@inproceedings{wang-etal-2026-crossalpha, title = "{C}ross{A}lpha: An Annual-Report Benchmark for Cross-Market Factor Research with {LLM} Agents", author = "Wang, Qian and Zhongyi, Tong and Chen, Nuo and Wu, Zhaomin and He, Bingsheng", editor = "Lee, Hung-Yi and Dev, Sunipa and Li, Jessy and Elliott, Desmond", booktitle = "Findings of the {A}ssociation for {C}omputational {L}inguistics: {EMNLP} 2026", month = oct, year = "2026", address = "Budapest, Hungary", publisher = "Association for Computational Linguistics", url = "https://aclanthology.org/2026.findings-emnlp.914/", doi = "10.18653/2026.findings-emnlp.914", pages = "19312--19341", ISBN = "979-8-89176-462-0" }