1.
The Sustainability and Profitability of Bitcoin Mining: A Time-Varying Granger Causality Approach
Number of pages: 14
Posted: 14 Sep 2019
Working Paper Series
Zhengzhou University, School of Accounting, Finance and Economics, University of Waikato, University of Waikato - Department of Economics and Finance and School of Accounting, Finance and Economics,, Waikato Management School, University of Waikato
Downloads
17
2.
The Past and Future of Quantitative Research (Presentation Slides)
Number of pages: 22
Posted: 11 Sep 2019
Last Revised: 17 Sep 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
561
3.
Financial Attention Frequency and Trading
Number of pages: 59
Posted: 07 Sep 2019
Working Paper Series
Chongqing University - School of Economy and Business Administration and Chongqing University - School of Economics and Business Administration
Downloads
23
4.
Machine Valuation
Number of pages: 56
Posted: 07 Sep 2019
Working Paper Series
University of Auckland - Department of Accounting and Finance and University of Auckland - Department of Accounting and Finance
Downloads
120
5.
A New Chinese Financial Sentiment Dictionary for Textual Analysis in Accounting and Finance
Number of pages: 21
Posted: 07 Sep 2019
Working Paper Series
The School of Accounting and Finance, Shanghai Lixin University of Commerce, Dekui Jia, Shanghai Advanced Institute of Finance, Shanghai Jiaotong University and New Jersey Institute of Technology
Downloads
38
6.
The Use of Technology Based Audit Techniques in the Internal Audit Function – Is There an Improvement in Efficiency and Effectiveness?
Number of pages: 30
Posted: 04 Sep 2019
Working Paper Series
University of Duisburg-Essen, Mercator School of Management and University of Arkansas - Sam M. Walton College of Business
Downloads
37
7.
Big Data & Data Science in Information Law and Policy Research
Bodó, B., & van de Velde, R. N. (2019). Big Data & Data Science in information law and policy research. In H. Van den Bulck, M. Puppis, K. Donders, & L. Van Audenhove (Eds.), Palgrave Handbook of Methods for Media Policy Research Palgrave Macmillan.,
Number of pages: 16
Posted: 28 Aug 2019
Accepted Paper Series
University of Amsterdam - Institute for Information Law (IViR) and University of Amsterdam - Informatics Institute
Downloads
3
8.
A Machine Learning Approach to the Fama-French Three- and Five-Factor Models
Number of pages: 28
Posted: 24 Aug 2019
Working Paper Series
Qatar University - College of Business and Economics, AiFi Technologies LLC and People’s Bank of China
Downloads
14
9.
Tokenized Securities and Commercial Real Estate
Number of pages: 46
Posted: 20 Aug 2019
Last Revised: 01 Sep 2019
Working Paper Series
MIT Sloan School of Management, Independent, ESE Business School - Universidad de los Andes, MIT Sloan School of Management and Independent
Downloads
51
10.
Forward-looking P
Number of pages: 37
Posted: 17 Aug 2019
Working Paper Series
Karlsruhe Institute of Technology, Karlsruhe Institute of Technology, ETH Zurich and Karlsruhe Institute of Technology
Downloads
87
11.
Analysis of Murabaha Financing from Influence of Asset, Deposit Fund, and Profitability
Journal of Economics and Business Vol.2, No.3, 2019: 618-626
Number of pages: 10
Posted: 15 Aug 2019
Accepted Paper Series
Fakultas Ekonomi dan Bisnis, Universitas Mercu Buana and Fakultas Ekonomi & Bisnis Universitas Mercu Buana
There are 2 versions of this paper
Analysis of Murabaha Financing from Influence of Asset, Deposit Fund, and Profitability
Journal of Economics and Business, Vol.2 No.3 (2019)
Number of pages: 10
Posted: 30 Jul 2019
Downloads
5
Analysis of Murabaha Financing from Influence of Asset, Deposit Fund, and Profitability
Journal of Economics and Business Vol.2, No.3, 2019: 618-626
Number of pages: 10
Posted: 15 Aug 2019
Downloads
1
Downloads
1
12.
Random Walk Model From the Point of View of Algorithmic Trading
Number of pages: 12
Posted: 13 Aug 2019
Working Paper Series
Fidessa Group plc, Fidessa Group, London and Fidessa Group, London
Downloads
26
13.
An Instantaneous Market Volatility Estimation
Number of pages: 16
Posted: 12 Aug 2019
Last Revised: 14 Aug 2019
Working Paper Series
Fidessa Group plc and Fidessa Group, London
Downloads
39
14.
15.
Bitcoin Returns and the Weekday Effect
Number of pages: 16
Posted: 09 Aug 2019
Working Paper Series
University of Vale do Rio dos Sinos (UNISINOS) - Unisinos Business School, UNSW Business School and University of Bologna
Downloads
25
16.
The Marginal Cost of Mining, Metcalfe's Law and Cryptocurrency Value Formation: Causal Inferences from the Instrumental Variable Approach
Number of pages: 29
Posted: 08 Aug 2019
Working Paper Series
Northumbria University, University of Northumbria at Newcastle, University of London and University of Northumbria at Newcastle
Downloads
26
17.
Bitcoin Speculation or Value Creation? Corporate Blockchain Investments and Stock Market Reactions
Number of pages: 41
Posted: 23 Jul 2019
Working Paper Series
Florida State University - College of Business, Florida State University - Department of Finance and College of Business, Stony Brook University
Downloads
135
18.
Machine Learning Implications for Banking Regulation
Number of pages: 33
Posted: 22 Jul 2019
Last Revised: 06 Aug 2019
Working Paper Series
Commodity Futures Trading Commission (CFTC) and Independent
Downloads
140
19.
Machine Learning in Asset Management
Number of pages: 53
Posted: 18 Jul 2019
Last Revised: 09 Aug 2019
Working Paper Series
FirmAI, UoA, NYU FRE
Downloads
2,569
20.
Predicting Earnings Surprises
Number of pages: 126
Posted: 17 Jul 2019
Last Revised: 21 Jul 2019
Working Paper Series
FirmAI, UoA, NYU FRE
Downloads
370
21.
Building Diversified Portfolios that Outperform Out-of-Sample
Journal of Portfolio Management, 2016; https://doi.org/10.3905/jpm.2016.42.4.059.
Number of pages: 31
Posted: 17 Jul 2019
Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads
10,838
22.
The Exchange of Flow Toxicity
The Journal of Trading, Vol. 6, No. 2, pp. 8-13, Spring 2011; https://doi.org/10.3905/jot.2011.6.2.008. , Johnson School Research Paper Series No. 10-2011
Number of pages: 12
Posted: 17 Jul 2019
Last Revised: 17 Jul 2019
Working Paper Series
Cornell University - Department of Economics, Cornell University - Operations Research & Industrial Engineering and Cornell University - Samuel Curtis Johnson Graduate School of Management
Downloads
6,617
23.
Digital Market Perfection
117 Michigan Law Review 815 (2019)
Number of pages: 70
Posted: 15 Jul 2019
Last Revised: 21 Jul 2019
Accepted Paper Series
Boston University - School of Law
Downloads
190
24.
Nominal Stock Price Anchors: A Global Phenomenon?
HKUST IEMS Working Paper No. 2019-64
Number of pages: 34
Posted: 15 Jul 2019
Working Paper Series
York University - Schulich School of Business, Hong Kong University of Science & Technology (HKUST) - HKUST School of Business and Management, John Carroll University - Department of Economics & Finance and University of Hawaii - Shidler College of Business
There are 2 versions of this paper
Nominal Stock Price Anchors: A Global Phenomenon?
Journal of Financial Markets, Forthcoming
Number of pages: 32
Posted: 12 Nov 2018
Downloads
45
Nominal Stock Price Anchors: A Global Phenomenon?
HKUST IEMS Working Paper No. 2019-64
Number of pages: 34
Posted: 15 Jul 2019
Downloads
28
Downloads
28
25.
The Memory Advantage of Long Short-Term Memory Networks for Bond Yield Forecasting
Number of pages: 13
Posted: 12 Jul 2019
Working Paper Series
University of Southampton - Department of Electronics and Computer Science, University of Southampton - School of Electronics and Computer Science (ECS), University of Southampton - Southampton Business School and University of Southampton - Department of Electronics and Computer Science
Downloads
52
26.
Does 5-Minute RV Outperform Other Realized Measures in the Bitcoin Market?
Number of pages: 12
Posted: 10 Jul 2019
Working Paper Series
Ministry of Finance - Japan
Downloads
25
27.
Artificial Intelligence Alter Egos:Who benefits from Robo-investing?
Number of pages: 75
Posted: 09 Jul 2019
Last Revised: 12 Jul 2019
Working Paper Series
UCLouvain - Louvain School of Management, UCLouvain, University of North Carolina Kenan-Flagler Business School and University of North Carolina (UNC) at Chapel Hill - Department of Economics
Downloads
134
28.
Impact of Readability on Corporate Bond Market
Number of pages: 33
Posted: 03 Jul 2019
Working Paper Series
Quoniam Asset Management GmbH
Downloads
33
29.
Regulatory and Market Challenges of Initial Coin Offerings
European Corporate Governance Institute - Law Working Paper No. 461/2019
Number of pages: 51
Posted: 02 Jul 2019
Last Revised: 05 Jul 2019
Accepted Paper Series
Universidad Autonoma de Madrid, Consejo Superior de Investigaciones Científicas (Spanish National Research Council), Universidad Autónoma de Madrid and Universidad Autónoma de Madrid
Downloads
100
30.
Preventing Predation & Encouraging Innovation in Fintech Lending
Number of pages: 19
Posted: 27 Jun 2019
Working Paper Series
Howard University School of Law
Downloads
68
31.
How Does a Firm Adapt in a Changing World? The Case of Prosper Marketplace
Number of pages: 61
Posted: 26 Jun 2019
Working Paper Series
University of Toronto, Rotman School of Management, Students and Johns Hopkins University - Carey Business School
Downloads
18
32.
'I Access Your Data You Access Mine'. Setting a Reciprocity Clause for the ‘Access to Account Rule’ in the Payment Services Market
Number of pages: 28
Posted: 25 Jun 2019
Working Paper Series
University of Salento - Department of Economic Sciences and University of Milan
Downloads
39
33.
Asset Market Equilibria in Cryptocurrency Markets: Evidence from a Study of Privacy and Non-Privacy Coins
Number of pages: 28
Posted: 25 Jun 2019
Working Paper Series
University of Vaasa and University of Vaasa
Downloads
14
34.
The Power of Non-Monetary Incentive: Experimental Evidence from P2P Lending in China
Number of pages: 53
Posted: 24 Jun 2019
Last Revised: 21 Jul 2019
Working Paper Series
Temple University - Fox School of Business, Temple University and Sichuan University - Business School
Downloads
19
35.
Sector Categorization Using Gradient Boosted Trees Trained on Fundamental Firm Data
Number of pages: 6
Posted: 20 Jun 2019
Working Paper Series
New Jersey Institute of Technology, New Jersey Institute of Technology and New Jersey Institute of Technology
Downloads
45
36.
Deep Smoothing of the Implied Volatility Surface
Number of pages: 16
Posted: 20 Jun 2019
Working Paper Series
Swissquote Bank, University of Lausanne and Columbia University - Departments of Statistics and Mathematics
Downloads
31
37.
Information Asymmetry and Strategic Early Bidding in Peer-to-Peer Lending
Number of pages: 51
Posted: 20 Jun 2019
Working Paper Series
Washington University in St. Louis - John M. Olin Business School, University of Science and Technology of China - International Institute of Finance, School of Management and Purdue University - Krannert School of Management
Downloads
17
38.
Training Trees on Tails with Applications to Portfolio Choice
Number of pages: 30
Posted: 20 Jun 2019
Working Paper Series
EMLYON Business School and Université de Savoie - Finance and Banking
Downloads
108
39.
A Deep Dive: Does Big Data Improve Maturity in the Developed Capital Markets?
Singh, R.K. and
Mitra, S.K. (2019) A Deep Dive: Does Big
Data Improve Maturity in the Developed
Capital Markets? Theoretical Economics
Letters, 9, 60-74
Number of pages: 15
Posted: 19 Jun 2019
Accepted Paper Series
IIM Raipur and affiliation not provided to SSRN
Downloads
12
40.
Volatility and Liquidity on High-Frequency Electricity Futures Markets: Empirical Analysis and Stochastic Modeling
Number of pages: 34
Posted: 17 Jun 2019
Working Paper Series
University of Duisburg-Essen, University of Oslo, University of Duisburg-Essen and University of Duisburg-Essen - Faculty of Economic Science
Downloads
121
41.
A Quantum Algorithm for Trading Strategies with Position Limits
Number of pages: 30
Posted: 14 Jun 2019
Working Paper Series
Independent
Downloads
210
42.
Bitcoin and Integration Patterns in the Forex Market
Number of pages: 15
Posted: 14 Jun 2019
Working Paper Series
University of Plymouth
Downloads
11
43.
Trends and Applications of Machine Learning in Quantitative Finance
8th International Conference on
Economics and Finance Research (ICEFR 2019)
Number of pages: 9
Posted: 13 Jun 2019
Accepted Paper Series
University College Cork - Cork University Business School, University College Cork - Cork University Business School, University College Cork - Cork University Business School and University College Cork - Department of Accounting, Finance and Information Systems
Downloads
626
44.
Who Owns Bitcoin? Private Law Facing the Blockchain
European Banking Institute Working Paper Series 2019 – no. 42,
Number of pages: 36
Posted: 12 Jun 2019
Last Revised: 21 Jun 2019
Working Paper Series
University of Bonn
Downloads
134
45.
Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing
Number of pages: 22
Posted: 11 Jun 2019
Last Revised: 24 Jul 2019
Working Paper Series
Wells Fargo Bank, Wells Fargo Bank and Wells Fargo Bank
Downloads
131
46.
Regulating Initial Coin Offerings? A Taxonomy of Crypto-Assets
Proceedings of the 27th European Conference on Information Systems (ECIS), Stockholm & Uppsala, Sweden, June 8-14, 2019
Number of pages: 16
Posted: 07 Jun 2019
Accepted Paper Series
Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads
47
47.
Catch Me If You Can: Resolving Bitcoin Disputes with Class Actions
Canadian Class Action Review, Vol. 15, No. 1, 2019
Number of pages: 30
Posted: 31 May 2019
Last Revised: 20 Aug 2019
Accepted Paper Series
Borden Ladner Gervais LLP
Downloads
37
48.
Artificial Intelligence and Databases in the Age of Big Machine Data
(2019) 25 AIDA 2018 93-149
Posted: 23 May 2019
Last Revised: 25 May 2019
Accepted Paper Series
Northumbria University
49.
The Periodic Treasury Exchange: A Proposal to Increase the Depth and Liquidity of the U.S. Treasury Market
Posted: 22 May 2019
Last Revised: 22 May 2019
Accepted Paper Series
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and Federal Reserve Banks - Federal Reserve Bank of New York
50.
Variable Selection with Big Data based on Zero Norm and via Sequential Monte Carlo
Number of pages: 24
Posted: 21 May 2019
Working Paper Series
National University of Singapore
Downloads
12
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