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### 2016

**1603.07532 The Meta-Distribution of Standard P-Values***by*Nassim Nicholas Taleb**1603.07488 Conic Martingales from Stochastic Integrals***by*Fr\'ed\'eric Vrins & Monique Jeanblanc**1603.07225 A hybrid approach for the implementation of the Bates model with stochastic interest rate***by*Maya Briani & Lucia Caramellino & Antonino Zanette**1603.07074 On random convex analysis***by*Tiexin Guo & Erxin Zhang & Mingzhi Wu & Bixuan Yang & George Yuan**1603.07020 Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets***by*Tomas Krehlik & Jozef Barunik**1603.07019 Optimal dividend payments for a two-dimensional insurance risk process***by*Pablo Azcue & Nora Muler & Zbigniew Palmowski**1603.06888 The behavioural aspect of green technology investments: a general positive model in the context of heterogeneous agents***by*F. Knobloch & J. -F. Mercure**1603.06825 First Order BSPDEs: examples in higher dimension***by*Nikolai Dokuchaev**1603.06805 Using real-time cluster configurations of streaming asynchronous features as online state descriptors in financial markets***by*Dieter Hendricks**1603.06558 Universal trading under proportional transaction costs***by*Richard J Martin**1603.06498 Optimal Liquidation under Stochastic Resilience of Price Impact***by*Dirk Becherer & Todor Bilarev & Peter Frentrup**1603.06407 The mathematics of non-linear metrics for nested networks***by*Rui-Jie Wu & Gui-Yuan Shi & Yi-Cheng Zhang & Manuel Sebastian Mariani**1603.06389 No-arbitrage bounds for the forward smile given marginals***by*Sergey Badikov & Antoine Jacquier & Daphne Qing Liu & Patrick Roome**1603.06312 A rank based mean field game in the strong formulation***by*Erhan Bayraktar & Yuchong Zhang**1603.06202 Extracting Predictive Information from Heterogeneous Data Streams using Gaussian Processes***by*Sid Ghoshal & Stephen Roberts**1603.06196 Switching Economics for Physics and the Carbon Price Inflation: Problems in Integrated Assessment Models and their Implications***by*Sgouris Sgouridis & Abdulla Kaya & Denes Csala**1603.06183 Risk-Constrained Kelly Gambling***by*Enzo Busseti & Ernest K. Ryu & Stephen Boyd**1603.06050 Tukey's Transformational Ladder for Portfolio Management***by*Philip Ernst & James Thompson & Yinsen Miao**1603.06047 The Circle of Investment: Connecting the Dots of the Portfolio Management Cycle..***by*Ravi Kashyap**1603.06034 Solving Society's Big Ills, A Small Step***by*Ravi Kashyap**1603.05937 How to Combine a Billion Alphas***by*Zura Kakushadze & Willie Yu**1603.05914 Statistically similar portfolios and systemic risk***by*Stanislao Gualdi & Giulio Cimini & Kevin Primicerio & Riccardo Di Clemente & Damien Challet**1603.05828 Online Networks, Social Interaction and Segregation: An Evolutionary Approach***by*Angelo Antoci & Fabio Sabatini & Francesco Sarracino**1603.05700 Estimating the Integrated Parameter of the Locally Parametric Model in High-Frequency Data***by*Yoann Potiron**1603.05670 Bank distress in the news: Describing events through deep learning***by*Samuel R\"onnqvist & Peter Sarlin**1603.05513 The geometric phase of stock trading***by*Claudio Altafini**1603.05373 Sharp convex bounds on the aggregate sums--An alternative proof***by*Chuancun Yin & Dan Zhu**1603.05313 Market Dynamics vs. Statistics: Limit Order Book Example***by*Vladislav Gennadievich Malyshkin & Ray Bakhramov**1603.05294 Modeling and Estimation of the Risk When Choosing a Provider***by*Ekaterina Sorokina**1603.05181 Strength of weak layers in cascading failures on multiplex networks: case of the international trade network***by*Kyu-Min Lee & Kwang-Il Goh**1603.05142 Can banks default overnight? Modeling endogenous contagion on O/N interbank market***by*Pawe{\l} Smaga & Mateusz Wili\'nski & Piotr Ochnicki & Piotr Arendarski & Tomasz Gubiec**1603.04364 On the overlaps between eigenvectors of correlated random matrices***by*Jo\"el Bun & Jean-Philippe Bouchaud & Marc Potters**1603.04099 Contagion and Stability in Financial Networks***by*Seyyed Mostafa Mousavi & Robert Mackay & Alistair Tucker**1603.04017 Clustering Financial Time Series: How Long is Enough?***by*Gautier Marti & S\'ebastien Andler & Frank Nielsen & Philippe Donnat**1603.03874 Analysis of the nonlinear option pricing model under variable transaction costs***by*Daniel Sevcovic & Magdalena Zitnanska**1603.03747 Discrete-Time Quadratic Hedging of Barrier Options in Exponential L\'{e}vy Model***by*Ale\v{s} \v{C}ern\'y**1603.03538 Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment***by*Jean-Pierre Fouque & Ruimeng Hu**1603.03458 Financial contagion in investment funds***by*Leonardo dos Santos Pinheiro & Flavio Codeco Coelho**1603.03198 General dynamic term structures under default risk***by*Claudio Fontana & Thorsten Schmidt**1603.03012 Capital Valuation Adjustment and Funding Valuation Adjustment***by*Claudio Albanese & Simone Caenazzo & St\'ephane Cr\'epey**1603.02902 Interacting Default Intensity with Hidden Markov Process***by*Feng-Hui Yu & Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu**1603.02896 Small-time asymptotics for basket options -- the bi-variate SABR model and the hyperbolic heat kernel on $\mathbb{H}^3$***by*Martin Forde & Hongzhong Zhang**1603.02874 Libor at crossroads: stochastic switching detection using information theory quantifiers***by*Aurelio F. Bariviera & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso**1603.02867 Convex duality in optimal investment and contingent claim valuation in illiquid markets***by*Teemu Pennanen & Ari-Pekka Perkki\"o**1603.02615 Unbiased estimation of risk***by*Marcin Pitera & Thorsten Schmidt**1603.02438 A Mathematical Model of Foreign Capital Inflow***by*Gopal K. Basak & Pranab Kumar Das & Allena Rohit**1603.02354 Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX***by*Hannah Cheng & Juan Zhan & William Rea & Alethea Rea**1603.01865 Exponentially concave functions and high dimensional stochastic portfolio theory***by*Soumik Pal**1603.01685 Mathematical analysis of historical income per capita distributions***by*Ron W Nielsen**1603.01586 Average cross-responses in correlated financial market***by*Shanshan Wang & Rudi Sch\"afer & Thomas Guhr**1603.01580 Cross-response in correlated financial markets: individual stocks***by*Shanshan Wang & Rudi Sch\"afer & Thomas Guhr**1603.01416 Big is Fragile: An Attempt at Theorizing Scale***by*Atif Ansar & Bent Flyvbjerg & Alexander Budzier & Daniel Lunn**1603.01397 Latent class analyisis for reliable measure of inflation expectation in the indian public***by*Sunil Kumar**1603.01341 Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs***by*Ravi Kashyap**1603.01308 Dynamic Adaptive Mixture Models***by*Leopoldo Catania**1603.01288 Option spanning beyond $L_p$-models***by*Niushan Gao & Foivos Xanthos**1603.01231 Stock prices, inflation and inflation uncertainty in the U.S.: Testing the long-run relationship considering Dow Jones sector indexes***by*Claudiu Albulescu & Christian Aubin & Daniel Goyeau**1603.01103 Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law***by*Marcel Ausloos & Rosella Castellano & Roy Cerqueti**1603.01041 Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-moments***by*Gareth W. Peters & Wilson Y. Chen & Richard H. Gerlach**1603.00991 Financial Services, Economic Growth and Well-Being: A Four-Pronged Study***by*Ravi Kashyap**1603.00987 Securities Lending Strategies, Exclusive Auction Bids***by*Ravi Kashyap**1603.00984 David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs***by*Ravi Kashyap**1603.00850 Tipping elements and climate-economic shocks: Pathways toward integrated assessment***by*Robert E. Kopp & Rachael Shwom & Gernot Wagner & Jiacan Yuan**1603.00751 Equity forecast: Predicting long term stock price movement using machine learning***by*Nikola Milosevic**1603.00736 Puzzling properties of the historical growth rate of income per capita explained***by*Ron W Nielsen**1603.00568 The Value of A Statistical Life in Absence of Panel Data: What can we do?***by*Andr\'es Riquelme & Marcela Parada**1603.00527 Affine multiple yield curve models***by*Christa Cuchiero & Claudio Fontana & Alessandro Gnoatto**1602.09078 Pricing and Hedging GMWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models***by*Ludovic Gouden\`ege & Andrea Molent & Antonino Zanette**1602.09071 Fairs for e-commerce: the benefits of aggregating buyers and sellers***by*Pierluigi Gallo & Francesco Randazzo & Ignazio Gallo**1602.08894 Improved Fr\'echet--Hoeffding bounds on $d$-copulas and applications in model-free finance***by*Thibaut Lux & Antonis Papapantoleon**1602.08533 A Rank-Based Approach to Zipf's Law***by*Ricardo T. Fernholz & Robert Fernholz**1602.08467 Microscopic models for the study of taxpayer audit effects***by*M. L. Bertotti & G. Modanese**1602.08429 No such thing as a risk-neutral market***by*D. L. Wilcox**1602.08374 Spatio-temporal analysis of micro economic activities in Rome reveals patterns of mixed-use urban evolution***by*Alessandro Fiasconaro & Emanuele Strano & Vincenzo Nicosia & Sergio Porta & Vito Latora**1602.08297 Fluctuation-bias trade-off in portfolio optimization under Expected Shortfall with $\ell_2$ regularization***by*G\'abor Papp & Fabio Caccioli & Imre Kondor**1602.08270 Order Book, Financial Markets and Self-Organized Criticality***by*Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda**1602.08258 Modified Profile Likelihood Inference and Interval Forecast of the Burst of Financial Bubbles***by*Vladimir Filimonov & Guilherme Demos & Didier Sornette**1602.08070 Statistical Risk Models***by*Zura Kakushadze & Willie Yu**1602.07910 Polynomial Diffusion Models for Life Insurance Liabilities***by*Francesca Biagini & Yinglin Zhang**1602.07663 The role of volume in order book dynamics: a multivariate Hawkes process analysis***by*Marcello Rambaldi & Emmanuel Bacry & Fabrizio Lillo**1602.07628 The Invisible Hand of Laplace: the Role of Market Structure in Price Convergence and Oscillation***by*Yuval Rabani & Leonard J. Schulman**1602.07599 Backtesting Lambda Value at Risk***by*Jacopo Corbetta & Ilaria Peri**1602.07452 Contagion in the world's stock exchanges seen as a set of coupled oscillators***by*Lucia Bellenzier & J{\o}rgen Vitting Andersen & Giulia Rotundo**1602.07300 When does inequality freeze an economy?***by*Jo\~ao Pedro Jerico & Fran\c{c}ois P. Landes & Matteo Marsili & Isaac P\'erez Castillo & Valerio Volpati**1602.06998 Optimal investment and consumption with liquid and illiquid assets***by*Jin Hyuk Choi**1602.06968 Limit Order Book and its modelling in terms of Gibbs Grand-Canonical Ensemble***by*Alberto Bicci**1602.06943 Bunching of numbers in a non-ideal roulette: the key to winning strategies***by*A. V. Kavokin & A. S. Sheremet & M. Yu. Petrov**1602.06935 The noisy voter model on complex networks***by*Adri\'an Carro & Ra\'ul Toral & Maxi San Miguel**1602.06855 Tsallis statistics in the income distribution of Brazil***by*Abner D. Soares & Newton J. Moura Jr. & Marcelo B. Ribeiro**1602.06765 On an Optimal Extraction Problem with Regime Switching***by*Giorgio Ferrari & Shuzhen Yang**1602.06685 Non-concave optimal investment and no-arbitrage: a measure theoretical approach***by*Romain Blanchard & Laurence Carassus & Mikl\'os R\'asonyi**1602.06585 Credit risk and companies' inter-organizational networks: Assessing impact of suppliers and buyers on CDS spreads***by*Tore Opsahl & William Newton**1602.06295 Solar energy production: Short-term forecasting and risk management***by*C\'edric Join & Michel Fliess & Cyril Voyant & Fr\'ed\'eric Chaxel**1602.06234 Household Income Distribution in the USA***by*Costas Efthimiou & Adam Wearne**1602.06213 Modeling Stock Price Dynamics with Fuzzy Opinion Networks***by*Li-Xin Wang**1602.06189 Accrual valuation and mark to market adjustment***by*Alexey Bakshaev**1602.06188 Blunt Honesty, Incentives, and Knowledge Exchange***by*Bruce Knuteson**1602.06186 Noise Fit, Estimation Error and a Sharpe Information Criterion***by*Dirk Paulsen & Jakob S\"ohl**1602.06177 Duality formulas for robust pricing and hedging in discrete time***by*Patrick Cheridito & Michael Kupper & Ludovic Tangpi**1602.06101 Density analysis of non-Markovian BSDEs and applications to biology and finance***by*Thibaut Mastrolia**1602.05998 Funding, Repo and Credit Inclusion in Option Pricing via Dividends***by*Damiano Brigo & Cristin Buescu & Marek Rutkowski**1602.05883 Pathways towards instability in financial networks***by*Marco Bardoscia & Stefano Battiston & Fabio Caccioli & Guido Caldarelli**1602.05858 On the Profitability of Optimal Mean Reversion Trading Strategies***by*Peng Huang & Tianxiang Wang**1602.05758 On optimal strategies for utility maximizers in the Arbitrage Pricing Model***by*Miklos Rasonyi**1602.05749 Value-at-Risk and backtesting with the APARCH model and the standardized Pearson type IV distribution***by*Stavros Stavroyiannis**1602.05718 The Postulate of the Three Regimes of Economic Growth Contradicted by Data***by*Ron W Nielsen**1602.05541 Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling***by*Ying Jiao & Chunhua Ma & Simone Scotti**1602.05489 Do co-jumps impact correlations in currency markets?***by*Jozef Barunik & Lukas Vacha**1602.05484 Robust Mean-Variance Hedging via G-Expectation***by*Francesca Biagini & Jacopo Mancin & Thilo Meyer Brandis**1602.05477 Comonotonic risk measures in a world without risk-free assets***by*Pablo Koch-Medina & Cosimo Munari & Gregor Svindland**1602.05471 Robust Financial Bubbles***by*Francesca Biagini & Jacopo Mancin**1602.05385 Power-law cross-correlations estimation under heavy tails***by*Ladislav Kristoufek**1602.05356 Studies on Regional Wealth Inequalities: the case of Italy***by*Marcel Ausloos & Roy Cerqueti**1602.05323 Filterbased Stochastic Volatility in Continuous-Time Hidden Markov Models***by*Vikram Krishnamurthy & Elisabeth Leoff & J\"orn Sass**1602.04975 Dynamic portfolio selection without risk-free assets***by*Chi Kin Lam & Yuhong Xu & Guosheng Yin**1602.04950 Deviations in expected price impact for small transaction volumes under fee restructuring***by*Michael Harvey & Dieter Hendricks & Tim Gebbie & Diane Wilcox**1602.04946 A pathwise approach to continuous-time trading***by*Candia Riga**1602.04902 Multifactor Risk Models and Heterotic CAPM***by*Zura Kakushadze & Willie Yu**1602.04848 Option Pricing in Markets with Unknown Stochastic Dynamics***by*Hanno Gottschalk & Elpida Nizami**1602.04662 Optimal Control of an Energy Storage Facility Under a Changing Economic Environment and Partial Information***by*Anton A. Shardin & Michaela Sz\"olgyenyi**1602.04660 Bayesian Dividend Optimization and Finite Time Ruin Probabilities***by*Gunther Leobacher & Michaela Sz\"olgyenyi & Stefan Thonhauser**1602.04656 Dividend maximization in a hidden Markov switching model***by*Michaela Sz\"olgyenyi**1602.04580 Ruin under stochastic dependence between premium and claim arrivals***by*Matija Vidmar**1602.04466 Mediation with near insolvent defaulting suppliers: a linear optimisation model to find an optimal outcome***by*Eric Lavallee**1602.04423 Market Dynamics. On Supply and Demand Concepts***by*Vladislav Gennadievich Malyshkin**1602.04372 Local Volatility Models in Commodity Markets and Online Calibration***by*Vinicius Albani & Uri M. Ascher & Jorge P. Zubelli**1602.04363 Path probability of stochastic motion: A functional approach***by*Masayuki Hattori & Sumiyoshi Abe**1602.04352 On the topologic structure of economic complex networks: Empirical evidence from large scale payment network of Estonia***by*Stephanie Rend\'on de la Torre & Jaan Kalda & Robert Kitt & J\"uri Engelbrecht**1602.03944 Modelling intensities of order flows in a limit order book***by*Ioane Muni Toke & Nakahiro Yoshida**1602.03505 Basel III capital surcharges for G-SIBs fail to control systemic risk and can cause pro-cyclical side effects***by*Sebastian Poledna & Olaf Bochmann & Stefan Thurner**1602.03402 Pricing options on forwards in energy markets: the role of mean reversion's speed***by*Maren Diane Schmeck**1602.03271 A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico***by*Semei Coronado & Omar Rojas**1602.03238 Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Stochastic Interest Rate***by*Xiaolin Luo & Pavel V. Shevchenko**1602.03043 The square-root impact law also holds for option markets***by*Bence Toth & Zoltan Eisler & Jean-Philippe Bouchaud**1602.03011 Unravelling the trading invariance hypothesis***by*Michael Benzaquen & Jonathan Donier & Jean-Philippe Bouchaud**1602.02907 Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations***by*Fred Espen Benth & Heidar Eyjolfsson**1602.02735 Linear models for the impact of order flow on prices I. Propagators: Transient vs. History Dependent Impact***by*Damian Eduardo Taranto & Giacomo Bormetti & Jean-Philippe Bouchaud & Fabrizio Lillo & Bence Toth**1602.02542 Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances***by*Leopoldo Catania & Anna Gloria Bill\'e**1602.02348 Economic and Technological Complexity: A Model Study of Indicators of Knowledge-based Innovation Systems***by*Inga Ivanova & Oivind Strand & Duncan Kushnir & Loet Leydesdorff**1602.02192 On minimising a portfolio's shortfall probability***by*Anatolii A. Puhalskii**1602.02185 Sparse Kalman Filtering Approaches to Covariance Estimation from High Frequency Data in the Presence of Jumps***by*Michael Ho & Jack Xin**1602.02011 Issues with the Smith-Wilson method***by*Andreas Lager{\aa}s & Mathias Lindholm**1602.01960 Multiple Wavelet Coherency Analysis and Forecasting of Metal Prices***by*Emre Kahraman & Gazanfer \"Unal**1602.01578 Modeling the relation between income and commuting distance***by*Giulia Carra & Ismir Mulalic & Mogens Fosgerau & Marc Barthelemy**1602.01271 On the parameter identifiability problem in Agent Based economical models***by*Di Molfetta Giuseppe**1602.01109 On the existence of shadow prices for optimal investment with random endowment***by*Lingqi Gu & Yiqing Lin & Junjian Yang**1602.01070 A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality***by*Lingqi Gu & Yiqing Lin & Junjian Yang**1602.00931 Should employers pay their employees better?***by*Sebastien Valeyre & Denis Grebenkov & Qian Liu & Sofiane Aboura & Francois Bonnin**1602.00899 Smooth solutions to discounted reward control problems with unbounded discount rate and financial applications***by*Dariusz Zawisza**1602.00865 Tail Risk Premia for Long-Term Equity Investors***by*Johannes Rauch & Carol Alexander**1602.00839 A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes***by*Ravi Kashyap**1602.00782 Portfolio Selection: The Power of Equal Weight***by*Philip Ernst & James Thompson & Yinsen Miao**1602.00731 Limit-order book resiliency after effective market orders: Empirical facts and applications to high-frequency trading***by*Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou**1602.00629 How to improve accuracy for DFA technique***by*Alessandro Stringhi & Silvia Figini**1602.00619 Stock loans with liquidation***by*Parsiad Azimzadeh**1602.00570 Portfolio optimization under dynamic risk constraints***by*Imke H\"ofers & Ralf Wunderlich**1602.00358 Trading Strategy with Stochastic Volatility in a Limit Order Book Market***by*Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu & Qing-Qing Yang**1602.00256 Some Contra-Arguments for the Use of Stable Distributions in Financial Modeling***by*Lev B. Klebanov & Greg Temnov & Ashot V. Kakosyan**1602.00235 Model-Free Discretisation-Invariant Swap Contracts***by*Carol Alexander & Johannes Rauch**1602.00159 Empirical Methods for Dynamic Power Law Distributions in the Social Sciences***by*Ricardo T. Fernholz**1602.00125 Market correlation structure changes around the Great Crash***by*Rui-Qi Han & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou**1602.00094 CoCos under short-term uncertainty***by*Jos\'e Manuel Corcuera & Arturo Valdivia**1602.00090 A Simple extension of Dematerialization Theory: Incorporation of Technical Progress and the Rebound Effect***by*Christopher L. Magee & Tessaleno C. Devezas**1601.08155 Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift***by*J\"orn Sass & Dorothee Westphal & Ralf Wunderlich**1601.08099 Chaos in Fractionally Integrated Generalized Autoregressive Conditional Heteroskedastic Processes***by*Adil Yilmaz & Gazanfer Unal**1601.07961 Exact solutions for optimal execution of portfolios transactions and the Riccati equation***by*Juan M. Romero & Jorge Bautista**1601.07900 Critical value of the total debt in view of the debts durations***by*I. A. Molotkov & N. A. Ryabova**1601.07864 On construction of boundary preserving numerical schemes***by*Nikolaos Halidias**1601.07792 Predicting Human Cooperation***by*John J. Nay & Yevgeniy Vorobeychik**1601.07776 The ecology of social interactions in online and offline environments***by*Angelo Antoci & Alexia Delfino & Fabio Paglieri & Fabio Sabatini**1601.07716 Regional Oil Extraction and Consumption: A simple production model for the next 35 years Part I***by*Michael Dittmar**1601.07707 Micro-foundation using percolation theory of the finite-time singular behavior of the crash hazard rate in a class of rational expectation bubbles***by*Maximilian Seyrich & Didier Sornette**1601.07628 Portfolio Optimization in the Stochastic Portfolio Theory Framework***by*Vassilios Papathanakos**1601.07626 Trading-profit attribution for the size factor***by*Vassilios Papathanakos**1601.07593 Sufficiency on the Stock Market***by*Peter Harremo\"es**1601.06995 Moment explosions, implied volatility and local volatility at extreme strikes***by*Sidi Mohamed Aly**1601.06979 Robust Optimal Risk Sharing and Risk Premia in Expanding Pools***by*Thomas Knispel & Roger J. A. Laeven & Gregor Svindland**1601.06651 Testing for Causality in Continuous Time Bayesian Network Models of High-Frequency Data***by*Jonas Hallgren & Timo Koski**1601.06477 Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums***by*Likuan Qin & Vadim Linetsky & Yutian Nie**1601.06420 Explicit moments of decision times for single- and double-threshold drift-diffusion processes***by*Vaibhav Srivastava & Philip Holmes & Patrick Simen**1601.06204 RiskRank: Measuring interconnected risk***by*J\'ozsef Mezei & Peter Sarlin**1601.05872 The value of foresight***by*Philip Ernst & L. C. G. Rogers & Quan Zhou**1601.05660 The role of networks in firms' multi-characteristics competition and market-share inequality***by*Antonios Garas & Athanasios Lapatinas**1601.05306 On "A General Framework for Pricing Asian Options Under Markov Processes"***by*Zhenyu Cui & Chihoon Lee & Yanchu Liu**1601.05199 Portfolio Optimisation Under Flexible Dynamic Dependence Modelling***by*Mauro Bernardi & Leopoldo Catania**1601.05081 Econo- and socio- physics based remarks on the economical growth of the World***by*Rzoska Agata Angelika**1601.05012 A Simple Measure of Economic Complexity***by*Sabiou Inoua**1601.04949 General Equilibrium and Recession Phenomenon***by*Nicholas S. Gonchar & Wolodymyr H. Kozyrski & Anatol S. Zhokhin**1601.04686 Unified Growth Theory Contradicted by the Absence of Takeoffs in the Gross Domestic Product***by*Ron W Nielsen**1601.04557 Crunching Mortality and Annuity Portfolios with extended CreditRisk+***by*Jonas Hirz & Uwe Schmock & Pavel V. Shevchenko**1601.04535 A nonlinear impact: evidences of causal effects of social media on market prices***by*Th\'arsis T. P. Souza & Tomaso Aste**1601.04478 The Excess Returns of "Quality" Stocks: A Behavioral Anomaly***by*Jean-Philippe Bouchaud & Stefano Ciliberti & Augustin Landier & Guillaume Simon & David Thesmar**1601.04351 On bivariate lifetime modelling in life insurance applications***by*Fran\c{c}ois Dufresne & Enkelejd Hashorva & Gildas Ratovomirija & Youssouf Toukourou**1601.04341 Negative oil price bubble is likely to burst in March - May 2016. A forecast on the basis of the law of log-periodical dynamics***by*Alexey Fomin & Andrey Korotayev & Julia Zinkina**1601.04210 Speculative Futures Trading under Mean Reversion***by*Tim Leung & Jiao Li & Xin Li & Zheng Wang**1601.04188 A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks***by*M. Fern\'andez-Mart\'inez & M. A S\'anchez-Granero & Mar\'ia Jos\'e Mu\~noz Torrecillas & Bill McKelvey**1601.04093 A Statistical Model of Inequality***by*Ricardo T. Fernholz**1601.04043 Fighting Uncertainty with Uncertainty***by*Ravi Kashyap**1601.04028 Do Mature Economies Grow Exponentially?***by*Steffen Lange & Peter P\"utz & Thomas Kopp**1601.03968 A stochastic Stefan-type problem under first order boundary conditions***by*Marvin S. Mueller