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Every paper Pith has read. Search by title, abstract, or pith.
74 papers in q-fin.GN · page 1
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Three lagged variables benchmark post-GFC CIP deviations
A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations
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Three variables explain post-GFC CIP deviations
A Three-Variable Benchmark for Post-GFC Covered Interest Parity Deviations
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External demand lifts Nepal remittances while tight money cuts them
External Demand, Domestic Monetary Conditions, and Remittance Dynamics in Nepal
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Paid priority and discrete blocks bias prices in blockchain markets
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
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Generative models output continuous emotion intensity scores
Beyond Sentiment Classification: A Generative Framework for Emotion Intensity Evaluation in Text
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Drift term sharpens put-call parity fit in SPX options
The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
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Physical drift term tightens put-call parity carry gap fit
The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
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Drift term improves put-call parity fit on SPX options
The P behind Q: Empirical Evidence from Physical Drift in Put-Call Parity
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Covariance between prices and order flow equals value of information
The Value of Information: A Puzzle
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Leverage scales price manipulation but shifts outcome thresholds
Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
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Taxonomy defines seven variants of event perpetual futures
A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
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Binary perpetuals need separate halt and margin rules
Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
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Retail investors drive comovement in China
The effect of investor-driven information diffusion on excess comovement: Evidence from retail and institutional investors in China and the United States
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Transparency cuts disposition effect in stocks
Corporate transparency and the disposition effect
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Social media cuts investor disposition effect via negative posts
Does social media information affect individual investor disposition effect? Evidence from Xueqiu
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Cycles Protocol nets trade credit without risk shift or novation
Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
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Three distinct layers detect informed trading in prediction markets
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
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Three distinct layers detect informed trading in prediction markets
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
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Deadline score flips Iran contract leakage from negative to positive
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
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Leakage score flips from -0.33 to +0.11 on $269M Iran contract
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
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Score measures pre-news price moves in binary prediction markets
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
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New score measures pre-event price moves in prediction markets
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
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Information leakage score works for just 0.7% of Polymarket markets
Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
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On-chain benchmark tests AI agents on live prediction markets
Foresight Arena: An On-Chain Benchmark for Evaluating AI Forecasting Agents
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Satoshi's Bitcoin sale would trim prices by about 10 percent
The Satoshi Overhang: Why the Bear Case is Bounded
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LLM agents find crypto factors with 44.55% out-of-sample returns
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
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External yields crush PoS staking rewards to zero at scale
The Financialization of Proof-of-Stake: Asymptotic Centralization under Exogenous Risk Premiums
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Implied volatility solved explicitly via inverse Gaussian quantile
An Explicit Solution to Black-Scholes Implied Volatility
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Implied volatility equals inverse-Gaussian quantile of normalized price
An Explicit Solution to Black-Scholes Implied Volatility
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Polymarket order-book trades match on-chain truth only 59 percent of time
The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
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Public order book gets Polymarket trade direction right only 59% of the time
The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
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Non-unique time exposes deeper market incompleteness
Non-unique time and market incompleteness
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Extended HMM models operational risk ties to macro variables
Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
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Bibliometric map divides biodiversity finance into eight streams
Research Streams in Biodiversity Finance: A Bibliometric Analysis and Research Agenda
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LLM snapshots predict stock returns beyond valuations
ChatGPT as a Time Capsule: The Limits of Price Discovery
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Global assets align with US put-call parity residuals
Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
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Global returns close U.S
Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
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Low-frequency global returns explain U.S
Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
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Derivatives markets show hidden carry cost in parity trades
The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
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Put-call parity hides a carry cost from daily risks
The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
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Put-call parity holds but leaves a carry gap
The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
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LLM edge filtering lifts cross-stock Sharpe from 0.74 to 0.82
Cross-Stock Predictability via LLM-Augmented Semantic Networks
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Agentic framework beats dynamic code generation on finance tasks
QRAFTI: An Agentic Framework for Empirical Research in Quantitative Finance
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Prompt edits change bubble size in AI markets
Dissecting AI Trading: Behavioral Finance and Market Bubbles
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Larger feature spaces uncover sparser priced risks
The Virtue of Sparsity in Complexity
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AI stocks command a premium to hedge untradeable singularity risk
Hedging the Singularity
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Macro news jumps carry the highest risk premium
Interpretable Systematic Risk around the Clock
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Quantile model improves oil price downside forecasts by 10-25%
Forecasting Oil Prices Across the Distribution: A Quantile VAR Approach
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Classifier reveals AI patent convergence in US and China
AI Patents in the United States and China: Measurement, Organization, and Knowledge Flows
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US and Israel lead VC-based ranking of tech sovereignty
The Geoeconomics of Venture Capital An Economic Complexity Approach to Emerging Technological Sovereignty