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q-fin.GN2023★ 3 cited
Company Competition Graph
Yanci Zhang, Yutong Lu, Haitao Mao +4
Financial market participants frequently rely on numerous business relationships to make investment decisions. Investors can learn about potential risks and opportunities associate…
cs.IR2023
Form 10-K Itemization
Yanci Zhang, Mengjia Xia, Mingyang Li +5
Form 10-K report is a financial report disclosing the annual financial state of a public company. It is an important evidence to conduct financial analysis, i.e., asset pricing, co…
q-fin.TR2023
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
Yutong Lu, Gesine Reinert, Mihai Cucuringu
The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent…