2 citations · 2 across the 4 of their papers we have counts for
3 papers · 1 filter
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…