Report NEP-FMK-2023-07-17

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:

• Bajzik, Josef & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2023. "Does Shareholder Activism Create Value? A Meta-Analysis," MetaArXiv g94sx, Center for Open Science.
• Zihan Chen & Lei Nico Zheng & Cheng Lu & Jialu Yuan & Di Zhu, 2023. "ChatGPT Informed Graph Neural Network for Stock Movement Prediction," Papers 2306.03763, arXiv.org, revised Sep 2023.
• David Hirshleifer & Dat Mai & Kuntara Pukthuanthong, 2023. "War Discourse and the Cross Section of Expected Stock Returns," NBER Working Papers 31348, National Bureau of Economic Research, Inc.
• Lorenzo Bretscher & Lukas Schmid & Tiange Ye, 2023. "Passive Demand and Active Supply: Evidence from Maturity-Mandated Corporate Bond Funds," Swiss Finance Institute Research Paper Series 23-42, Swiss Finance Institute.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2023. "Green Tilts," NBER Working Papers 31320, National Bureau of Economic Research, Inc.
• Edmund Crawley & William L. Gamber, 2023. "Winners and losers from recent asset price changes," FEDS Notes 2023-05-12, Board of Governors of the Federal Reserve System (U.S.).
• Philippe Goulet Coulombe & Maximilian Goebel, 2023. "Maximally Machine-Learnable Portfolios," Papers 2306.05568, arXiv.org, revised Apr 2024.
• Mishra, Bineet & Prasad, Eswar, 2023. "A Simple Model of a Central Bank Digital Currency," IZA Discussion Papers 16154, Institute of Labor Economics (IZA).
• Shimon Kogan & Igor Makarov & Marina Niessner & Antoinette Schoar, 2023. "Are Cryptos Different? Evidence from Retail Trading," NBER Working Papers 31317, National Bureau of Economic Research, Inc.
• Bellia, Mario & Calès, Ludovic, 2023. "Bank profitability and central bank digital currency," Working Papers 2023-06, Joint Research Centre, European Commission.
• Lubdhak Mondal & Udeshya Raj & Abinandhan S & Began Gowsik S & Sarwesh P & Abhijeet Chandra, 2023. "Causality between Sentiment and Cryptocurrency Prices," Papers 2306.05803, arXiv.org.
• Giorgio Abate & Nicola Branzoli & Raffaele Gallo, 2023. "Crypto-asset markets: structure, stress episodes in 2022 and policy considerations," Questioni di Economia e Finanza (Occasional Papers) 783, Bank of Italy, Economic Research and International Relations Area.
• Lifan Zhao & Shuming Kong & Yanyan Shen, 2023. "DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting," Papers 2306.09862, arXiv.org, revised Apr 2024.
• Makhanya, Kabelo Collen & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2023. "Examining the dependence structure between carry trade and equity market returns in BRICS countries," MPRA Paper 117461, University Library of Munich, Germany.
• Georgios Bampinas & Theodore Panagiotidis & Panagiotis N. Politsidis, 2023. "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Working Paper series 23-09, Rimini Centre for Economic Analysis.