The Global Latent Risk Factor in Corporate Debt Distress: Frailty and Spillover Effects

Yanru Lee

The Hoover Institution, Stanford University, United States of America

Re(Visiting) Time Series Foundation Models in Finance

Eghbal Rahimikia¹, Hao Ni², Weiguan Wang³

1: Alliance Manchester Business School, United Kingdom; 2: University College London (UCL), United Kingdom; 3: Shanghai University, China

Reassessing Sparse Signals in the Cross-Section of Returns

Dominik Roesch¹, Yihe Yu²

1: The State University of New York at Buffalo; 2: Rensselaer Polytechnic Institute

Hard to Process: Atypical Firms and the Cross-Section of Expected Stock Returns

Sebastian Weibels

University of Cologne, Germany

The Elusive CAPM: Idiosyncratic News and the Tilt of the Security Market Line

Adam Upenieks

University of Calgary, Canada

Confident Risk Premiums and Investments using Machine Learning Uncertainties

Rohit Allena

University of Houston, United States of America

The Fixed Disposition Effect

Qinglin Ouyang¹, Shumiao Ouyang²

1: Stockholm University, Sweden; 2: Saïd Business School, University of Oxford

Fast Flow in Slow-Moving Market: Leveraged Loan Fund Flow and Real Activity

Wing Lam Cheung^1,2

1: University of Lausanne; 2: Swiss Finance Institute

Asset (and Data) Managers

Marco Zanotti

Swiss Finance Institute, USI Lugano, Switzerland

The Social Risks of Generative AI

Rex Wang Renjie^1,2, Marco Ceccarelli¹

1: Vrije Universiteit (VU) Amsterdam, Netherlands, The; 2: Tinbergen Institute

Newspaper Closures and Trading in Local Stocks

Peter Cziraki^1,2, Jasmin Gider³

1: Texas A&M University; 2: European Corporate Governance Institute; 3: Tilburg University

Firm-Level Input Price Changes and Their Effects: A Deep Learning Approach

Sudheer Chava¹, Wendi Du², Indrajit Mitra³, Agam Shah¹, Linghang Zeng⁴

1: Scheller College of Business, Georgia Institute of Technology; 2: University of South Carolina; 3: Federal Reserve Bank of Atlanta, United States of America; 4: Babson College

(Every) 15 seconds to alpha: Long/short optimization with EVT

Andreas Christopoulos¹, Joshua Barratt²

1: University of Cambridge, United Kingdom; 2: Barratt Consulting