Report NEP-FMK-2023-06-12

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Stefania D'Amico & Thomas B. King, 2023. "One Asset Does Not Fit All: Inflation Hedging by Index and Horizon," Working Paper Series WP 2023-08, Federal Reserve Bank of Chicago.
• Sharjil M. Haque, 2023. "Does Private Equity Over-Lever Portfolio Companies?," Finance and Economics Discussion Series 2023-009, Board of Governors of the Federal Reserve System (U.S.).
• Andrea L. Eisfeldt & Gregor Schubert & Miao Ben Zhang, 2023. "Generative AI and Firm Values," NBER Working Papers 31222, National Bureau of Economic Research, Inc.
• Anna Bayona & Oana Peia & Razvan Vlahu, 2023. "Credit Ratings and Investments," Working Papers 776, DNB.
• Leonardo Gambacorta & Romina Gambacorta & Roxana Mihet, 2023. "FinTech, Investor Sophistication and Financial Portfolio Choices," Swiss Finance Institute Research Paper Series 23-27, Swiss Finance Institute.
• Marlon Azinovic & Harold L. Cole & Felix Kübler, 2023. "Asset Pricing in a Low Rate Environment," Swiss Finance Institute Research Paper Series 23-31, Swiss Finance Institute.
• Kubitza, Christian, 2023. "Investor-driven corporate finance: evidence from insurance markets," Working Paper Series 2816, European Central Bank.
• Nadeem Malibari & Iyad Katib & Rashid Mehmood, 2023. "Systematic Review on Reinforcement Learning in the Field of Fintech," Papers 2305.07466, arXiv.org.
• Milan Fičura, 2023. "Impact of size and volume on cryptocurrency momentum and reversal," FFA Working Papers 5.003, Prague University of Economics and Business, revised 05 Apr 2023.
• Jevgeni Tarassov & Nicolas Houli'e, 2023. "Bitcoin: A life in crises," Papers 2304.09939, arXiv.org.
• Björn Bos & Moritz A. Drupp & Jasper N. Meya & Martin F. Quaas, 2023. "Financial Risk-Taking under Health Risk," CESifo Working Paper Series 10387, CESifo.
• David Hirshleifer & Dat Y. Mai & Kuntara Pukthuanthong, 2023. "War Discourse and Disaster Premia: 160 Years of Evidence from Stock and Bond Markets," NBER Working Papers 31204, National Bureau of Economic Research, Inc.
• Datta, Susanta & Hatekar, Neeraj, 2022. "Range Volatility Spillover across Sectoral Stock Indices during COVID-19 Pandemic: Evidence from Indian Stock Market," MPRA Paper 117285, University Library of Munich, Germany.