Image de couverture de livre

Technology Adoption and Network Externalities in Financial Systems: A Spatial-Network Approach

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Kikuchi, Tatsuru
Format:	Preprint
Publié:	2026
Sujets:	Econometrics Theoretical Economics General Finance Trading and Market Microstructure
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

On the hidden costs of passive investing
par: Tasitsiomi, Iro
Publié: (2025)

Flexible Information Acquisition in the Kyle Model
par: Viswanathan, S., et autres
Publié: (2026)

Dynamic Pricing for Real Estate
par: Razumovskiy, Lev, et autres
Publié: (2024)

Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
par: Razumovskiy, Lev, et autres
Publié: (2024)

TradeMech: A Method to Multilaterally Net Trades Without Altering Counterparty Exposure
par: Aronoff, Daniel, et autres
Publié: (2026)

Information Structures in Stablecoin Markets
par: Zhu, Brian
Publié: (2024)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
par: Lopez-Lira, Alejandro
Publié: (2025)

The Value of Information: A Puzzle
par: Kadan, Ohad, et autres
Publié: (2026)

Optimal Benchmark Design under Costly Manipulation
par: Hernando-Veciana, Ángel
Publié: (2025)

Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
par: Nechepurenko, Maksym
Publié: (2026)

The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
par: Capponi, Agostino, et autres
Publié: (2026)

Information Flow in the FTX Bankruptcy: A Network Approach
par: De Blasis, Riccardo, et autres
Publié: (2024)

The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
par: Xu, Ziyi, et autres
Publié: (2023)

Comparative analysis of financial data differentiation techniques using LSTM neural network
par: Stempień, Dominik, et autres
Publié: (2025)

The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector
par: Kikuchi, Tatsuru
Publié: (2026)

Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects
par: Takahashi, Makoto
Publié: (2025)

An Empirical Analysis of Scam Tokens on Ethereum Blockchain
par: Jeleskovic, Vahidin
Publié: (2024)

Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
par: Tsaknaki, Ioanna-Yvonni, et autres
Publié: (2023)

Ponzi Funds
par: van der Beck, Philippe, et autres
Publié: (2024)

Algometrics: Forecasting Under Algorithmic Feedback
par: Schmitt, Marc
Publié: (2026)

Reinforcement Learning in High-frequency Market Making
par: Zheng, Yuheng, et autres
Publié: (2024)

Riding Wavelets: A Method to Discover New Classes of Price Jumps
par: Aubrun, Cecilia, et autres
Publié: (2024)

Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
par: Nechepurenko, Maksym
Publié: (2026)

Debiasing LLMs by Fine-tuning
par: Gao, Zhenyu, et autres
Publié: (2026)

Chronologically Consistent Large Language Models
par: He, Songrun, et autres
Publié: (2025)

Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
par: Ardia, David, et autres
Publié: (2024)

Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration
par: Aubrun, Cecilia, et autres
Publié: (2025)

Volatility-based strategy on Chinese equity index ETF options
par: Yifeng, Peng
Publié: (2024)

BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
par: Aparicio, Valentina, et autres
Publié: (2024)

When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization
par: Falezza, Alessandro
Publié: (2026)

Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning
par: Lillo, Fabrizio, et autres
Publié: (2024)

A data-driven merit order: Learning a fundamental electricity price model
par: Ghelasi, Paul, et autres
Publié: (2025)

The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
par: Nechepurenko, Maksym
Publié: (2026)

Mathematical Model of International Trade and Global Economy
par: Gonchar, N. S., et autres
Publié: (2021)

Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
par: Fluri, Lars, et autres
Publié: (2024)

Wealth or Stealth? The Camouflage Effect in Insider Trading
par: Ma, Jin, et autres
Publié: (2025)

Multi-Asset Bubbles Equilibrium Price Dynamics
par: Cordoni, Francesco
Publié: (2022)

Modeling for the Growth of Unorganized Retailing in the Presence of Organized and E-Retailing in Indian Pharmaceutical Industry
par: Mondal, Koushik, et autres
Publié: (2025)

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
par: Drissi, Fayçal, et autres
Publié: (2025)

How low-cost AI universal approximators reshape market efficiency
par: Barucca, Paolo, et autres
Publié: (2025)