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Report NEP-FMK-2019-09-16
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:
- Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019, "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201967, Aug.
- Cueto, José Manuel & Grané Chávez, Aurea & Cascos Fernández, Ignacio, 2019, "Models for expected returns with statistical factors," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 28776, Sep.
- Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2019, "Detecting stock market bubbles based on the cross-sectional dispersion of stock prices," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-463, Sep.
- Samuel Showalter & Jeffrey Gropp, 2019, "Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning," Papers, arXiv.org, number 1909.05151, Sep.
- Sadettin Aydin Yuksel & Asli Yuksel & Riza Demirer, 2019, "The U.S. term structure and stock market volatility: Evidence from emerging stock markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710994, Jul.
- Ahmed, M. F. & Satchell, S., 2019, "Emerging Markets and the Conditional CAPM," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1980, Sep.
- David Chui, 2019, "An Anomaly in Hong Kong Stock Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011177, Jun.
- Wonsup Shin & Seok-Jun Bu & Sung-Bae Cho, 2019, "Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning," Papers, arXiv.org, number 1909.03278, Sep.
- Dorota Podedworna-Tarnowska & Daniel Kaszy?ski, 2019, "IPO underpricing phenomenon: the evidence from the Warsaw Stock Exchange," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011477, Jun.
- Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2019, "Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions," Papers, arXiv.org, number 1909.03792, Aug, revised Sep 2019.
- Dorika Jeremiah Mwamtambulo, 2019, "Herding Behaviours in Poland and Tanzania," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011210, Jun.