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Report NEP-FMK-2023-10-02
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:
- Greg Buchak & Vera Chau & Adam Jørring, 2023, "Integrated Intermediation and Fintech Market Power," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-67, Aug.
- Daniel Barth & R. Jay Kahn & Robert Mann, 2023, "Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"?," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2023-08-30-2, Aug, DOI: 10.17016/2380-7172.3355.
- Fay, Constanze & Ghiselli, Angelica, 2023, "Insurers’ investment behaviour and the coronavirus (COVID-19) pandemic," ESRB Occasional Paper Series, European Systemic Risk Board, number 22, Sep.
- Haochen Li & Yi Cao & Maria Polukarov & Carmine Ventre, 2023, "An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics," Papers, arXiv.org, number 2308.14235, Aug, revised Jun 2024.
- Agarwal, Vikas & Barber, Brad M. & Cheng, Si & Hameed, Allaudeen & Shanker, Harshini & Yasuda, Ayako, 2023, "Do investors overvalue startups? Evidence from the junior stakes of mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-04.
- Alexander Cochardt & Stephan Heller & Vitaly Orlov, 2023, "Do Mutual Funds Greenwash? Evidence from Fund Name Changes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-64, Aug.
- Kiwoong Byun & Baeho Kim & Dong Hwan Oh, 2023, "Systemic Credit Risk Premium: Insights from Credit Derivatives Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-055r1, Aug, revised 04 Aug 2025, DOI: 10.17016/FEDS.2023.055r1.
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023, "Green risk in Europe," Working Papers, University of Milano-Bicocca, Department of Economics, number 526, Sep.
- Ali Asgarov, 2023, "Predicting Financial Market Trends using Time Series Analysis and Natural Language Processing," Papers, arXiv.org, number 2309.00136, Aug.
- Lefteris Loukas & Ilias Stogiannidis & Prodromos Malakasiotis & Stavros Vassos, 2023, "Breaking the Bank with ChatGPT: Few-Shot Text Classification for Finance," Papers, arXiv.org, number 2308.14634, Aug.
- Kapil Panda, 2023, "Analysis of Optimal Portfolio Management Using Hierarchical Clustering," Papers, arXiv.org, number 2308.11202, Aug.