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Report NEP-FMK-2023-01-23
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:
- N'yoma Diamond & Grant Perkins, 2022, "Using Intermarket Data to Evaluate the Efficient Market Hypothesis with Machine Learning," Papers, arXiv.org, number 2212.08734, Dec, revised Dec 2022.
- Andrew Y. Chen & Alejandro Lopez-Lira & Tom Zimmermann, 2022, "Does Peer-Reviewed Research Help Predict Stock Returns?," Papers, arXiv.org, number 2212.10317, Dec, revised Dec 2025.
- Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2023, "Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective," Post-Print, HAL, number hal-03884990, DOI: 10.3917/fina.pr.016.
- Martin Hodula & Milan Szabo & Josef Bajzik, 2022, "Retail Fund Flows and Performance: Insights from Supervisory Data," Working Papers, Czech National Bank, Research and Statistics Department, number 2022/10, Dec.
- Firano, Zakaria & Filali adib, Fatine, 2022, "Optimal Capital structure and financial stability," MPRA Paper, University Library of Munich, Germany, number 115790, revised 2022.
- Aditya Pandey & Haseeba Fathiya & Nivedita Patel, 2022, "Cross-Domain Shopping and Stock Trend Analysis," Papers, arXiv.org, number 2212.14689, Dec.
- Ashby, M. & Linton, O. B., 2022, "Do Consumption-based Asset Pricing Models Explain Own-history Predictability in Stock Market Returns?," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2226, Oct.
- Hoang, Daniel & Wiegratz, Kevin, 2022, "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 158.
- Gary B. Gorton & Elizabeth C. Klee & Chase P. Ross & Sharon Y. Ross & Alexandros P. Vardoulakis, 2022, "Leverage and Stablecoin Pegs," NBER Working Papers, National Bureau of Economic Research, Inc, number 30796, Dec.
- Ozili, Peterson K, 2023, "CBDC, Fintech and cryptocurrency for financial Inclusion and financial stability," MPRA Paper, University Library of Munich, Germany, number 115768.
- Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2022, "Crypto Wash Trading," NBER Working Papers, National Bureau of Economic Research, Inc, number 30783, Dec.
- Haohua Li & Elie Bouri & Rangan Gupta & Libing Fang, 2023, "Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?," Working Papers, University of Pretoria, Department of Economics, number 202301, Jan.