Quant News - The latest research and news for quantitative traders

Most popular SSRN papers over the last 12 months:

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My Factor Philippic abstract

How Rigged are Stock Markets? Evidence from Microsecond Timestamps abstract

Statistical Industry Classification abstract

It Takes a Village to Maintain a Dangerous Financial System abstract

Value Creation Thinking: Powerpoint Presentation abstract

Tax Uncertainty and Retirement Savings Diversification abstract

Volatility Modelling and Trading abstract

Dark Pools, High-Frequency Trading, and the Financial Transaction Tax: A Solution or Complication? abstract

Quality Investing – Industry Versus Academic Definitions abstract

Long-Only Style Investing: Don't Just Mix, Integrate abstract

Sports Betting As a New Asset Class: Can a Sports Trader Beat Hedge Fund Managers from 2010-2016? abstract

Limitations of Quantitative Claims About Trading Strategy Evaluation abstract

Just a One Trick Pony? An Analysis of CTA Risk and Return abstract

Fiduciary Financial Advice to Retirement Savers: Don't Overlook the Prudent Investor Rule abstract

Spread, Volatility, and Volume Relationship in Financial Markets and Market Maker's Profit Optimization abstract

Can Sentiment Indicators Signal Market Reversals? abstract

Restructuring Sovereign Debt after NML v. Argentina abstract

Fast Measurement of Market Volatility Using Ensemble Averaging abstract

Regulating Merchants of Liquidity: Market Making from Crowded Floors to High-Frequency Trading abstract

News Versus Sentiment: Predicting Stock Returns from News Stories abstract

Which Variables Predict and Forecast Stock Market Returns? abstract

Stock Return Predictability of Out-of-the-Money Option Trading abstract

Liability Concentration and Systemic Losses in Financial Networks abstract

Finding Fortune: How Do Institutional Investors Pick Asset Managers? abstract

Finding Fortune: How Do Institutional Investors Pick Asset Managers? abstract

Optimal Factor Strategy in FX Markets abstract

Brexit or Bremain? Evidence from Bubble Analysis abstract

Nearness to the 52-Week High and Low Prices, Past Returns, and Average Stock Returns abstract

Solving Markowitz's Inefficiencies through MVD Frontier abstract

The Profitability of Low Volatility abstract

Cointegration and Relative Value Arbitrage abstract

Understanding Oil Investing abstract

Pairs Trading Strategy and Idiosyncratic Risk. Evidence in Spain and Europe. abstract

The Management of Political Risk abstract

Retail FX Trader Survey Results abstract

Why Does Idiosyncratic Risk Increase with Market Risk? abstract

Market Design for Trading with Blockchain Technology abstract

Sovereign Credit Ratings and the Stock Price Informativeness of Cross-Listings abstract

A First Glimpse into the Short Side of Hedge Funds abstract

The Informational Role of Index Option Trading abstract

The Equity Risk Premium in 2016 abstract

Credit Exposure in the Presence of Initial Margin abstract

Comparison of Cross-Sectional Earnings Forecasting Models for the European Market abstract

Stock Market Anomalies and Baseball Cards abstract

Timing is Money: The Factor Timing Ability of Hedge Fund Managers abstract

Low Interest Rates and Risk Taking: Evidence from Individual Investment Decisions abstract

The Panama Papers: A Discussion of Some Ethical Issues abstract

Everything You Always Wanted to Know About Bitcoin Modelling But Were Afraid to Ask abstract

Holding, Clearing and Settling Securities Through Blockchain Technology Creating an Efficient System by Empowering Asset Owners abstract

Don't Stand So Close to Sharpe abstract