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Report NEP-FMK-2019-09-09
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:
- Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
- Raehyun Kim & Chan Ho So & Minbyul Jeong & Sanghoon Lee & Jinkyu Kim & Jaewoo Kang, 2019, "HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction," Papers, arXiv.org, number 1908.07999, Aug, revised Nov 2019.
- Kerda Varaku, 2019, "Stock Price Forecasting and Hypothesis Testing Using Neural Networks," Papers, arXiv.org, number 1908.11212, Aug.
- Kacperczyk, Marcin & Pagnotta, Emiliano, 2019, "Becker Meets Kyle: Inside Insider Trading," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13928, Aug.
- Vikenty Mikheev & Serge E. Miheev, 2019, "Christmas Jump in LIBOR," Papers, arXiv.org, number 1908.10014, Aug.
- EunJeong Hwang & Yong-Hyuk Kim, 2019, "Interdependency between the Stock Market and Financial News," Papers, arXiv.org, number 1909.00344, Sep.
- Samuel Asante Gyamerah, 2019, "Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators," Papers, arXiv.org, number 1909.01268, Sep.
- Ranjeeta Sadhwani & Mujeeb U Rehman Bhayo, 2019, "Momentum and Disposition Effect in the stock market of USA," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 8911340, Jul.
- Benjamin Hippert, 2019, "The relationship between announcements of complete mergers and acquisitions and acquirers' abnormal CDS spread changes," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 52, Aug.
- Thomas J.Flavin & Dolores Lagoa-Varela, 2019, "On the stability of Stock-bond comovements across market conditions in the Eurozone periphery," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n295-19.pdf.
- Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019, "Determinants of CDS trading on major banks," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 51, Aug.