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Report NEP-FMK-2022-10-24
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:
- Ruochen Xiao & Yingying Feng & Lei Yan & Yihan Ma, 2022, "Predict stock prices with ARIMA and LSTM," Papers, arXiv.org, number 2209.02407, Aug.
- Adebayo Oshingbesan & Eniola Ajiboye & Peruth Kamashazi & Timothy Mbaka, 2022, "Model-Free Reinforcement Learning for Asset Allocation," Papers, arXiv.org, number 2209.10458, Sep.
- Jayanta K. Pokharel & Erasmus Tetteh-Bator & Chris P. Tsokos, 2022, "A Real Data-Driven Analytical Model to Predict Information Technology Sector Index Price of S&P 500," Papers, arXiv.org, number 2209.10720, Sep.
- Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh, 2022, "Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices," MPRA Paper, University Library of Munich, Germany, number 114521, Sep.
- Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022, "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series, CESifo, number 9950.
- Jacob, Joshy & Pradeep, K.P, 2022, "Cyclically Adjusted PE ratio (CAPE) and Stock Market Characteristics in India," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2022-09-03, Sep.