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Report NEP-FMK-2024-05-13
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:
- Agustín Carstens & Nandan Nilekani, 2024, "Finternet: the financial system for the future," BIS Working Papers, Bank for International Settlements, number 1178, Apr.
- Nicola Borri & Denis Chetverikov & Yukun Liu & Aleh Tsyvinski, 2024, "One Factor to Bind the Cross-Section of Returns," Papers, arXiv.org, number 2404.08129, Apr.
- Thorsten Hens & Ester Trutwin, 2024, "Modelling Sustainable Investing in the CAPM," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1104, Apr.
- Dat Mai, 2024, "StockGPT: A GenAI Model for Stock Prediction and Trading," Papers, arXiv.org, number 2404.05101, Apr, revised Oct 2024.
- Cole, Brittany M. & Gullett, Nell S. Gullett, 2024, "The Value of Corporate Bond Listing," MPRA Paper, University Library of Munich, Germany, number 120601, Mar, revised 27 Mar 2024.
- Kirtac, Kemal & Germano, Guido, 2024, "Sentiment trading with large language models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122592, Apr.
- David Xiao, 2024, "Hedge Fund Index Rules and Construction," Papers, arXiv.org, number 2403.15925, Mar.
- Luca Gelsomini, 2024, "On the Profitability of Rumors," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 06.
- Beverly Hirtle & Anna Kovner, 2024, "Can I Speak to Your Supervisor? The Importance of Bank Supervision," Liberty Street Economics, Federal Reserve Bank of New York, number 20240415, Apr.
- Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2024, "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/15, Apr, revised Apr 2024.
- Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
- Item repec:pre:wpaper:202416 is not listed on IDEAS anymore
- Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez & Thomas Jacquot, 2024, "Stress index strategy enhanced with financial news sentiment analysis for the equity markets," Papers, arXiv.org, number 2404.00012, Mar.
- Benjamin A. Jansen, 2024, "Risk is not Sufficient to Generate a Return on Investment," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 202401, Apr.
- Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2024, "An unconventional FX tail risk story," Bank of England working papers, Bank of England, number 1068, Apr.
- Peng Liu, 2024, "Anti-correlation network among China A-shares," Papers, arXiv.org, number 2404.00028, Mar, revised Oct 2025.
- Serena Merrino & Ilias Chondrogiannis, 2024, "Did Basel III reduce bank spillovers in South Africa," Working Papers, South African Reserve Bank, number 11060, Apr.