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Report NEP-FMK-2023-04-24
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:
- Fan Yang, 2023, "The Impact of Regulatory Change on Hedge Fund Performance," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/07, Apr, revised Apr 2023.
- Weichuan Deng & Pawel Polak & Abolfazl Safikhani & Ronakdilip Shah, 2023, "A Unified Framework for Fast Large-Scale Portfolio Optimization," Papers, arXiv.org, number 2303.12751, Mar, revised Nov 2023.
- Chang Liu, 2023, "Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM," Papers, arXiv.org, number 2303.09406, Mar, revised Dec 2025.
- Nicholas Milikich & Joshua Johnson, 2023, "Taureau: A Stock Market Movement Inference Framework Based on Twitter Sentiment Analysis," Papers, arXiv.org, number 2303.17667, Mar.
- Martijn Boermans, 2023, "Preferred habitat investors in the green bond market," Working Papers, DNB, number 773, Apr.
- Hermans, Lieven & Kostka, Thomas & Vassallo, Danilo, 2023, "Asset allocation and risk taking under different interest rate regimes," Working Paper Series, European Central Bank, number 2803, Mar.
- Oh, Sebeom, 2023, "Market Manipulation in NFT Markets," MPRA Paper, University Library of Munich, Germany, number 116704, Mar.
- Giulia Livieri & Davide Radi & Elia Smaniotto, 2023, "Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market," Papers, arXiv.org, number 2303.12483, Mar.
- Guglielmo Maria Caporale & Nicola Spagnolo, 2023, "US Municipal Green Bonds and Financial Integration," CESifo Working Paper Series, CESifo, number 10323.
- Rajeswari Sengupta & Harsh Vardhan, 2023, "Bankruptcy regime change and credit risk premium on corporate bonds: Evidence from the Indian economy," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2023-001, Feb.