Printed from https://ideas.repec.org/n/nep-fmk/2022-12-05.html
Report NEP-FMK-2022-12-05
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:
- Sherry Hu & Kose John & Balbinder Singh Gill, 2022, "Stock price reaction to power outages following extreme weather events: Evidence from Texas power outage," Papers, arXiv.org, number 2210.16905, Oct.
- Hanna, Alan J. & Turner, John D. & Walker, Clive B., 2022, "The spectre of terrorism and the stock market," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 22-10.
- Anubhav Sarkar & Swagata Chakraborty & Sohom Ghosh & Sudip Kumar Naskar, 2022, "Evaluating Impact of Social Media Posts by Executives on Stock Prices," Papers, arXiv.org, number 2211.01287, Oct, revised Dec 2022.
- Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022, "Who creates and who bears flow externalities in mutual funds?," Discussion Papers, Deutsche Bundesbank, number 41/2022.
- Manjola Tase, 2022, "Demand Segmentation in the Federal Funds Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-071, Nov, DOI: 10.17016/FEDS.2022.071.
- Ruibo Chen & Wei Li & Zhiyuan Zhang & Ruihan Bao & Keiko Harimoto & Xu Sun, 2022, "Stock Trading Volume Prediction with Dual-Process Meta-Learning," Papers, arXiv.org, number 2211.01762, Oct.
- Yugo Fujimoto & Kei Nakagawa & Kentaro Imajo & Kentaro Minami, 2022, "Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty," Papers, arXiv.org, number 2210.17030, Oct, revised Nov 2022.
- Baumgartner, Tim & Güttler, André, 2022, "Bitcoin flash crash on May 19, 2021: What did really happen on Binance?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 25/2022.
- Albert Banal-Estañol & Jo Seldeslachts & Xavier Vives, 2022, "Ownership Diversification and Product Market Pricing Incentives," Working Papers, Barcelona School of Economics, number 1371, Nov.
- Tristan Lim, 2022, "Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning," Papers, arXiv.org, number 2211.01346, Sep, revised Jan 2023.
- Maciej Wysocki & Paweł Sakowski, 2022, "Investment Portfolio Optimization Based on Modern Portfolio Theory and Deep Learning Models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-12.
- Elena Farahbakhsh Touli & Hoang Nguyen & Olha Bodnar, 2022, "Monitoring the Dynamic Networks of Stock Returns," Papers, arXiv.org, number 2210.16679, Oct.
- Katarzyna Kryńska & Robert Ślepaczuk, 2022, "Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-25.
- Raphael Auer & Giulio Cornelli & Sebastian Doerr & Jon Frost & Leonardo Gambacorta, 2022, "Crypto trading and Bitcoin prices: evidence from a new database of retail adoption," BIS Working Papers, Bank for International Settlements, number 1049, Nov.