2020 Q2 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: 2020-04-01 to 2020-06-30
- Acquired records: 343
- Automatically selected records: 3
- Selection sources: 3
- Audited source-archive records: 4
- Archive sources: 4
Topic distribution¶
- volatility: 2
- research methods: 1
- microstructure: 1
Automatically selected records¶
- 2020-05-30 — The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets · Original source · arXiv Quantitative Finance History · volatility, research methods
- 2020-04-13 — Volatility forecasts embedded in the prices of crude‐oil options · Journal of Futures Markets · volatility
- 2020-04-06 — Do (Should) Brokers Route Limit Orders to Options Exchanges That Purchase Order Flow? · Journal of Financial and Quantitative Analysis · 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.
- 2020-06 — Characteristic-Sorted Portfolios: Estimation and Inference · AQR-affiliated Crossref metadata
- 2020-05-16 — MARKET MAKING WITH ALPHA SIGNALS · Oxford-Man-affiliated Crossref metadata
- 2020-04-28 — Time Series Forecasting With Deep Learning: A Survey · Oxford-Man official selected arXiv index
- 2020-04-07 — Are trading invariants really invariant? Trading costs matter · CFM-affiliated Crossref metadata