GUANZHENG ZHAO; KENNY ZHANG. From Earnings Calls to Earnings Events: An LLM-Guided Separation of Discretionary and Systematic Volatility Trading Signals. Journal of Advanced Computing & Intelligent Systems, [S. l.], v. 4, n. 3, p. 126–143, 2024. DOI: 10.69987/. Disponível em: https://learnedvertex.com/index.php/JACIS/article/view/401. Acesso em: 7 oct. 2026.