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Report NEP-FMK-2022-08-29
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:
- Stulz, Rene M. & Taboada, Alvaro G. & Van Dijk, Mathijs A., 2022, "The Determinants of Bank Liquid Asset Holdings," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-05, Jul, DOI: 10.2139/ssrn.4168333.
- Te Bao & Brice Corgnet & Nobuyuki Hanaki & Yohanes E. Riyanto & Jiahua Zhu, 2022, "Predicting the unpredictable: New experimental evidence on forecasting random walks," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1181, Jul.
- Jun Lu & Shao Yi, 2022, "Autoencoding Conditional GAN for Portfolio Allocation Diversification," Papers, arXiv.org, number 2207.05701, Jun.
- Bhaskarjit Sarmah & Nayana Nair & Dhagash Mehta & Stefano Pasquali, 2022, "Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning," Papers, arXiv.org, number 2207.07183, Jul.
- Jun Lu & Minhui Wu, 2022, "A note on VIX for postprocessing quantitative strategies," Papers, arXiv.org, number 2207.04887, Jul.
- Yulia Vymyatnina & Aleksandr Chernykh, 2022, "Green Factor Influence on the Yield of Stocks and Bonds in the Russian Financial Market," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2022/01, Aug.