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Report NEP-FMK-2023-05-01
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:
- Murray Z. Frank & Jing Gao & Keer Yang, 2023, "Behavioral Machine Learning? Regularization and Forecast Bias," Papers, arXiv.org, number 2303.16158, Mar, revised Dec 2025.
- Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-19, Mar.
- Weiping Wu & Yu Lin & Jianjun Gao & Ke Zhou, 2023, "Mean-variance hybrid portfolio optimization with quantile-based risk measure," Papers, arXiv.org, number 2303.15830, Mar, revised Apr 2023.
- Masanori Orihara, 2023, "Election-Day Market Reactions to Tax Proposals: Evidence from a Close Vote," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2219, Mar.
- Feinstein, Zachary & Hałaj, Grzegorz, 2023, "Interbank asset-liability networks with fire sale management," Working Paper Series, European Central Bank, number 2806, Apr.
- Agustin Palupi, 2023, "Does ESG Affect The Firm Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number afr224, Mar, DOI: https://doi.org/10.35609/afr.2023.7.
- Ismael Choinière-Crèvecoeur & Pierre-Carl Michaud, 2023, "Reverse Mortgages and Financial Literacy," CIRANO Working Papers, CIRANO, number 2023s-06, Mar.
- Ravi Jagannathan & Robert Korajczyk & Kai Wang, 2023, "An Intangibles-Adjusted Profitability Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 31068, Mar.
- Andrea Barbon & Angelo Ranaldo, 2023, "NFT Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-20, Mar.
- Qianqian Xie & Weiguang Han & Yanzhao Lai & Min Peng & Jimin Huang, 2023, "The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges," Papers, arXiv.org, number 2304.05351, Apr, revised Apr 2023.
- Markus Leippold & Tingyu Yu, 2023, "The Green Innovation Premium: Evidence from U.S. Patents and the Stock Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-21, Mar.