spb/wp7_uqo Public

1% =============================================================================2% Author: Simon-Pierre Boucher3% Contact: contact@spboucher.ai4% =============================================================================5% Preamble — packages, layout, typography, table/figure setup, custom macros.6% Loaded by main.tex before the metadata block.7% =============================================================================89% --- Encoding & Language ---10\usepackage[utf8]{inputenc}11\usepackage[T1]{fontenc}12\usepackage[english]{babel}1314% --- Page Layout ---15\usepackage[16  letterpaper,17  top=1in, bottom=1in, left=1in, right=1in,18  headheight=15pt19]{geometry}20\usepackage{setspace}21\onehalfspacing2223% --- Typography ---24\usepackage{newtxtext,newtxmath}25\usepackage{microtype}2627% --- Math ---28\usepackage{amsmath}29\let\Bbbk\relax30\usepackage{amssymb,amsfonts}31\usepackage{mathtools}3233% --- Tables ---34\usepackage{booktabs}35\usepackage{tabularx}36\usepackage{multirow}37\usepackage{threeparttable}38\usepackage{array}39\usepackage{dcolumn}40\newcolumntype{d}[1]{D{.}{.}{#1}}4142% --- Figures ---43\usepackage{graphicx}44\usepackage{float}45\usepackage[46  font       = small,47  labelfont  = bf,48  labelsep   = period,49  skip       = 6pt,50  justification = justified,51  singlelinecheck = false52]{caption}53\usepackage{subcaption}5455% --- Lists ---56\usepackage{enumitem}57\setlist{nosep,leftmargin=*}5859% --- Colors & Links ---60\usepackage[dvipsnames,table]{xcolor}61\usepackage[bookmarks, bookmarksnumbered]{hyperref}62\hypersetup{63  colorlinks  = true,64  linkcolor   = NavyBlue,65  citecolor   = NavyBlue,66  urlcolor    = NavyBlue,67  pdfauthor   = {Simon-Pierre Boucher},68  pdftitle    = {Options-Implied Information Content},69  pdfsubject  = {Working Paper WP7},70  pdfkeywords = {option-implied information, realized volatility, HAR-RV, implied correlation, portfolio sorts, Granger causality}71}72\usepackage{cleveref}7374% --- Landscape & Rotation ---75\usepackage{pdflscape}7677% --- Bibliography (BibTeX via natbib) ---78\usepackage{natbib}79\setcitestyle{authoryear,round,semicolon}80\bibliographystyle{apalike}8182% --- Headers & Footers ---83\usepackage{fancyhdr}84\pagestyle{fancy}85\fancyhf{}86\fancyhead[L]{\small\itshape Options-Implied Information Content}87\fancyhead[R]{\small\thepage}88\renewcommand{\headrulewidth}{0.4pt}89\renewcommand{\footrulewidth}{0pt}90\fancypagestyle{plain}{%91  \fancyhf{}92  \fancyfoot[C]{\small\thepage}93  \renewcommand{\headrulewidth}{0pt}94}9596% --- Section Formatting ---97\usepackage{titlesec}98\titleformat{\section}{\large\bfseries}{\thesection.}{0.5em}{}99\titleformat{\subsection}{\normalsize\bfseries}{\thesubsection.}{0.5em}{}100\titleformat{\subsubsection}{\normalsize\itshape}{\thesubsubsection.}{0.5em}{}101\titlespacing*{\section}{0pt}{18pt}{8pt}102\titlespacing*{\subsection}{0pt}{12pt}{4pt}103\titlespacing*{\subsubsection}{0pt}{10pt}{3pt}104105% --- Footnotes ---106\usepackage[bottom,hang]{footmisc}107\setlength{\footnotemargin}{0.5em}108109% --- Appendix ---110\usepackage[title]{appendix}111\usepackage{apptools}112\AtAppendix{%113  \renewcommand{\thetable}{A\arabic{table}}%114  \setcounter{table}{0}%115  \renewcommand{\thefigure}{A\arabic{figure}}%116  \setcounter{figure}{0}%117  \renewcommand{\theequation}{A.\arabic{equation}}%118  \setcounter{equation}{0}%119}120121% --- Custom Commands ---122\newcommand{\sym}[1]{\ensuremath{^{#1}}}123\newcommand{\ie}{\textit{i.e.}}124\newcommand{\eg}{\textit{e.g.}}125