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Report NEP-FMK-2022-01-24
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:
- Yi Liang & James Unwin, 2021, "COVID-19 Forecasts via Stock Market Indicators," Papers, arXiv.org, number 2112.06393, Dec.
- Adam Copeland & Antoine Martin, 2021, "Repo over the Financial Crisis," Staff Reports, Federal Reserve Bank of New York, number 996, Dec.
- Yu Zhao & Huaming Du & Ying Liu & Shaopeng Wei & Xingyan Chen & Fuzhen Zhuang & Qing Li & Ji Liu & Gang Kou, 2022, "Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks," Papers, arXiv.org, number 2201.04965, Jan, revised Jan 2022.
- Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112960, Jul.
- Kazuki Kanehira & Norikazu Todoroki, 2021, "Stationarity analysis of the stock market data and its application to mechanical trading," Papers, arXiv.org, number 2112.12459, Dec, revised Feb 2022.
- Mark L. Egan & Alexander MacKay & Hanbin Yang, 2021, "What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 29604, Dec.
- Guijin Son & Joocheol Kim, 2021, "Neural Networks for Delta Hedging," Papers, arXiv.org, number 2112.10084, Dec.
- Alexander Barzykin & Philippe Bergault & Olivier Gu'eant, 2021, "Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control," Papers, arXiv.org, number 2112.02269, Dec, revised Jun 2023.