SSRN
SSRN
Working papers in finance and economics from SSRN. 2,741 featured so far, newest first.
- Featured
- 2,741
- Tracked on Semantic Scholar
- 712
- Cited 100+
- 1
- Since
- 24 May 2023
- 25 Sep 20264fanfare
Artificial intelligence and financial markets
A survey examines how AI transforms information production, intermediation, and market structure, with implications for efficiency, competition and financial stability.
SSRNML & AI Methods
- 25 Sep 20264fanfare
Label alchemy: Target engineering for improved stock selection
Reshaping the prediction target through location, scale and shape transformations raises long-short Sharpe from 0.68 to 1.69, with label choice mattering more than model choice.
SSRNML & AI Methods
- 25 Sep 20264fanfare
Algorithmic Collusion by Reinforcement-Learning Pricing Agents: Simulation Evidence and Implications for Financial Markets and Competition Law
Q-learning pricing agents in simulated duopolies reach supracompetitive outcomes with no communication, achieving collusion indices of 0.778 and 40% profit gains over competitive benchmarks.
- 25 Sep 20264fanfare
From D&I to D&I: European Capital Markets' Regime Shift from Diversity and Inclusion to Defence and Infrastructure
European defence stocks repriced sharply starting November 2021, two to three months before Russia's invasion, delivering 26% alpha and reflecting release of ESG-exclusion constraints.
- 25 Sep 20263fanfare
Forward Guidance and the Dynamics of Bank Credit: The Bank Balance-Sheet Channel of Monetary News
High-frequency analysis reveals contractionary forward guidance immediately cuts bank lending, while expansionary guidance produces weak stimulus, driven by binding capital constraints.
- 25 Sep 20263fanfare
Memorisation or Alpha? Detecting Look-Ahead Contamination in Cross-Sectional Equity Signals
Testing whether a large language model ranks stocks by forecasting or memory, the study finds a significant information-coefficient gap of 0.185 inside versus outside its training window, suggesting substantial look-ahead contamination.
SSRNML & AI Methods
- 25 Sep 20263fanfare
Beta Recall, Alpha Recall, and a Contamination Detector that Needs No Labels * Measuring Training-data Leakage in LLM Equity Signals
The study measures recall versus forecasting in an LLM's stock rankings by comparing cross-sectional information coefficients inside and outside the training window.
SSRNML & AI Methods
- 25 Sep 20263fanfare
Incentives at Play: Fee-Induced Volume on a Regulated Perpetual Futures Venue
Analysis of Kalshi's regulated Bitcoin and Ethereum futures reveals that 39-48% of notional trades are mechanical fixed-size orders that vanish when fees are charged, indicating costless artificial volume rather than legitimate trading.
- 25 Sep 20263fanfare
LLM-Based Semantic Surprises in FOMC Communication: Asset Prices and Financial-Market Stress
Semantic surprises extracted from Federal Reserve statements predict subsequent financial-stress dynamics and reduce forecast error by up to 23%, particularly when initial stress is high or during recessions.
SSRNLLMs & Text
- 25 Sep 20263fanfare
Welcome to the Factor Zoo: Where Mutual Fund Alpha Hides
Using factor selection, the study finds mean active alpha of plus 9 basis points monthly for mutual funds, reversing the no-alpha conclusion when benchmarks are tailored to each fund.
- 25 Sep 20263fanfare
Speculative Leverage and Factor Momentum
Factor momentum strategies earn 49 basis points per month extra return following quarters of rapid margin-debt growth, a predictability that persists after publication and reflects limits to arbitrage correction.
- 25 Sep 20263fanfare
Execution-Aware Alpha Mining: Teaching LLM Factor Agents to Account for Trading Costs
The paper builds a closed-loop system where an LLM proposes equity factors penalized for execution costs and shows that accounting for trading costs dramatically improves net performance.
SSRNML & AI Methods
- 25 Sep 20263fanfare
Prices or implied volatilities? Choosing the loss function in machine learning option pricing
The paper compares machine learning option pricing trained on pricing errors versus implied-volatility errors using 8.67 million S&P 500 index-option observations from 1997 through 2025.
- 25 Sep 20263fanfare
Monetary policy transmission by securitising banks
Banks engaged in securitization contract lending more sharply after monetary tightening because their investor base demands higher returns and cuts risk exposure when rates rise.
- 25 Sep 20263fanfare
Hedge Fund Trading and Sovereign Bond Yield Sensitivity
Leveraged hedge fund positions amplify sovereign bond yield sensitivity to monetary shocks by over a quarter through directional rebalancing, with effects scaling to position intensity.
- 25 Sep 20263fanfare
Firm-Specific Price Delay and Momentum
Momentum profits concentrate among firms with high price delay, a measure of information friction, directly supporting theories that gradual information incorporation drives momentum.
- 25 Sep 20263fanfare
Industry Information and Equity Return Predictability
Using production, employment, and sales data across 426 industries, the research shows that upstream industry signals predict aggregate monthly stock returns with 23.8% out-of-sample R-squared.
- 25 Sep 20263fanfare
Expectations and the Term Structure of Interest Rates
Decomposing yield sensitivity without assuming rational expectations reveals that expectations rather than risk premia drive short- and medium-term bond yields, with systematic inconsistencies across horizons.
- 25 Sep 20263fanfare
Hedge Fund Performance and Interest Rate Conditions: Evidence from Regulatory Data
Using SEC filings from 2013-2021, the paper finds hedge fund returns show heterogeneous sensitivity to interest rates, with effects varying by strategy, leverage, and derivative exposure.
- 25 Sep 20263fanfare
Settlement Risk and Currency Markets
Hungary's 2015 adoption of payment-versus-payment settlement reduced currency excess returns by ten basis points, demonstrating settlement risk is a priced friction limiting arbitrage.
- 25 Sep 20263fanfare
Tail-Risk Forecasting with General Cubic Distributions
A cubic quantile framework forecasts Value-at-Risk and Expected Shortfall more reliably than GARCH benchmarks across eight equity indices without requiring a parametric density.
- 25 Sep 20262fanfare
MartingaleONet: Physics-Constrained Operator Learning for Real-Time Option Pricing and Volatility Calibration
A deep operator network maps volatility surfaces to option prices under the Heston model 15,000 times faster than finite-difference methods while reducing dynamic hedging variance by over 59% under transaction costs.
- 25 Sep 20262fanfare
State-dependent global banking systemic risk: An integrated framework of network connectedness, tail risk, and global financial conditions
Combining quantile-connectedness, tail-risk measures, and network analysis, the research shows tail connectedness exceeds median levels and lower-tail effects persist longer, with the VIX alone reliably predicting next-week systemic risk.
- 25 Sep 20262fanfare
The Low Return Channel of Negative Interest Rates in Bank Lending
Japan's 2016 negative-rate policy reduced lending from low-profitability banks holding reserves, consistent with lower expected returns on bank assets rather than deposit-side stress.
- 25 Sep 20262fanfare
Banking-System Heterogeneity and Monetary Policy Transmission in the Euro Area: High-Frequency Shocks, Local Projections, and Regime Dependence
A 100-basis-point contractionary monetary shock lowers inflation and sales across 20 euro-area economies, with transmission strength varying by bank asset-risk exposure and assets-to-GDP ratio rather than a simple weak-strong taxonomy.
- 25 Sep 20262fanfare
Fedspeak, LLM-Derived Signals, and High-Frequency Trading
Semantic and tonal shifts across sequential Federal Reserve communications generate significant intraday price movements and abnormal volume, revealing incomplete information absorption at initial announcement.
- 25 Sep 20262fanfare
Crossing the Zero Lower Bound: Negative Interest Rates and Corporate Valuation
Comparing firms across the ECB's 2014 negative rate adoption shows treated European firms had higher valuations but reduced leverage, suggesting cash-flow and discount-rate channels dominate tax-shield effects.
- 25 Sep 20262fanfare
Signature-Based Structural Models and Applications in Credit Markets
The study develops a time-varying signature asset model for structural credit that improves calibration across CDS maturities and equity option prices, especially for high-yield firms.
- 25 Sep 20262fanfare
Data-Driven Minimax-Regret Portfolio Optimization under Tail-Risk Ambiguity
The research proposes a data-driven portfolio method that blends tail-risk models and projects onto valid mixtures, providing bounds on Expected Shortfall regret without Wasserstein assumptions.
- 25 Sep 20263fanfare
Sell, Hold Out, or Accept: The Creditor's Trilemma in Distressed Debt Exchanges
Analysis of 284 distressed exchanges from 2009-2022 reveals over 50% of firms face subsequent default, with large illiquid creditors trapped in a prisoner's dilemma explaining high acceptance rates.
- 28 Dec 20251cites
Analysis of Fundamental and Technical Financial Ford Motor Company with The Arrangements of Implication Black Volatility
The study shows that Ford Motor Company had its smallest earnings per share payout gap in 2020 compared to previous years.
SSRNDerivatives & VolatilityFeatured 2×
- 28 Dec 20255cites
Gingado: A Machine Learning Library Focused on Economics and Finance
ML for Economics: Gingado is a developing Python library that helps incorporate machine learning into economic research by enhancing datasets and evaluating models.
SSRNML & AI MethodsFeatured 2×
- 28 Dec 20252cites
Investigating the Corporate Governance and Sustainability Relationship A Bibliometric Analysis Using Keyword-Ensemble Community Detection
The paper explores how corporate governance relates to sustainability, emphasizing the need to consider stakeholder interests in long-term responsibility practices.
SSRNCorporate FinanceFeatured 2×
- 28 Dec 202545shares
Cash vs. Crypto in DeFi
The article discusses how cryptocurrencies can improve societal functions compared to traditional currencies and emphasizes the innovations needed to build confidence in decentralized finance.
SSRNCrypto & DeFiFeatured 2×
- 28 Dec 20250cites
Factors Undermining Quality of Medical-Care Services Delivered by a Physician in Today’s Medical-Care Market Country-Wise: Statistical Analysis
This study examines the factors affecting the quality of medical services in Bangladesh, utilizing patient feedback and statistical analysis to pinpoint crucial influences on care quality.
SSRNOtherFeatured 2×
- 28 Dec 20253cites
Asset Prices, Collateral and Bank Lending: The Case of COVID-19 and Real Estate
The paper investigates the euro area's banking system's role in transmitting asset price shocks to credit during the Covid-19 crisis, highlighting significant frictions and a decrease in lending related to real estate collateral.
SSRNRisk, Credit & BankingFeatured 2×
- 28 Dec 2025105shares
Twitter Sentiment and Financial Trends
A new financial sentiment index derived from Twitter data shows strong links to market conditions and can forecast stock market returns, particularly in response to changes in U.S. monetary policy.
SSRNLLMs & TextFeatured 2×
- 28 Dec 202577shares
Global Liquidity and Volatility
Global liquidity from banks impacts responses to crises and eases funding strains internationally.
SSRNDerivatives & VolatilityFeatured 2×
- 28 Dec 20251,044shares
ESG in Auto Loans
Higher ESG scores in auto loan securitizations lower costs and consumer interest rates, despite environmental concerns.
SSRNMacro-Finance & RatesFeatured 2×
- 28 Dec 2025108shares
Vaccine Innovation Funding Strategy
A portfolio approach to drug development may improve investment returns and speed up vaccine creation.
SSRNPortfolio & AllocationFeatured 2×
- 28 Dec 2025456shares
Robert C. Merton's Contributions
Robert C. Merton is a significant finance scholar known for his work on derivatives pricing and finance theories.
SSRNDerivatives & VolatilityFeatured 2×
- 28 Dec 20250cites
Low Volatility Asset Valuation in Brazilian Stock Market: Lower Risk with Higher Returns
Lower volatility Brazilian stocks have consistently outperformed high-volatility stocks in annual returns from 2003 to 2021.
SSRNDerivatives & VolatilityFeatured 2×
- 28 Dec 2025181shares
Twitter and Monetary Policy
Online discussions about central bank policies correlate strongly with market volatility, especially around ECB announcements.
SSRNMacro-Finance & RatesFeatured 2×
- 28 Dec 20251cites
Stochastic Social Preferences and Corporate Investment Decisions
Investor preferences affect firms' green investments, potentially slowing down the transition to sustainable practices.
SSRNCorporate FinanceFeatured 2×
- 28 Dec 20253,698shares
Corporate Bond Pricing Challenges
The effectiveness of multifactor models for corporate bond returns is debated, with a preference for the bond CAPM in analyses.
SSRNMacro-Finance & RatesFeatured 2×
- 28 Dec 2025881shares
Global Dollar Holdings Trends
Foreign institutional investors significantly increased their USD security holdings, influenced by varying currency hedging demands.
SSRNDerivatives & VolatilityFeatured 2×
- 28 Dec 20253cites
Regulating Cash Holdings: Assessing Lost Returns in Mutual Funds
Israeli mutual funds hold excessive cash, indicating a need for better liquidity management to reduce redemption risks.
SSRNPortfolio & AllocationFeatured 2×
- 28 Dec 20250cites
Bitcoin's Price Alchemy: Unraveling the Influence of Macro Announcements on Volatility and Trading Volume in an Era of Rising Inflation
Bitcoin's price volatility significantly reacts to FOMC and CPI announcements, showing unique patterns during inflation.
SSRNCrypto & DeFiFeatured 2×
- 28 Dec 2025447shares
Bias in Credit Ratings
Subscription-based credit rating agencies may have biases that lead to overly optimistic ratings, complicating conflict resolution.
SSRNRisk, Credit & BankingFeatured 2×
- 28 Dec 20250cites
Decoding the Unique Price Behavior in the Japanese Stock Market with Convolutional Neural Networks
Analyzing Japanese stock charts with CNN reveals predictive patterns for returns, independent of common momentum trends.
SSRNML & AI MethodsFeatured 2×
- 28 Dec 20252cites
Carbon Risk and Equity Prices
Carbon transition risk is adversely affecting equity prices in the US and Europe, driving fund flows to greener investments.
SSRNOtherFeatured 2×
- 28 Dec 202566shares
Sustainable Investment in Climate
Global investments in environmental and climate projects are diversifying as investors integrate more green initiatives into their portfolios.
SSRNPortfolio & AllocationFeatured 2×
- 28 Dec 20255cites
Interpretable Machine Learning for Asset Pricing
The paper utilizes deep neural networks to more accurately estimate equity risk premia over time, enhancing the interpretability of machine learning in economics.
SSRNAsset Pricing & FactorsFeatured 2×
- 28 Dec 20250cites
Sparse Risk Parity Enhanced Index Tracking Portfolio
It tackles a sparse risk parity portfolio problem for index tracking while managing asset risks, with successful results on the SP 500.
SSRNPortfolio & AllocationFeatured 2×
- 28 Dec 2025132shares
Chinese Bond Dynamics During COVID-19
The study examines the changes in the Chinese government bond yield curve during the pandemic, highlighting new behaviors and arbitrage potential.
SSRNMacro-Finance & RatesFeatured 2×
- 28 Dec 2025630shares
Optimal Trading with Costs and Predictability
It establishes optimal trading rules for multiple assets with predictable returns, showing performance benefits through simulations.
SSRNTrading, Microstructure & ExecutionFeatured 2×
- 28 Dec 20251cites
The Banker in Your Social Network
The research indicates that social financial advice significantly boosts stock market participation, especially through close social ties.
SSRNML & AI MethodsFeatured 2×
- 28 Dec 202589shares
Asset Pricing and Stochastic Discount Factors
The paper outlines the required conditions for modeling stock prices with characteristics-based factor portfolios, addressing covariate structure issues.
SSRNAsset Pricing & FactorsFeatured 2×
- 28 Dec 20251cites
A probabilistic method for reconstructing the Foreign Direct Investments network in search of ultimate host economies
It introduces Ultimate Host Economies for Foreign Direct Investment (FDI), reexamining the global FDI network through a probabilistic analysis of Italy.
SSRNOtherIn Adv. Data Anal. Classif.Featured 2×
- 28 Dec 20258cites
Financial Intermediation and New Technology: Theoretical and Regulatory Implications of Digital Financial Markets
The study highlights how technological changes are reshaping financial intermediaries, necessitating regulatory updates.
SSRNOtherFeatured 2×
- 28 Dec 20251cites
Financial Fragilities and Risk-taking of Corporate Bond Funds in the Aftermath of Central Bank Policy Interventions
It finds that central bank asset purchases during the pandemic led corporate bond fund managers to take more risks, affecting market stability.
SSRNRisk, Credit & BankingFeatured 2×
- 28 Dec 2025543shares
ESG Impact on Stock Prices
The paper reveals that green firms experience smaller stock price declines than brown firms when interest rates rise due to sustainability preferences.
SSRNMacro-Finance & RatesFeatured 2×
- 28 Dec 2025440shares
Tail Risk-Managed Portfolio Strategies
It develops real-time Tail Risk-Managed portfolios that minimize tail risks and enhance risk-return profiles compared to standard strategies.
SSRNPortfolio & AllocationFeatured 2×
- 28 Dec 2025300shares
Sample Size Issues in Finance Research
The study promotes the use of Bayesian statistics in finance to better analyze large AI-generated datasets and mitigate misleading significance from traditional methods.
SSRNEconometrics & ForecastingFeatured 2×
- 19 Dec 2025518shares
Myopic Stock Pricing
US. stock analysts' short-term focus leads to inaccurate price predictions due to varying expectations over different time frames.
SSRNOtherFeatured 2×
- 19 Dec 20257cites
The Cross-Section of Factor Returns
Most of the 150 equity factors examined show positive returns but fail to deliver excess returns after accounting for risk, especially in downturns.
SSRNAsset Pricing & FactorsFeatured 2×
- 19 Dec 20253cites
Romania's Roadmap to a Greener Financial System: An analysis of Environmental, Social and Governance Reporting on the Bucharest Exchange Trading Index
Romania struggles to attract sustainable investments because its major companies have low transparency and high greenhouse gas emissions.
SSRNTrading, Microstructure & ExecutionFeatured 2×
- 19 Dec 20251cites
Financial Instruments for Decarbonization: Likely Pathways for the Romanian Economy
The study highlights key financial tools in Romania, like green bonds and loans, which can help transition to a low-carbon economy, with banks playing a major role.
SSRNRisk, Credit & BankingFeatured 2×
- 19 Dec 20252cites
Asymptotic Expansions for High-Frequency Option Data
A new method for analyzing financial data helps test for sudden volatility changes, with evidence from SP500 options indicating significant variation.
SSRNDerivatives & VolatilityFeatured 2×
- 1 Dec 202530shares
Satellite Census for Climate Risk in Housing
The article suggests using open-source satellite data to map residential buildings worldwide, aiming to evaluate their vulnerability to climate risks and their environmental effects.
SSRNOtherFeatured 3×
- 1 Dec 20252cites
The Private Capital Alpha
This study outlines a framework for estimating alpha in private capital, showing notable annual returns for buyouts but unreliable data for venture capital and real estate.
SSRNOtherFeatured 2×
- 1 Dec 20250cites
AI-Powered Direct Indexing: Exploring Thematic Universes for Enhanced Risk-Adjusted Returns
The research presents FINDALL, a search engine that effectively identifies relevant stocks for direct indexing, outperforming traditional ETFs with lower costs.
SSRNML & AI MethodsFeatured 2×
- 1 Dec 2025332shares
Market Effects of Order Flow in Crypto
Analysis indicates that payment for order flow in crypto markets increases trading costs and reduces volumes, especially for assets beyond Bitcoin and Ethereum, after new tokens are introduced.
SSRNCrypto & DeFiFeatured 2×
- 1 Dec 20250cites
CREDIT DERIVATIVE -An Alternative Tool for Indian Commercial Banks to Transfer Credit Risk
Poor credit risk management in Indian banks has led to rising Non-Performing Assets, highlighting the need for modern risk tools, such as credit derivatives, to improve future performance.
SSRNDerivatives & VolatilityFeatured 2×
- 1 Dec 2025190shares
European Real Estate Volatility
This study shows that different European real estate markets have varying volatility and suggests using tactical asset allocation to improve investment performance.
SSRNDerivatives & VolatilityFeatured 2×
- 1 Dec 20250cites
Legal Implications of Tax Securitization Transactions in India
The paper examines India's growing asset securitization trend and the confusing tax issues that come with it.
SSRNOtherFeatured 2×
- 1 Dec 2025154shares
Mutual Fund Decline in 401(k)s
This research highlights the rise of collective investment trusts in 401k plans due to their lower costs and tailored options for investors.
SSRNPortfolio & AllocationFeatured 2×
- 1 Dec 2025128shares
Behavioral Biases in Fund Management
The study looks at how mutual fund performance is influenced by internal biases when large amounts of capital are invested.
SSRNPortfolio & AllocationFeatured 2×
- 1 Dec 20250cites
Navigating the Low-Carbon Shift: Balancing Municipal Finances with Climate Goals
This research details how falling coal production negatively impacts municipal finances, leading to higher debt and bond yields in less diverse counties.
SSRNMacro-Finance & RatesFeatured 2×
- 1 Dec 202561shares
Gender Diversity's Effect on Firm Risk
This research indicates that having more women in a company's leadership improves risk management, especially in uncertain times.
SSRNCorporate FinanceFeatured 2×
- 19 Nov 2025565shares
Early Crash Signal (AE)
The paper proposes a simple early-warning signal that watches hidden market patterns found by a neural network (an autoencoder); when those patterns start moving together it warns of systemic market risk, helping investors time sell-offs and improve returns.
- 27 Oct 2025191shares
Hedge Funds in German Bonds
Daily data (2005–2024) show hedge funds became key liquidity providers in German government bonds after 2015 as banks cut back due to higher balance‑sheet costs.
SSRNDerivatives & VolatilityFeatured 2×
- 27 Oct 2025105shares
Private Video Game Returns
Analysis of 631 private video‑game deals finds game investments outperform similar private and public deals, making game-focused funds attractive.
SSRNOtherFeatured 2×
- 27 Oct 2025106shares
ESG Alpha in Corporate Bonds
Firms' environmental traits create a distinct bond-market anomaly that improves portfolios beyond standard factors, and a simple model explains it.
SSRNMacro-Finance & RatesFeatured 2×
- 3 Jul 202529shares
Returns to Scale in Fund Management
Fund managers can mitigate the adverse effects of competition on fund alpha by adjusting their level of active management, especially in response to competition from passive funds.
SSRNOtherFeatured 2×
- 25 Jun 20256shares
Cloud-Native AI Framework
The article emphasizes the necessity for Big Tech firms to revamp their cloud infrastructures for better handling of machine learning tasks, and offers a guiding framework for this transformation.
SSRNML & AI Methods
- 25 Jun 202542shares
Volatility Forecasting Models Comparison
The paper finds that volatility models are most accurate when they match the data-generating process.
SSRNDerivatives & VolatilityFeatured 3×
- 25 Jun 20250cites
The FMA indicator: An index based exclusively on dividends
The article introduces a technical analysis approach that uses dividends to predict a share's lifetime price range.
SSRNCorporate FinanceFeatured 3×
- 25 Jun 20254cites
Beware of Large Shocks! A Non-Parametric Structural Inflation Model
The study introduces a Bayesian machine learning model for inflation that reacts strongly to large shocks.
SSRNMacro-Finance & RatesFeatured 3×
- 25 Jun 202532shares
Operational Flexibility Impact on Firm Risk
The paper shows that operational flexibility reduces implied volatility and equity cost, based on the introduction of an exit option.
SSRNCorporate FinanceFeatured 3×
- 25 Jun 202532shares
Fiscal Financing and Investment Reversibility
The research shows that dividend tax hikes initially cause investment inactivity, followed by a surge due to tax arbitrage and hangover effects.
SSRNMacro-Finance & RatesFeatured 3×
- 25 Jun 202513shares
NLP Axioms in Tamil Dialects
The article investigates the challenges and opportunities in using Machine Learning for processing Classical Tamil language and its dialects, with a focus on linguistic and cultural aspects.
SSRNLLMs & TextFeatured 3×
- 25 Jun 202527shares
Simulation Study for Port Flows
The research uses machine learning and a simulation model to improve accuracy in analyzing import container flows at the Port of New York-New Jersey.
SSRNML & AI MethodsFeatured 3×
- 25 Jun 202514shares
AI in Tourism: Kerala Study
Kerala Study: The study introduces the SMART AI-Driven Tourism Marketing Framework to boost tourist engagement in Kerala, using AI chatbots, predictive analytics, and personalized content.
SSRNML & AI MethodsFeatured 3×
- 25 Jun 202516shares
Racial Challenges of AI in Economics
The article claims that creating fair and racially-just machine learning is currently unachievable due to reasons like biased training data and opaque algorithm design.
SSRNML & AI MethodsFeatured 3×
- 25 Jun 202542shares
Resilient Supply Chain Design
The research proposes a framework for enhancing supply chain resilience during large-scale disruptions, focusing on supply chain design and vulnerabilities.
SSRNOtherFeatured 3×
- 25 Jun 202520shares
Stock Returns in Supply Chain Pressure
The study shows that global supply chain pressures significantly contribute to negative forward returns in the U.S. stock market.
SSRNOtherFeatured 3×
- 25 Jun 202523shares
Unified Econometrics Discipline
The article discusses the rapid growth and transformation of econometrics, emphasizing advances in cross-sectional data analysis, policy analysis, and time series techniques.
SSRNEconometrics & ForecastingFeatured 3×
- 25 Jun 20253cites
Artificial Intelligence and Relationship Lending
The research explores the impact of AI adoption in credit scoring and relationship lending by banks, suggesting that AI investments can help banks manage the effects of relationship lending on credit supply and decisions.
SSRNML & AI MethodsFeatured 3×
- 25 Jun 20250cites
Options on Drugs: Industry Exposure and Option Anomalies
Pharmaceutical stocks offer higher returns when writing options due to their high growth potential and the unpredictability of drug trials and development.
SSRNDerivatives & VolatilityFeatured 3×