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Report NEP-FMK-2019-04-15
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Giuseppe Pernagallo & Benedetto Torrisi, 2019, "A Theory of Information overload applied to perfectly efficient financial markets," Papers, arXiv.org, number 1904.03726, Apr.
- Szybisz, Martin Andres, 2019, "Interactions between Credit and Market Risk, Diversification vs Compounding effects," MPRA Paper, University Library of Munich, Germany, number 93173, Apr.
- Evanthia Chatzitzisi & Stilianos Fountas & Theodore Panagiotidis, 2019, "Another Look at Calendar Anomalies," Discussion Paper Series, Department of Economics, University of Macedonia, number 2019_02, Feb, revised Feb 2019.
- Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019, "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13657, Apr.
- Adamantios Ntakaris & Giorgio Mirone & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019, "Feature Engineering for Mid-Price Prediction with Deep Learning," Papers, arXiv.org, number 1904.05384, Apr, revised Jun 2019.
- CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018, "SRI: Truths and lies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018034, Dec.
- Amin Azari, 2019, "Bitcoin Price Prediction: An ARIMA Approach," Papers, arXiv.org, number 1904.05315, Apr.
- Abhibasu Sen & Karabi Dutta Chaudhury, 2019, "On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market," Papers, arXiv.org, number 1904.05317, Apr.