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Report NEP-FMK-2023-11-06
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:
- Raquel M. Gaspar & Xu Jiaming, 2023, "Consumer Confidence and Stock Markets' Returns," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2023/0292, Oct.
- Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023, "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 31778, Oct.
- A. H. Nzokem, 2023, "Bitcoin versus S&P 500 Index: Return and Risk Analysis," Papers, arXiv.org, number 2310.02436, Oct.
- Hsiang-Hui Liu & Han-Jay Shu & Wei-Ning Chiu, 2023, "NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading," Papers, arXiv.org, number 2310.00747, Oct, revised Oct 2023.
- Vaibhav Sherkar & Rituparna Sen, 2023, "Study of Stylized Facts in Stock Market Data," Papers, arXiv.org, number 2310.00753, Oct.
- Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023, "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-25.
- Zhengyong Jiang & Jeyan Thiayagalingam & Jionglong Su & Jinjun Liang, 2023, "CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy," Papers, arXiv.org, number 2310.01319, Oct.