2 citations · 2 across the 4 of their papers we have counts for
8 papers
Linguistic Passiveness in Earnings Calls and Stock Returns
Lynn Tao, Yuntao Wu, Charles Martineau +2
We study linguistic passiveness as the fraction of passive-voice sentences in earnings conference call Q&A sessions and show it is informative for equity markets. Using 105,642 U.S…
Measuring What is Repeated and Novel in Earnings Disclosures Using Optimal Transport
Yuntao Wu, Lynn Tao, Charles Martineau +2
We introduce an optimal transport framework to decompose the textual content of earnings press releases and conference calls into aligned (shared) and unaligned (unique) components…
Multi-Currency AMMs for Decentralized FOREX Markets: Feasibility & Optimal Design
Reina Ke Xin Li, Andreas Park, Andreas Veneris +1
Most currency pairs lack a direct liquid market, so international foreign exchange relies on routing transactions through a dominant vehicle currency. Multi-currency automated mark…
Aligning Multilingual News for Stock Return Prediction
Yuntao Wu, Lynn Tao, Ing-Haw Cheng +4
News spreads rapidly across languages and regions, but translations may lose subtle nuances. We propose a method to align sentences in multilingual news articles using optimal tran…
Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns
Yuntao Wu, Ege Mert Akin, Charles Martineau +2
We examine how textual features in earnings press releases predict stock returns on earnings announcement days. Using over 138,000 press releases from 2005 to 2023, we compare trad…
Balancing Compliance and Privacy in Offline CBDC Transactions Using a Secure Element-based System
Panagiotis Michalopoulos, Anthony Mack, Cameron Clark +3
Blockchain technology has spawned a vast ecosystem of digital currencies with Central Bank Digital Currencies (CBDCs) -- digital forms of fiat currency -- being one of them. An imp…
Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options
Srisht Fateh Singh, Reina Ke Xin Li, Samuel Gaskin +5
This paper mathematically models a constant-function automated market maker (CFAMM) position as a portfolio of exotic options, known as perpetual American continuous-installment (C…
BAKUP: Automated, Flexible, and Capital-Efficient Insurance Protocol for Decentralized Finance
Srisht Fateh Singh, Panagiotis Michalopoulos, Andreas Veneris
This paper introduces BAKUP, a smart contract insurance design for decentralized finance users to mitigate risks arising from platform vulnerabilities. While providing automated cl…