Chakraborty, Michael Ewens · intermediate · other

    capital structure · corporate finance

  44. Does short-term technical trading exist in the Vietnamese stock market?

    Duc Khuong Nguyen, Ahmet Şensoy, Dinh-Tri Vo · 2020 · intermediate · quantitative trading

    quantitative trading

  45. Does social media information affect individual investor disposition effect? Evidence from Xueqiu

    Siliu Chen, Fei Ren · 2026 · intermediate · statistics

    behavioral finance

  46. Does the bond-stock earning yield differential model predict equity market corrections better than high P/E models?

    Lleo, Sebastien, Ziemba, William T. · 2014 · intermediate · time series

    equity markets · hypothesis testing · statistical inference

  47. Does the European Financial Stability Facility bail out Sovereigns or Banks? An Event Study

    Horvath, B.L., Huizinga, H.P. · 2011 · intermediate · risk management

    banking · credit markets · credit risk · financial stability

  48. Does the Internet Increase Trading? Evidence from Investor Behavior in 401(K) Plans

    James J. Choi, David Laibson, Andrew Metrick · intermediate · quantitative trading

    quantitative trading

  49. Does the Market Anticipate? Can it? Should it?

    Kangda Ken Wren · 2026 · advanced · stochastic calculus

    asset pricing · financial economics · model risk

  50. Does the Underground Economy Hold Back Financial Deepening? Evidence from the Italian Credit Market

    Giorgio Gobbi, Roberta Zizza · 2007 · advanced · risk management

    banking · causal identification · credit markets · econometrics · financial economics · panel data