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Report NEP-FMK-2023-04-17
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:
- Kazuhiro Hiraki & George Skiadopoulos, 2023, "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers, Queen Mary University of London, School of Economics and Finance, number 946, Feb.
- Andrea Barbon & Angelo Ranaldo, 2023, "NFT Bubbles," Papers, arXiv.org, number 2303.06051, Mar.
- Asaf Bernstein & Carola Frydman & Eric Hilt, 2023, "The Value of Ratings: Evidence from their Introduction in Securities Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 31064, Mar.
- Claudiu Vinte & Marcel Ausloos, 2023, "Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy," Papers, arXiv.org, number 2303.09330, Mar.
- Francesco Farina & Mike Arpaia & Harpal Khing & Jonas Vetterle, 2023, "Venture Capital Portfolio Construction and the Main Factors Impacting the Optimal Strategy," Papers, arXiv.org, number 2303.11013, Mar.
- Shima Nabiee & Nader Bagherzadeh, 2023, "Stock Trend Prediction: A Semantic Segmentation Approach," Papers, arXiv.org, number 2303.09323, Mar.
- Raffaele Mattera & Philipp Otto, 2023, "Network log-ARCH models for forecasting stock market volatility," Papers, arXiv.org, number 2303.11064, Mar.
- Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023, "A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers," Papers, arXiv.org, number 2303.00208, Feb, revised Nov 2023.
- Keer Yang & Guanqun Zhang & Chuan Bi & Qiang Guan & Hailu Xu & Shuai Xu, 2023, "Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst," Papers, arXiv.org, number 2303.09407, Mar.
- Fuquan Tang, 2023, "Application of supervised learning models in the Chinese futures market," Papers, arXiv.org, number 2303.04581, Mar.