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SSRN is giving authors more control over how their work is shared.
By the end of July, SSRN's submission process will include a range of licensing options, giving authors greater control over how their research is shared and reused.
Read more: spkl.io/60187JrxA
#SSRN
This paper applies the Kelly criterion to 100 years of market data & finds that growth-optimal leverage can lead to extremely large drawdowns. The results highlight why many #investors may prefer a fractional-Kelly approach rather than maximizing leverage. spkl.io/60197kBm7
This paper finds that in #Bitcoin & #Ether options markets, rising prices can sometimes increase implied volatility, especially during strong uptrends. This contrasts with the traditional equity-market pattern where volatility usually falls as prices rise. spkl.io/60137kBj3
This paper provides one of the first comprehensive studies of Private Debt Real Estate (PDRE) funds. Finds positive risk-adjusted performance relative to public debt benchmarks, while results vary sharply across the credit cycle. spkl.io/60157kBpL
#PrivateCredit #RealEstate
More sustainability imagery isn't always better. New research suggests that excessive ESG-focused visuals can reduce credibility with expert sustainability raters. spkl.io/60177k6WJ
#ESG
This @Geo_J_Intl_L article discusses how major powers are increasingly using coercive #economic tools—unilaterally & outside safeguards—rather than supporting liberal #trade & rule-based dispute resolution.
Read: spkl.io/60197Xm8U
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ALT This image shows the logo for Texas A&M University School of Law.
This paper shows that a new user's first transaction & entry community provide valuable signals about future engagement. Using data from nearly 198,000 #Venmo users the study finds that community-level info significantly improves cold-start predictions spkl.io/60117Xaev
This paper finds that month-end #fixedincome index rebalancing creates predictable demand for duration and generates measurable price pressure in government #bond markets. Nearly half of average monthly returns are linked to these rebalancing effects. spkl.io/60187Xale
New research finds that revealing traders' positions increases their influence on discussions and prices in prediction markets, but does not improve the quality of information reaching the market. spkl.io/60157XavH
#PredictionMarkets #Finance
This paper introduces an AI-driven system that discovers return predictors while committing to hypotheses before seeing returns.Shows that most AI-discovered return predictors disappear once subjected to rigorous scientific testing. spkl.io/60197Xa2f #AI #QuantFinance
This article by Michael Salib, prompted by #Trump v. Cook (2026), examines what role the Bank of #England plays in the #UK’s unwritten constitution.
Read: spkl.io/60117Xl5x
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@LSELaw
ALT This image shows the logo for LSE Law School.
This paper argues that legislative intent is neither a fiction nor simply the sum of individual legislators' views. Instead, legislatures & their audiences rely on shared interpretive conventions that make collective communicative intention possible. spkl.io/60177XoMh
#Law
Are there really just a handful of market risk factors? New research argues that once economic states are taken into account, priced risk may be effectively infinite-dimensional. spkl.io/60107XWuC
#AssetPricing #QuantFinance
This paper addresses #illiquidity in the #Gasoil options market by using its linkage to liquid Brent options & jointly models both with a correlated Bachelier local #volatility framework.
Read: spkl.io/60197Xl9S
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ALT This image shows a figure titled Brent market smiles, Gasoil market smiles and model-implied Gasoil smiles on May 26, 2026.
This @HarvardBusLaw article discusses how #AI & #machinelearning are reshaping #financialmarkets—bringing faster, more accurate trading but also new risks like flash crashes & algorithmic misuse.
Read: spkl.io/60127Xljw
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ALT This image shows an digitalized profile of a face with the words AI over the brain.
New research challenges the idea that MDL leadership is controlled by a cartel of repeat-player law firms. The study suggests that the bigger issues involve governance, #judicial delegation, and accountability in the selection of #litigation leaders. spkl.io/60157X5UR
This paper finds that shareholder proposals gaining access to corporate ballots are associated with a 1.19% decline in firm value, with the effect concentrated in environmental and social proposals. spkl.io/60177Xbel
#CorporateGovernance #ESG
This paper argues that the key limit on AI adoption is not what AI can do, but how costly it is to verify its work. Finds that less than half of AI-assisted work is readily delegable once verification costs are considered. spkl.io/60147Xbwg
#AI #FutureOfWork
This paper finds that misinformation is more prevalent during shareholder activist campaigns and is associated with a higher likelihood of settlement between activists and target firms. spkl.io/60197XbTz
#CorporateGovernance
This paper reviews how climate change is reshaping corporate finance, from investment and financing decisions to governance and strategy. Highlights emerging topics such as system-level investing, catalytic capital, and AI's role in #climatefinance. spkl.io/60177XbzN
This paper finds that LLMs can outperform many human financial decisions but often become overly conservative when users reveal anxiety, health concerns, or low risk tolerance. spkl.io/60127XwRq
#AI #PersonalFinance
