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Report NEP-FMK-2021-04-12
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:
- Andrey Kudryavtsev, 2021, "Effect of Market-Wide Herding on the Next Day's Stock Return," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2021-04, Mar, revised Mar 2021.
- Jaydip Sen & Sidra Mehtab, 2021, "Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models," Papers, arXiv.org, number 2103.15096, Mar.
- Firuz Kamalov & Linda Smail & Ikhlaas Gurrib, 2021, "Forecasting with Deep Learning: S&P 500 index," Papers, arXiv.org, number 2103.14080, Mar.
- Ali Hirsa & Joerg Osterrieder & Branka Hadji Misheva & Wenxin Cao & Yiwen Fu & Hanze Sun & Kin Wai Wong, 2021, "The VIX index under scrutiny of machine learning techniques and neural networks," Papers, arXiv.org, number 2102.02119, Feb.
- Yong Shi & Bo Li & Guangle Du, 2021, "Pyramid scheme in stock market: a kind of financial market simulation," Papers, arXiv.org, number 2102.02179, Feb, revised Feb 2021.
- Dhruv Aggarwal & Ofer Eldar & Yael Hochberg & Lubomir P. Litov, 2021, "The Rise of Dual-Class Stock IPOs," NBER Working Papers, National Bureau of Economic Research, Inc, number 28609, Mar.
- Patrick T. Harker, 2021, "Linking Community Banks and Fintech Platforms," Speech, Federal Reserve Bank of Philadelphia, number 90560, Apr.
- Qixuan Luo & Yu Shi & Handong Li, 2021, "Research on Portfolio Liquidation Strategy under Discrete Times," Papers, arXiv.org, number 2103.15400, Mar.
- Itay Goldstein & Chester S. Spatt & Mao Ye, 2021, "Big Data in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 28615, Mar.
- Somnath Chatterjee & Marea Sing, 2021, "Measuring Systemic Risk in South African Banks," Working Papers, South African Reserve Bank, number 11004, Apr.