Printed from https://ideas.repec.org/n/nep-fmk/2022-01-10.html
Report NEP-FMK-2022-01-10
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:
- Anne-Caroline Hüser & Caterina Lepore & Luitgard Veraart, 2021, "How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis," IMF Working Papers, International Monetary Fund, number 2021/267, Nov.
- Degiannakis, Stavros, 2021, "Stock market as a nowcasting indicator for real investment," MPRA Paper, University Library of Munich, Germany, number 110914, Dec.
- Shwai He & Shi Gu, 2021, "Multi-modal Attention Network for Stock Movements Prediction," Papers, arXiv.org, number 2112.13593, Dec, revised Oct 2022.
- Lee, King Fuei, 2021, "An Anomaly within an Anomaly: The Halloween Effect in the Long-term Reversal Anomaly," MPRA Paper, University Library of Munich, Germany, number 110859, Nov.
- Alexis DIRER, 2021, "Portfolio Choice with Time Horizon Risk," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2916.
- Michael Ewens & Joan Farre-Mensa, 2021, "Private or Public Equity? The Evolving Entrepreneurial Finance Landscape," NBER Working Papers, National Bureau of Economic Research, Inc, number 29532, Dec.
- Turan G. Bali & David Hirshleifer & Lin Peng & Yi Tang & Qiguang Wang, 2021, "Social Interactions and Lottery Stock Mania," NBER Working Papers, National Bureau of Economic Research, Inc, number 29543, Dec.
- Uta Pigorsch & Sebastian Schafer, 2021, "High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning," Papers, arXiv.org, number 2112.04755, Dec.
- Ashish Kumar & Abeer Alsadoon & P. W. C. Prasad & Salma Abdullah & Tarik A. Rashid & Duong Thu Hang Pham & Tran Quoc Vinh Nguyen, 2021, "Generative Adversarial Network (GAN) and Enhanced Root Mean Square Error (ERMSE): Deep Learning for Stock Price Movement Prediction," Papers, arXiv.org, number 2112.03946, Nov.
- Peng Zhou & Fangyi Li, 2021, "Prediction of Fund Net Value Based on ARIMA-LSTM Hybrid Model," Papers, arXiv.org, number 2111.15355, Nov.
- MohammadAmin Fazli & Parsa Alian & Ali Owfi & Erfan Loghmani, 2021, "RPS: Portfolio Asset Selection using Graph based Representation Learning," Papers, arXiv.org, number 2111.15634, Nov.
- Seungho Jung & Jongmin Lee & Seohyun Lee, 2021, "Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics," IMF Working Papers, International Monetary Fund, number 2021/251, Oct.
- Alim, Wajid & Ali, Amjad & Farid, Maryiam, 2021, "The Impact of Islamic Portfolio on Risk and Return," MPRA Paper, University Library of Munich, Germany, number 111211, Nov.