2022 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: 2022-07-01 to 2022-09-30
- Acquired records: 394
- Automatically selected records: 3
- Selection sources: 2
- Audited source-archive records: 5
- Archive sources: 4
Topic distribution¶
- volatility: 3
- microstructure: 1
- research methods: 1
Automatically selected records¶
- 2022-09-20 — Effects of nondiscretionary trading on futures prices · Journal of Futures Markets · volatility, microstructure
- 2022-08-09 — A VIX for APAC: Building a regional volatility benchmark · Optiver Market Insights · volatility, research methods
- 2022-08-04 — Forecasting variance swap payoffs · Journal of Futures Markets · volatility
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.
- 2022-08-30 — How Changes in Tick Sizes Affect Investors' Execution Costs · JPX official working-paper index
- 2022-08-12 — A Mavenites Journey · Maven Securities official research archive
- 2022-08-08 — When do systematic strategies decay? · CFM-affiliated Crossref metadata
- 2022-07-13 — Venturing into uncharted territory: An extensible implied volatility surface model · Oxford-Man-affiliated Crossref metadata
- 2022-07-05 — Maven’s June Chronicle · Maven Securities official research archive