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Report NEP-FMK-2024-02-05
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:
- Vamsi K. Potluru & Daniel Borrajo & Andrea Coletta & Niccol`o Dalmasso & Yousef El-Laham & Elizabeth Fons & Mohsen Ghassemi & Sriram Gopalakrishnan & Vikesh Gosai & Eleonora Kreav{c}i'c & Ganapathy Ma, 2023, "Synthetic Data Applications in Finance," Papers, arXiv.org, number 2401.00081, Dec, revised Mar 2024.
- Vahidin Jeleskovic & Claudio Latini & Zahid I. Younas & Mamdouh A. S. Al-Faryan, 2023, "Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach," Papers, arXiv.org, number 2401.00507, Dec.
- Lin William Cong & Shiyang Huang & Douglas Xu, 2024, "The Rise of Factor Investing: "Passive" Security Design and Market Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 32016, Jan.
- Jules H. van Binsbergen & Svetlana Bryzgalova & Mayukh Mukhopadhyay & Varun Sharma, 2024, "(Almost) 200 Years of News-Based Economic Sentiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 32026, Jan.
- Georgios Fatouros & Konstantinos Metaxas & John Soldatos & Dimosthenis Kyriazis, 2024, "Can Large Language Models Beat Wall Street? Unveiling the Potential of AI in Stock Selection," Papers, arXiv.org, number 2401.03737, Jan, revised Apr 2024.
- Thiago Fauvrelle & Mathias Skrutkowski, 2023, "Collateral pledgeability and asset manager portfolio choices during redemption waves," Working Papers, European Stability Mechanism, number 58, Dec, revised 12 Dec 2023.
- Vahidin Jeleskovic & Stephen Mackay, 2023, "Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis," Papers, arXiv.org, number 2401.00603, Dec.
- Dirk Broeders & Marleen de Jonge & David Rijsbergen, 2024, "The European Carbon Bond Premium," Working Papers, DNB, number 798, Jan.
- Martijn A. Boermans & Maurice Bun & Yasmine van der Straten, 2024, "Funding the Fittest? Pricing of Climate Transition Risk in the Corporate Bond Market," Working Papers, DNB, number 797, Jan.
- Masayuki KEIDA & Yosuke TAKEDA, 2024, "How Loud is a Soft Voice? Effects of positive screening of ESG performance on the Japanese oil companies," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 24002, Jan.