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Report NEP-FMK-2023-09-04
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:
- Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023, "COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-40, Aug.
- Oleksandr Romanko & Akhilesh Narayan & Roy H. Kwon, 2023, "ChatGPT-based Investment Portfolio Selection," Papers, arXiv.org, number 2308.06260, Aug.
- Kris J. Mitchener & Angela Vossmeyer & Kris James Mitchener, 2023, "How Do Financial Crises Redistribute Risk?," CESifo Working Paper Series, CESifo, number 10597.
- Martin He{ss}ler & Tobias Wand & Oliver Kamps, 2023, "Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation," Papers, arXiv.org, number 2308.00087, Jul.
- Liping Wang & Jiawei Li & Lifan Zhao & Zhizhuo Kou & Xiaohan Wang & Xinyi Zhu & Hao Wang & Yanyan Shen & Lei Chen, 2023, "Methods for Acquiring and Incorporating Knowledge into Stock Price Prediction: A Survey," Papers, arXiv.org, number 2308.04947, Aug.
- Kaldorf, Matthias & Röttger, Joost, 2023, "Convenient but risky government bonds," Discussion Papers, Deutsche Bundesbank, number 15/2023.
- Eduardo C. Garrido-Merch'an & Sol Mora-Figueroa-Cruz-Guzm'an & Mar'ia Coronado-Vaca, 2023, "Deep Reinforcement Learning for ESG financial portfolio management," Papers, arXiv.org, number 2307.09631, Jun.
- Bührle, Anna Theresa & Yen, Chia-Yi, 2023, "Too much "skin in the game" ruins the game: Evidence from managerial capital gains taxes," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-028, revised 2023.
- Daher, Wassim & Karam, Fida & Ahmed, Naveed, 2023, "Insider Trading with Semi-Informed Traders and Information Sharing: The Stackelberg Game," MPRA Paper, University Library of Munich, Germany, number 118138, Jun.
- Matteo Prata & Giuseppe Masi & Leonardo Berti & Viviana Arrigoni & Andrea Coletta & Irene Cannistraci & Svitlana Vyetrenko & Paola Velardi & Novella Bartolini, 2023, "LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study," Papers, arXiv.org, number 2308.01915, Jul, revised Sep 2023.
- Höck, André & Bauckloh, Michael Tobias & Dumrose, Maurice & Klein, Christian, 2023, "ESG criteria and the credit risk of corporate bond portfolios," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-03.
- Darsh Kachhara & John K. E Markin & Astha Singh, 2023, "Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves," Papers, arXiv.org, number 2307.15718, Jul, revised Nov 2023.
- Mitsuru Katagiri & Junnosuke Shino & Koji Takahashi, 2023, "To lend or not to lend: the Bank of Japan's ETF purchase program and securities lending," BIS Working Papers, Bank for International Settlements, number 1113, Aug.
- Georgios Bampinas & Theodore Panagiotidis & Panagiotis Politsidis, 2023, "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Post-Print, HAL, number hal-04164277, Jul, DOI: 10.1016/j.jimonfin.2023.102902.