91g15

Documents about 91g15

• Numeraire Invariance of Entropy-Projected Martingale Measures#985944arXiv (All)
• Data-driven measures of high-frequency trading#1216120arXiv (All)
• Reflexivity from Hierarchical Causality#789874arXiv (OAI Expanded)
• Reflexivity from Hierarchical Causality#793893arXiv (All)
• Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow#920454arXiv (OAI Expanded)
• Uniform Inference and Certified Capacity at a Reflexive Stability Boundary#920463arXiv (OAI Expanded)
• Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow#924688arXiv (All)
• Uniform Inference and Certified Capacity at a Reflexive Stability Boundary#924697arXiv (All)
• Mean-Variance Stackelberg Games with Asymmetric Information#1198830arXiv (All)
• The Privacy Subsidy in Market Microstructure#997549arXiv (All)
• Stochastic models with power-law trends: An analysis of Bitcoin price dynamics#1388836arXiv (All)
• Growth rate of liquidity provider's wealth in G3Ms#139068arXiv (OAI)
• Bitcoin's Structural Position as Money: A Contested Synthesis of Post-Keynesian and Austrian Critiques#973004arXiv (All)
• Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index#189225arXiv (OAI)
• A Finite Bid--Ask Spread from Replenishment Displaced from the Quote#1217720arXiv (All)
• Intraday Forecasting Ability and Liquidity Provision of Institutional Traders#1424259arXiv (All)
• Correlation emergence and the Epps effect in two coupled limit order books#973217arXiv (All)
• Does Crypto Sentiment Extremity Widen Estimated Spreads? Evidence Depends on the Specification#1083030arXiv (OAI Expanded)
• A Generalized Langevin Model of Latent Liquidity and Concave Price Impact#1142179arXiv (All)
• Are Whitepaper Claims Reflected in Market Structure? A Contamination-Aware Pipeline and a Power-Limited Null#1083024arXiv (OAI Expanded)
• Not All LPs Are Equal: The Active-Passive Gap in Automated Market Maker Liquidity Provision#1142266arXiv (All)
• NEST: Stale-Robust Tokenized-Stock Measurement for a Crypto-Treasury LETF Stack#1356827arXiv (All)
• A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients#1012184arXiv (All)
• Sniper Cohorts and Algorithmic Filter Rejections in Solana Memecoin Markets: Two-Window Replication of Lifecycle-Stage Population Separation#1013131arXiv (All)
• Do Two On-Chain Observation Pipelines See the Same Tokens? Cross-Pipeline Coverage on the Solana pump.fun Launchpad#1227462arXiv (OAI Expanded)
• From Alpha to Execution: Trading Horizons, Regimes, and Schedules under Concave Impact and Hurst Scaling#1388121arXiv (All)
• Pricing the Unprovable: Ambiguity, Turnstile Runs, and the Verifiability Discount in Crypto Protocols#1356876arXiv (All)
• Latent Continuum of Regimes in Limit Order Book Dynamics#1201753arXiv (All)
• MultiFinRAG: An Optimized Multimodal Retrieval-Augmented Generation (RAG) Framework for Financial Question Answering#131347arXiv (OAI)