2 citations · 2 across the 2 of their papers we have counts for
2 papers
cs.LG2026
A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting
Jing Liu, Maria Grith, Xiaowen Dong +1
This paper studies cross-market return predictability through a machine learning framework that preserves economic structure. Exploiting the non-overlapping trading hours of the U.…
econ.GN2024★ 2 cited
Risk Premia in the Bitcoin Market
Caio Almeida, Maria Grith, Ratmir Miftachov +1
We analyze the first and second moment risk premia in the Bitcoin market based on options and realized returns and contrast them to the premia embedded in the main US stock index m…