Report NEP-FMK-2022-05-02
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:
- Eric Engstrom & Steven A. Sharpe, 2022, "(Don't Fear) The Yield Curve, Reprise," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2022-03-25, Mar, DOI: 10.17016/2380-7172.3099.
- Godwin, Alexander, 2022, "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper, University Library of Munich, Germany, number 112509, Mar.
- Mufhumudzi Muthivhi & Terence L. van Zyl, 2022, "Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization," Papers, arXiv.org, number 2203.05673, Mar.
- Jaydip Sen & Sidra Mehtab & Abhishek Dutta & Saikat Mondal, 2022, "Precise Stock Price Prediction for Optimized Portfolio Design Using an LSTM Model," Papers, arXiv.org, number 2203.01326, Mar.
- Rebecca Stuart, 2022, "Stock Return Predictability before the First World War," IRENE Working Papers, IRENE Institute of Economic Research, number 22-02, Mar.
- Yuanying Guan & Zhanyi Jiao & Ruodu Wang, 2022, "A reverse ES (CVaR) optimization formula," Papers, arXiv.org, number 2203.02599, Mar, revised May 2023.
- Duffy, John & Friedman, Dan & Rabanal, Jean Paul & Rud, Olga, 2022, "The impact of ETF index inclusion on stock prices," UiS Working Papers in Economics and Finance, University of Stavanger, number 2022/2, Mar.
- Narayana Darapaneni & Anwesh Reddy Paduri & Himank Sharma & Milind Manjrekar & Nutan Hindlekar & Pranali Bhagat & Usha Aiyer & Yogesh Agarwal, 2022, "Stock Price Prediction using Sentiment Analysis and Deep Learning for Indian Markets," Papers, arXiv.org, number 2204.05783, Apr.
- José Alves & João Quental Gonçalves, 2022, "How Money Relates to Value? An Empirical Examination on Gold, Silver and Bitcoin," CESifo Working Paper Series, CESifo, number 9662.
- Kensuke Ito & Kyohei Shibano & Gento Mogi, 2022, "Bubble Prediction of Non-Fungible Tokens (NFTs): An Empirical Investigation," Papers, arXiv.org, number 2203.12587, Mar, revised Jun 2022.
- Ming Deng & Markus Leippold & Alexander F. Wagner & Qian Wang, 2022, "War and Policy: Investor Expectations on the Net-Zero Transition," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-29, Apr, revised May 2023.
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