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Report NEP-FMK-2024-05-06
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:
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024, "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 289497.
- Enmin Zhu & Jerome Yen, 2024, "BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights," Papers, arXiv.org, number 2404.02053, Apr, revised Apr 2024.
- Marc Gronwald & Sania Wadud, 2024, "“My Name Is Bond. Green Bond.” Informational Efficiency of Climate Finance Markets," CESifo Working Paper Series, CESifo, number 11029.
- Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2024, "What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 32301, Apr.
- Francesco Catalano & Laura Nasello & Daniel Guterding, 2024, "Quantum computing approach to realistic ESG-friendly stock portfolios," Papers, arXiv.org, number 2404.02582, Apr.
- Nolan Alexander & William Scherer, 2024, "Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients," Papers, arXiv.org, number 2404.00825, Mar.
- Rana, Hafiz Muhammad Usman & O'Connor, Fergal & Yerushalmi, Erez & Kim, H. Jae, 2024, "Market Efficiency Perspective of Precious Metals: Evidence from Developed and Emerging Economies," CAFE Working Papers, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University, number 28, Mar.