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Report NEP-FMK-2021-05-10
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:
- Navid Mottaghi & Sara Farhangdoost, 2021, "Stock Price Forecasting in Presence of Covid-19 Pandemic and Evaluating Performances of Machine Learning Models for Time-Series Forecasting," Papers, arXiv.org, number 2105.02785, May.
- Item repec:rim:rimwps:21-09 is not listed on IDEAS anymore
- Moench, Emanuel & Soofi Siavash, Soroosh, 2022, "What Moves Treasury Yields?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15978, Mar.
- Johannes Rude Jensen & Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2021, "The Homogenous Properties of Automated Market Makers," Papers, arXiv.org, number 2105.02782, Mar.
- Fischer, Andreas & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021, "Portfolio rebalancing in times of stress," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15777, Feb.
- Alessio Brini & Daniele Tantari, 2021, "Deep Reinforcement Trading with Predictable Returns," Papers, arXiv.org, number 2104.14683, Apr, revised May 2023.
- Qiutong Guo & Shun Lei & Qing Ye & Zhiyang Fang, 2021, "MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price," Papers, arXiv.org, number 2105.00707, May.
- Haoyang Liu & Zhaogang Song & James Vickery, 2021, "Defragmenting Markets: Evidence from Agency MBS," Staff Reports, Federal Reserve Bank of New York, number 965, May.
- Massa, Massimo & Cheng, Si & Zhang, Hong, 2021, "Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15747, Feb.