2019 Q3 Quarterly Research Archive¶
This page is an automatically generated archive of bibliographic facts and original links. Automatic selection does not mean editorial endorsement; the page does not validate claims or provide investment advice.
- Coverage: 2019-07-01 to 2019-09-30
- Acquired records: 331
- Automatically selected records: 4
- Selection sources: 4
- Audited source-archive records: 5
- Archive sources: 3
Topic distribution¶
- volatility: 3
- microstructure: 3
- financial ml: 1
- research methods: 1
Automatically selected records¶
- 2019-09-22 — Using Machine Learning to Predict Realized Variance · arXiv Quantitative Finance History · volatility, financial ml, microstructure
- 2019-09-21 — Implied volatility surface predictability: the case of commodity markets · Original source · arXiv Quantitative Finance History · volatility, research methods
- 2019-08-07 — Order Cancellations, Fees, and Execution Quality in U.S. Equity Options · The Review of Financial Studies · microstructure
- 2019-07-19 — A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth · Journal of Financial and Quantitative Analysis · volatility, microstructure
Audited source archive¶
This section completely lists records acquired from sources explicitly configured for quarterly archiving. Inclusion confirms metadata and original-link coverage, not research quality or strategy validity.
- 2019-09-26 — Co-impact: crowding effects in institutional trading activity · CFM-affiliated Crossref metadata
- 2019-09-01 — Text as Data · AQR-affiliated Crossref metadata
- 2019-08-26 — Optimal Currency Hedging for International Equity Portfolios · AQR-affiliated Crossref metadata
- 2019-08-06 — A Case Study of Initiatives at JPX on Experimental Tests toward the RPA Adoption Project and its Promotion · JPX official working-paper index
- 2019-07-05 — Impact is not just volatility · CFM-affiliated Crossref metadata