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Report NEP-FMK-2023-02-13
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:
- Ozili, Peterson K., 2023, "Digital finance research and developments around the World: a literature review," MPRA Paper, University Library of Munich, Germany, number 115780.
- John B. Guerard & Dimitrios D. Thomakos & Foteini Kyriazi & Konstantinos Mamais, 2023, "On the Predictability of the DJIA and S&P500 Indices," Working Papers, The George Washington University, The Center for Economic Research, number 2023-001, Jan.
- Carina Burs, 2023, "A Model of Cycles and Bubbles under Heterogeneous Beliefs in Financial Markets," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 154, Feb.
- Vitaly Orlov & Stefano Ramelli & Alexander F. Wagner, 2022, "Revealed Beliefs about Responsible Investing: Evidence from Mutual Fund Managers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-98, Dec.
- Brière, Marie & Huynh, Karen & Laudy, Olav & Pouget, Sébastien, 2023, "What do we Learn from a Machine Understanding: News Content? Stock Market Reaction to News," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1401, Jan.
- Xia Han & Liyuan Lin & Ruodu Wang, 2023, "Diversification quotients based on VaR and ES," Papers, arXiv.org, number 2301.03517, Jan, revised May 2023.
- Laurent Millischer & Tatiana Evdokimova & Oscar Fernandez, 2022, "The Carrot and the Stock: In Search of Stock-Market Incentives for Decarbonization," IMF Working Papers, International Monetary Fund, number 2022/231, Nov.
- Watanabe, Toshiaki & Nakajima, Jouchi, 2023, "High-frequency realized stochastic volatility model," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-127, Jan.
- Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2023, "Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account," NBER Working Papers, National Bureau of Economic Research, Inc, number 30853, Jan.
- Igor V. Evstigneev & Thorsten Hens & Mohammad Javad Vanaei, 2022, "Evolutionary finance: A model with endogenous asset payoffs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-96, Dec, revised May 2023.
- Thomas Dierckx & Jesse Davis & Wim Schoutens, 2022, "Nowcasting Stock Implied Volatility with Twitter," Papers, arXiv.org, number 2301.00248, Dec.
- Tomoo Kikuchi & Satoshi Tobe, 2023, "Singapore's Role for ASEAN's Portfolio Investment," Papers, arXiv.org, number 2301.05443, Jan, revised Mar 2025.
- Tunio, Mohsin Waheed, 2023, "What Explains the Volatility in Pakistan’s Sovereign Bond Yields?," MPRA Paper, University Library of Munich, Germany, number 116030, Jan.