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Report NEP-FMK-2024-02-12
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:
- Yue Chen & Mohan Li, 2024, "Economic Forces in Stock Returns," Papers, arXiv.org, number 2401.04132, Jan.
- Huang, Alan Guoming & Wermers, Russ & Xue, Jinming, 2023, ""Buy the rumor, sell the news": Liquidity provision by bond funds following corporate news events," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 23-07.
- Yue Chen & Xingyi Andrew & Salintip Supasanya, 2024, "CRISIS ALERT:Forecasting Stock Market Crisis Events Using Machine Learning Methods," Papers, arXiv.org, number 2401.06172, Jan.
- Cristina Chinazzo & Vahidin Jeleskovic, 2024, "Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches," Papers, arXiv.org, number 2401.02049, Jan.
- Guiqiang Shi & Dehua Shen & Zhaobo Zhu, 2024, "Herding towards carbon neutrality: The role of investor attention," Post-Print, HAL, number hal-04348526, Jan.
- M N, Nikhil & S Shenoy, Sandeep & Chakraborty, Suman & B M, Lithin, 2023, "Is the Nexus Between Capital Structure and Firm Performance Asymmetric? An Emerging Market Perspective," MPRA Paper, University Library of Munich, Germany, number 119669, Sep, revised 17 Nov 2023.
- Chang, Zheng & Ng, Alex Wei Fung & Peng, Siying & Shi, Dandi, 2024, "Stock price reactions to reopening announcements after China abolished its zero-COVID policy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121414, Jan.
- Zhang Chern Lee & Wei Yun Tan & Hoong Khen Koo & Wilson Pang, 2024, "Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks," Papers, arXiv.org, number 2401.05264, Jan.
- Xolani Sibande & Alistair Milne, 2024, "The impact of Basel III implementation on bank lending in South Africa," Working Papers, South African Reserve Bank, number 11055, Jan.