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Report NEP-FMK-2021-07-26
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:
- Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2021, "Analyzing stock market signals for H1N1 and COVID-19: The BRIC case," MPRA Paper, University Library of Munich, Germany, number 108764, Jun.
- Tobias J. Moskowitz & Robert F. Stambaugh, 2021, "Pricing Without Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29016, Jul.
- Zongxia Liang & Yang Liu & Ming Ma & Rahul Pothi Vinoth, 2021, "A Unified Formula of the Optimal Portfolio for Piecewise Hyperbolic Absolute Risk Aversion Utilities," Papers, arXiv.org, number 2107.06460, Jul, revised Oct 2023.
- Nicklas Werge, 2021, "Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model," Papers, arXiv.org, number 2107.05535, Jul.
- Asger Lau Andersen & Niels Johannesen & Adam Sheridan, 2021, "Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi-Lotteries on the Stock Market," CESifo Working Paper Series, CESifo, number 9184.
- Carol Alexander & Daniel Heck & Andreas Kaeck, 2021, "The Role of Binance in Bitcoin Volatility Transmission," Papers, arXiv.org, number 2107.00298, Jul, revised Aug 2021.
- Sohrab Mokhtari & Kang K. Yen & Jin Liu, 2021, "Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learning," Papers, arXiv.org, number 2107.01031, Jun.
- Priyank Sonkiya & Vikas Bajpai & Anukriti Bansal, 2021, "Stock price prediction using BERT and GAN," Papers, arXiv.org, number 2107.09055, Jul.
- Masud Alam, 2021, "Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return," Papers, arXiv.org, number 2107.10455, Jul.
- Amavi Agbodji & Emmanuelle Nys & Alain Sauviat, 2021, "Do CDS maturities matter in the evaluation of the information content of regulatory banking stress tests? Evidence from European and US stress tests," Working Papers, HAL, number hal-03267704, Jun.
- Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2021, "Emotions in Macroeconomic News and their Impact on the European Bond Market," Papers, arXiv.org, number 2106.15698, Jun.
- Supriya Bajpai, 2021, "Application of deep reinforcement learning for Indian stock trading automation," Papers, arXiv.org, number 2106.16088, May.