2 papers
q-fin.TR2026
Which Voices Move Markets? Speaker Identity and the Cross-Section of Post-Earnings Returns
Karmanpartap Singh Sidhu, Junyi Fan, Maryam Pishgar
We utilize FinBERT, a domain-specific transformer model, to parse 6.5 million sentences from 16,428 S&P 500 quarterly earnings call transcripts (2015-2025) and demonstrate that pos…
q-fin.CP2026
Beyond Black-Scholes: A Computational Framework for Option Pricing Using Heston, GARCH, and Jump Diffusion Models
Karmanpartap Singh Sidhu, Pranshi Saxena
This research addresses accurate option pricing by employing models beyond the traditional Black-Scholes framework. While Black-Scholes provides a closed-form solution, it is limit…