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Report NEP-FMK-2022-09-05
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:
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022, "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9843.
- Shaswat Mohanty & Anirudh Vijay & Nandagopan Gopakumar, 2022, "StockBot: Using LSTMs to Predict Stock Prices," Papers, arXiv.org, number 2207.06605, Jul, revised Jul 2022.
- Krishnadas M. & K. P. Harikrishnan & G. Ambika, 2022, "Recurrence measures and transitions in stock market dynamics," Papers, arXiv.org, number 2208.03456, Aug.
- Gehde-Trapp, Monika & Klingler, Linda, 2022, "The effect of sentiment on institutional investors: A gender analysis," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-08.
- António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022, "Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows," CESifo Working Paper Series, CESifo, number 9872.
- Elroi Hadad & Haim Kedar-Levy, 2022, "The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds," Papers, arXiv.org, number 2208.01538, Aug.
- Ricardo A. Pasquini, 2022, "Optimal Allocation of Limited Funds in Quadratic Funding," Papers, arXiv.org, number 2207.14775, Jul, revised Aug 2022.
- S. Meghna & N. Suresh & J. C. Usha, 2022, "A Study on Impact of Dividend Policy on Initial Public Offering Price Performance," Papers, arXiv.org, number 2207.07227, Jul.
- Mitsuru Katagiri & Koji Takahashi & Junnosuke Shino, 2022, "Bank of Japan's ETF purchase program and equity risk premium: a CAPM interpretation," BIS Working Papers, Bank for International Settlements, number 1029, Jul.