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Report NEP-FMK-2024-01-08
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:
- John Y. Campbell & Stefano Giglio & Christopher Polk, 2023, "What Drives Booms and Busts in Value?," NBER Working Papers, National Bureau of Economic Research, Inc, number 31859, Nov.
- Kausik, B.N., 2023, "Equity Premium in Efficient Markets," MPRA Paper, University Library of Munich, Germany, number 119278, Nov.
- HyeonJun Kim, 2023, "Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market," Papers, arXiv.org, number 2311.15247, Nov.
- Ricardo Barahona & Stefano Cassella & Kristy A. E. Jansen, 2023, "Do Teams Alleviate or Exacerbate the Extrapolation Bias in the Stock Market?," Working Papers, Banco de España, number 2335, Nov, DOI: https://doi.org/10.53479/35522.
- Ummara Mumtaz & Summaya Mumtaz, 2023, "Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis," Papers, arXiv.org, number 2311.06273, Oct.
- Fernando D. Chague & Bruno Giovannetti & Bernard Herskovic, 2023, "Information Leakage from Short Sellers," NBER Working Papers, National Bureau of Economic Research, Inc, number 31927, Dec.
- Xihan Xiong & Zhipeng Wang & Tianxiang Cui & William Knottenbelt & Michael Huth, 2023, "Market Misconduct in Decentralized Finance (DeFi): Analysis, Regulatory Challenges and Policy Implications," Papers, arXiv.org, number 2311.17715, Nov, revised Nov 2024.
- Jean-Baptiste Hasse & Christelle Lecourt & Souhila Siagh, 2023, "Institutional Stock-Bond Portfolios Rebalancing and Financial Stability," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2322, Nov.
- Mahyar Kargar & Benjamin Lester & Sébastien Plante & Pierre-Olivier Weill, 2023, "Sequential Search for Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 31904, Nov.
- Rohan Kekre & Moritz Lenel, 2023, "The High Frequency Effects of Dollar Swap Lines," NBER Working Papers, National Bureau of Economic Research, Inc, number 31901, Nov.
- Ruslan Tepelyan & Achintya Gopal, 2023, "Generative Machine Learning for Multivariate Equity Returns," Papers, arXiv.org, number 2311.14735, Nov.
- Michele Costa, 2023, "The evaluation of the effects of ESG scores on financial markets," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1189, Dec.