Big Data and Securities Markets
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Theis I. Jensen, Bryan T. Kelly, Semyon Malamud, Lasse H. Pedersen
Machine Learning about Optimal Portfolios -
Bradford Lynch, Daniel J. Taylor
The Information Content of Corporate Websites -
Maryam Farboodi, Dhruv Singal, Laura Veldkamp, Venky Venkateswaran
Valuing Financial Data -
Lin William Cong, Ke Tang, Jingyuan Wang, Yang Zhang
AlphaPortfolio: Direct Construction Through Deep Reinforcement Learning and Interpretable AI -
Robert P. Bartlett III, Justin McCrary, Maureen O'Hara
The Market Inside the Market: Odd-lot Quotes -
Terrence Hendershott, Dan Li, Dmitry Livdan, Norman Schurhoff, Kumar Venkataraman
Quote Competition in Corporate Bonds -
Suzie Noh, Eric C. So, Christina Zhu
Financial Reporting and Consumer Behavior
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