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Report NEP-FMK-2020-09-21
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:
- A. Fronzetti Colladon & S. Grassi & F. Ravazzolo & F. Violante, 2020, "Forecasting financial markets with semantic network analysis in the COVID-19 crisis," Papers, arXiv.org, number 2009.04975, Sep, revised Jul 2023.
- Christoph E. Boehm & T. Niklas Kroner, 2020, "The US, Economic News, and the Global Financial Cycle," Working Papers, Research Seminar in International Economics, University of Michigan, number 677, Sep.
- Jan J. J. Groen & Michael Nattinger & Adam I. Noble, 2020, "Measuring Global Financial Market Stresses," Staff Reports, Federal Reserve Bank of New York, number 940, Sep.
- Abdulnasser Hatemi-J, 2020, "Bear Markets and Recessions versus Bull Markets and Expansions," Papers, arXiv.org, number 2009.01343, Aug, revised Nov 2020.
- Caio Vigo Pereira, 2020, "Portfolio Efficiency with High-Dimensional Data as Conditioning Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202015, Sep, revised Sep 2020.
- Qiao Zhou & Ningning Liu, 2020, "A Stock Prediction Model Based on DCNN," Papers, arXiv.org, number 2009.03239, Sep.
- Zhiqiang Ma & Grace Bang & Chong Wang & Xiaomo Liu, 2020, "Towards Earnings Call and Stock Price Movement," Papers, arXiv.org, number 2009.01317, Aug.
- Giovanni Calice & Carlo Sala & Daniele Tantari, 2020, "Contingent Convertible Bonds in Financial Networks," Papers, arXiv.org, number 2009.00062, Aug, revised Dec 2023.
- Olkhov, Victor, 2020, "Volatility Depend on Market Trades and Macro Theory," MPRA Paper, University Library of Munich, Germany, number 102434, Aug.
- Andrej Gill & Matthias Heinz & Heiner Schumacher & Matthias Sutter, 2020, "Trustworthiness in the Financial Industry," CESifo Working Paper Series, CESifo, number 8501.
- Zhengxin Joseph Ye & Bjorn W. Schuller, 2020, "Capturing dynamics of post-earnings-announcement drift using genetic algorithm-optimised supervised learning," Papers, arXiv.org, number 2009.03094, Sep.