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Report NEP-FMK-2023-01-09
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:
- Kormanyos, Emily & Hanspal, Tobin & Hackethal, Andreas, 2023, "Do gamblers invest in lottery stocks?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 373, revised 2023.
- Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garc`es, 2022, "Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective 1, 2," Papers, arXiv.org, number 2212.02307, Dec.
- Davydova, Daria & Fahlenbrach, Rudiger & Sanz, Leandro & Stulz, Rene M., 2022, "The Unicorn Puzzle," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-12, Nov, DOI: 10.2139/ssrn.4255165.
- Arthur Stalla-Bourdillon, 2022, "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers, Banque de France, number 891.
- Dragos Gorduza & Xiaowen Dong & Stefan Zohren, 2022, "Understanding stock market instability via graph auto-encoders," Papers, arXiv.org, number 2212.04974, Dec.
- Elisa Navarra, 2022, "Stock Market Response to Firms’ Misconduct," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2022-40, Dec.
- Jie Zou & Jiashu Lou & Baohua Wang & Sixue Liu, 2022, "A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks," Papers, arXiv.org, number 2212.02721, Dec, revised Jul 2023.
- Sara Salamat & Nima Tavassoli & Behnam Sabeti & Reza Fahmi, 2022, "Text Representation Enrichment Utilizing Graph based Approaches: Stock Market Technical Analysis Case Study," Papers, arXiv.org, number 2211.16103, Nov.
- Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022, "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-29.
- Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d’Artis Kancs, 2022, "Environmental and Social Preferences and Investments in Crypto-Assets," JRC Research Reports, Joint Research Centre, number JRC129919, Nov.
- Lee, Hanol & Wie, Dainn, 2022, "Gone with the fire: Market reaction to cryptocurrency exchange shutdown," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 266545.
- Agostino Capponi & Nathan Kaplan & Asani Sarkar, 2022, "Can Decentralized Finance Provide More Protection for Crypto Investors?," Liberty Street Economics, Federal Reserve Bank of New York, number 20221221, Dec.
- Lin William Cong & Wayne Landsman & Edward Maydew & Daniel Rabetti, 2022, "Tax-Loss Harvesting with Cryptocurrencies," NBER Working Papers, National Bureau of Economic Research, Inc, number 30716, Dec.
- Murillo Campello & Gaurav Kankanhalli, 2022, "Corporate Decision-Making under Uncertainty: Review and Future Research Directions," NBER Working Papers, National Bureau of Economic Research, Inc, number 30733, Dec.
- Malcolm Baker & Mark L. Egan & Suproteem K. Sarkar, 2022, "Demand for ESG," NBER Working Papers, National Bureau of Economic Research, Inc, number 30708, Dec.
- Laura Bonacorsi & Vittoria Cerasi & Paola Galfrascoli & Matteo Manera, 2022, "ESG Factors and Firms' Credit Risk," Working Papers, University of Milano-Bicocca, Department of Economics, number 507, Dec, revised Dec 2022.
- Pollastri, Alessandro & Rodrigues, Paulo Jorge Maurício & Schlag, Christian & Seeger, Norman, 2022, "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 372, DOI: 10.2139/ssrn.1361861.
- Nützenadel, Alexander, 2022, "Risk management, expectations and global finance: The case of Deutsche Bank 1970-1990," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 36, DOI: 10.18452/25580.