Report NEP-FMK-2024-06-10

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:

• Abdulnasser Hatemi-J, 2024. "An Asymmetric Capital Asset Pricing Model," Papers 2404.14137, arXiv.org, revised May 2024.
• Breckenfelder, Johannes & De Falco, Veronica, 2024. "Investor heterogeneity and large-scale asset purchases," Working Paper Series 2938, European Central Bank.
• Chen, Andrew Y. & Lopez-Lira, Alejandro & Zimmermann, Tom, 2024. "Does peer-reviewed research help predict stock returns?," CFR Working Papers 24-02, University of Cologne, Centre for Financial Research (CFR).
• Minwu Kim & Sidahmed Benabderrahmane & Talal Rahwan, 2024. "Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds," Papers 2404.16169, arXiv.org, revised Oct 2024.
• O. Bertolami, 2024. "Natural Capital as a Stock Option," Papers 2404.14041, arXiv.org.
• Hulusi Mehmet Tanrikulu & Hakan Pabuccu, 2024. "The Effect of Data Types' on the Performance of Machine Learning Algorithms for Financial Prediction," Papers 2404.19324, arXiv.org.
• David Bort Mondragon & Mª Carmen Saorín Iborra & Vicente Safón Cano, 2024. "Managing Stakeholders – The Role of Values Congruence and Affective Commitment," Working Papers Ivie 2024-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• Sid Bhatia & Samuel Gedal & Himaya Jeyakumar Grace Lee & Ravinder Chopra & Daniel Roman & Shrijani Chakroborty, 2024. "Crypto Market Analysis & Real-Estate Business Protocol Proposal | Application of Ethereum Blockchain," Papers 2405.02547, arXiv.org.
• Valère Fourel & Alice Schwenninger, 2024. "The Impact of the PEPP on the Corporate Commercial Paper Market," Working papers 946, Banque de France.
• Yupeng Cao & Zhi Chen & Qingyun Pei & Nathan Jinseok Lee & K. P. Subbalakshmi & Papa Momar Ndiaye, 2024. "ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction," Papers 2404.18470, arXiv.org, revised Aug 2024.