Report NEP-FMK-2024-03-18

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• C. Sarai R. Avila, 2024. "Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks," Papers 2402.03353, arXiv.org.
• Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024. "ChatGPT and Corporate Policies," NBER Working Papers 32161, National Bureau of Economic Research, Inc.
• Zihan Dong & Xinyu Fan & Zhiyuan Peng, 2024. "FNSPID: A Comprehensive Financial News Dataset in Time Series," Papers 2402.06698, arXiv.org.
• Mark S. Carey & Christopher Healy, 2024. "Short Selling and Bank Deposit Flows," Working Papers 24-05, Federal Reserve Bank of Cleveland.
• Himanshu Gupta & Aditya Jaiswal, 2024. "A Study on Stock Forecasting Using Deep Learning and Statistical Models," Papers 2402.06689, arXiv.org.
• Yuan Gao & Haokun Chen & Xiang Wang & Zhicai Wang & Xue Wang & Jinyang Gao & Bolin Ding, 2024. "DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation," Papers 2402.06656, arXiv.org.
• Couts, Spencer J. & Goncalves, Andrei S., 2024. "A First Look at the Historical Performance of the New NAV REITs," Working Paper Series 2024-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Lodge, David & Manu, Ana-Simona & Van Robays, Ine, 2024. "China's footprint in global financial markets," BOFIT Discussion Papers 1/2024, Bank of Finland Institute for Emerging Economies (BOFIT).