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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3 results for “subreddit”

Investor base and idiosyncratic volatility of cryptocurrenciesq-fin.CP

Study shows cryptocurrency investor base affects volatility.

problem Investor base changes impact cryptocurrency volatility.

method Proxying investor base with subreddit follower changes, analyzed idiosyncratic volatility.

result Changes in cryptocurrency investor base significantly increase idiosyncratic volatility.

cryptocurrency volatility investor base subreddit idiosyncratic

2022-11-23abs ↗pdf ↗

The echo chamber effect resounds on financial markets: a social media alert system for meme stocksq-fin.TR

Paper detects social media influencers affecting financial markets.

problem Impact of social media influencers on financial markets.

method Developed an early warning system for detecting suspicious social network activity.

result Discrepancy in meme and non-meme stocks' reactions to social networks.

social media financial markets meme stocks short squeezes event study

2022-03-25abs ↗pdf ↗

Multi-channel discourse as an indicator for Bitcoin price and volume movementsq-fin.ST

This research aims to identify how Bitcoin-related news publications and online discourse are expressed in Bitcoin exchange movements of price and volume. Being inherently digital, all Bitcoin-related fundamental data (from exchanges, as well as transactional data directly from the blockchain) is available online, some…

2018-11-06abs ↗pdf ↗