3 papers in the archive (2023), average empirical rigor 6.5/10, average math complexity 3.3/10. Quadrant mix: Holy Grail ×1, Street Traders ×2.
Works mostly in NLP & LLMs in Finance, Factor Investing & Asset Pricing, Market Microstructure, High-Frequency Trading & Optimal Execution.
Frequent co-authors: Yanci Zhang (2), Haitao Mao (2), Rui Dai (2), Jiawei Huang (1), Cien Zhang (1), Xinyi Li (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent cross-stock trading behaviors, which we denote as co-trading, shape the market structures and affect stock price co-mov
Form 10-K report is a financial report disclosing the annual financial state of a public company. It is an important evidence to conduct financial analysis, i.e., asset pricing, corporate finance. Practitioners and researchers are constantly designing algorithms to better conduct analysis on informa
Financial market participants frequently rely on numerous business relationships to make investment decisions. Investors can learn about potential risks and opportunities associated with other connected entities through these corporate connections. Nonetheless, human annotation of a large corpus to