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Report NEP-FMK-2023-12-18
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:
- Johannes Ruf, 2023, "Diversifying an Index," Papers, arXiv.org, number 2311.10713, Jul.
- Fix, Blair, 2023, "When Stocks Go Up, Who Benefits?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 279884.
- Ethan Ratliff-Crain & Colin M. Van Oort & James Bagrow & Matthew T. K. Koehler & Brian F. Tivnan, 2023, "Revisiting Cont's Stylized Facts for Modern Stock Markets," Papers, arXiv.org, number 2311.07738, Nov, revised May 2024.
- Guerrero-Escobar Santiago & Hernández-del-Valle Gerardo & Hernández Vega Marco & De-la-Mora Paula, 2023, "The Stock Market Effects of Committing and Setting GHG Targets: Evidence from the Science-Based Initiative," Working Papers, Banco de México, number 2023-15, Nov.
- Gasparini, Matteo, 2023, "Are financial markets pricing the net zero carbon transition? A reconsideration of the carbon premium," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2023-23, Nov.
- Viral V. Acharya & Toomas Laarits, 2023, "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 31863, Nov.
- Wentao Zhang & Yilei Zhao & Shuo Sun & Jie Ying & Yonggang Xie & Zitao Song & Xinrun Wang & Bo An, 2023, "Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools," Papers, arXiv.org, number 2311.10801, Nov, revised Feb 2024.
- Qin Wang & Guangsheng Yu & Shiping Chen, 2023, "Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB Collapse," Papers, arXiv.org, number 2311.10720, Sep.