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Learning causation event conjunction sequences
by: Portegys, Thomas E.
Published: (2024)

From Hurricane Irma to the Grindavík eruptions: volatility premiums in disaster governance
by: Thor Björnsson
Published: (2026)

Complex event recognition meets hierarchical conjunctive queries
by: Pinto, Dante, et al.
Published: (2024)

Effects of analyst sentiment on volatility dynamics in financial market
by: Jiang, Xiongfei, et al.
Published: (2026)

On the implied volatility of Inverse options under stochastic volatility models
by: Alòs, Elisa, et al.
Published: (2023)

On the implied volatility of Asian options under stochastic volatility models
by: Alòs, Elisa, et al.
Published: (2022)

Forecasting U.S. equity market volatility with attention and sentiment to the economy
by: Halousková, Martina, et al.
Published: (2025)

Information, sentiment, and margin trading of Chinese stock market
by: Hai Lin, et al.
Published: (2024)

Softening of $dd$ excitation in the resonant inelastic x-ray scattering spectra as a signature of Hund's coupling in nickelates
by: Kumar, Umesh, et al.
Published: (2023)

Modulational Instability of the time-fractional Ivancevic option pricing model and the Coupled Nonlinear volatility and option price model
by: Gaafele, C., et al.
Published: (2024)

Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?
by: Matteo Bonato, et al.
Published: (2024)

Network information transmission of investor sentiment and asymmetric volatility spillover effects
by: Zeguang Li, et al.
Published: (2025)

Does image sentiment of major public emergency affect the stock market performance? New insight from deep learning techniques
by: Yun Liu, et al.
Published: (2024)

Predicting stock prices with ChatGPT-annotated Reddit sentiment
by: Kmak, Mateusz, et al.
Published: (2025)

Governança multinível para o desenvolvimento regional: um estudo de caso do Consórcio Intermunicipal da Fronteira
by: Joanni Aparecida Henrichs
Published: (2017)

Synthetic long stock and option trading: Evidence from stock splits
by: Yifan Liu, et al.
Published: (2024)

On options-driven realized volatility forecasting: Information gains via rough volatility model
by: Fan, Zheqi, et al.
Published: (2026)

On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model
by: Alòs, Elisa, et al.
Published: (2023)

The asset growth return premium and anchoring on the 52‐week high
by: Benjamin M. Blau, et al.
Published: (2024)

Machine learning of public sentiments towards wind energy in Norway
by: Oskar Vågerö, et al.
Published: (2024)

Finance and economics. Coming clean on stock options
Published: (2002)

Trace conjunction inequalities
by: Van Schaftingen, Jean
Published: (2025)

Event-related potentials and illusory conjunctions in the time domain
by: Ma Eugenia Rubio
Published: (2008)

Financial sentiment analysis using FinBERT with application in predicting stock movement
by: Jiang, Tingsong, et al.
Published: (2023)

Text, tone, and legal language: Analyzing mutual fund disclosure sentiment
by: Anne M. Tucker, et al.
Published: (2024)

Subleading correction to the Asian options volatility in the Black-Scholes model
by: Pirjol, Dan
Published: (2024)

Pricing options and computing implied volatilities using neural networks
by: Liu, Shuaiqiang, et al.
Published: (2019)

Push and pull determinants of the country risk premium for emerging economies: an econometric appraisal
by: Antoni, Daniel Consul de, et al.
Published: (2023)

Institutional investor network and idiosyncratic volatility of stocks
by: Xiaoying Zhai, et al.
Published: (2024)

Sentiment volatility and financial constraints in stock returns
by: Jin Lau
Published: (2025)

Is there a size premium for nations?
by: Damijan, Jože P., et al.
Published: (2024)

Precision premium transformation -- a high-precision astrometric solution based on the precision premium curve
by: Zheng, Z. J., et al.
Published: (2024)

Investor sentiment and stock market returns: A comparative analysis of mood, word, and trade
by: Lan Xiang, et al.
Published: (2026)

Dependence matters! Investor sentiment and stock returns: A sliced inverse regression approach
by: Lingyu He, et al.
Published: (2025)

Homotopy coherent companionships and conjunctions
by: Ruit, Jaco
Published: (2024)