{"paper":{"title":"CrossAlpha: An Annual-Report Benchmark for Cross-Market Factor Research","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"cs.IR","authors_text":"Bingsheng He, Nuo Chen, Qian Wang, Zhaomin Wu, Zhongyi Tong","submitted_at":"2026-05-28T03:11:41Z","abstract_excerpt":"Cross-market factor research studies whether firm-level signals from one or more markets can predict returns in a target market, but existing public benchmarks do not support cross-market disclosure-to-return evaluation. Building such a benchmark is challenging because filings differ across languages and regulatory systems, disclosure-derived similarity can be biased by common reporting components, and cross-market signals must be evaluated under feasible trading-time alignment. We introduce \\textbf{CrossAlpha}, a public annual-report benchmark for cross-market factor research. CrossAlpha addr"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2605.29286","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2605.29286/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}