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Report NEP-FMK-2022-10-31
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:
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers, University of Pretoria, Department of Economics, number 202247, Oct.
- Sudeep R. Bapat & Saumya Kothari & Rushil Bansal, 2022, "Sentiment Analysis of ESG disclosures on Stock Market," Papers, arXiv.org, number 2210.00731, Oct.
- R'emi J'ez'equel & Dmitrii M. Ostrovskii & Pierre Gaillard, 2022, "Efficient and Near-Optimal Online Portfolio Selection," Papers, arXiv.org, number 2209.13932, Sep, revised Mar 2025.
- Jaydip Sen & Abhishek Dutta, 2022, "A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks," Papers, arXiv.org, number 2210.00984, Oct.
- 'Alvaro Rubio-Garc'ia & Juan Jos'e Garc'ia-Ripoll & Diego Porras, 2022, "Portfolio optimization with discrete simulated annealing," Papers, arXiv.org, number 2210.00807, Oct.
- Yufeng Huang & Bowen Luo & Chenyu Yang, 2022, "Ether Volatility and NFT Markets," Working Papers, NET Institute, number 22-07, Oct.
- Andrew Y. Chen & Tom Zimmermann, 2022, "Publication Bias in Asset Pricing Research," Papers, arXiv.org, number 2209.13623, Sep, revised Sep 2023.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022, "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers, University of Pretoria, Department of Economics, number 202246, Sep.
- Francesca Biagini & Lukas Gonon & Andrea Mazzon & Thilo Meyer-Brandis, 2022, "Detecting asset price bubbles using deep learning," Papers, arXiv.org, number 2210.01726, Oct, revised Jun 2024.
- Chen Zhang, 2022, "Asset Pricing and Deep Learning," Papers, arXiv.org, number 2209.12014, Sep.
- Maran, Raluca, 2022, "Reaction of the Philippine stock market to domestic monetary policy surprises: an event study approach," MPRA Paper, University Library of Munich, Germany, number 114855, Oct.