Report NEP-FMK-2024-04-22
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:
- Charles W. Calomiris & Matthew S. Jaremski, 2024, "The Puzzling Persistence of Financial Crises," NBER Working Papers, National Bureau of Economic Research, Inc, number 32213, Mar.
- Lee, David, 2024, "Hedge Fund Investment Returns and Performance," MPRA Paper, University Library of Munich, Germany, number 120350, Mar.
- Maheronnaghsh, Mohammad Javad & Gheidi, Mohammad Mahdi & Fazli, MohammadAmin, 2023, "Machine Learning Methods in Algorithmic Trading: An Experimental Evaluation of Supervised Learning Techniques for Stock Price," OSF Preprints, Center for Open Science, number dzp26, Sep, DOI: 10.31219/osf.io/dzp26.
- Bruno de Melo & Jamiel Sheikh, 2024, "Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?," Papers, arXiv.org, number 2403.10482, Mar, revised Mar 2024.
- Hafner, C. M. & Linton, O. B. & Wang, L., 2024, "The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model," Janeway Institute Working Papers, Faculty of Economics, University of Cambridge, number 2404, Mar.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024, "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers, University of Pretoria, Department of Economics, number 202408, Mar.
- Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
- Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
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