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Report NEP-FMK-2021-06-21
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:
- Juan M. Londono & Nancy R. Xu, 2021, "The Global Determinants of International Equity Risk Premiums," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1318, May, DOI: 10.17016/IFDP.2021.1318.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2021, "Persistence in ESG and Conventional Stock Market Indices," CESifo Working Paper Series, CESifo, number 9098.
- Junran Wu & Ke Xu & Xueyuan Chen & Shangzhe Li & Jichang Zhao, 2021, "Price graphs: Utilizing the structural information of financial time series for stock prediction," Papers, arXiv.org, number 2106.02522, Jun, revised Nov 2021.
- Liu Ziyin & Kentaro Minami & Kentaro Imajo, 2021, "Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction," Papers, arXiv.org, number 2106.04114, Jun, revised Dec 2022.
- Tidor-Vlad Pricope, 2021, "Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review," Papers, arXiv.org, number 2106.00123, May.
- Ali Hirsa & Joerg Osterrieder & Branka Hadji-Misheva & Jan-Alexander Posth, 2021, "Deep reinforcement learning on a multi-asset environment for trading," Papers, arXiv.org, number 2106.08437, Jun.
- Akbar, Muhammad & Ali, Shahid & Ullah, Ihsan & Rehman, Naser, 2021, "Adaptive Market Hypothesis: A Comparison of Islamic and Conventional Stock Indices," CAFE Working Papers, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University, number 15, Jun.
- Jaydip Sen & Sidra Mehtab & Abhishek Dutta, 2021, "Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH," Papers, arXiv.org, number 2105.13898, May.
- Yue Cai, 2021, "Measuring Market Power in the IPO Underwriter," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2108, May.
- Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.