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Report NEP-FMK-2024-06-24
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:
- Lukas Menkhoff & Jannis Westermann, 2024, "Determinants of Stock Market Participation," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2078.
- Gang Hu & Ming Gu, 2024, "Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management," Papers, arXiv.org, number 2405.05449, May.
- Philippe van der Beck & Jean-Philippe Bouchaud & Dario Villamaina, 2024, "Ponzi Funds," Papers, arXiv.org, number 2405.12768, May.
- Andrew Atkeson & Jonathan Heathcote & Fabrizio Perri, 2024, "There is No Excess Volatility Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 32481, May.
- Shuxin Guo & Qiang Liu, 2024, "Data-generating process and time-series asset pricing," Papers, arXiv.org, number 2405.10920, May.
- Tut, DANIEL, 2024, "Bitcoin, speculative sentiments and crypto-assets valuation," MPRA Paper, University Library of Munich, Germany, number 120866, Mar.
- Thomas Drechsel, 2024, "Estimating the Effects of Political Pressure on the Fed: A Narrative Approach with New Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 32461, May.
- Huiyu Li & Junhua Hu, 2024, "A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity," Papers, arXiv.org, number 2405.10584, May.
- Jingyang Wu & Xinyi Zhang & Fangyixuan Huang & Haochen Zhou & Rohtiash Chandra, 2024, "Review of deep learning models for crypto price prediction: implementation and evaluation," Papers, arXiv.org, number 2405.11431, May, revised Jun 2024.
- Hongyang Yang & Boyu Zhang & Neng Wang & Cheng Guo & Xiaoli Zhang & Likun Lin & Junlin Wang & Tianyu Zhou & Mao Guan & Runjia Zhang & Christina Dan Wang, 2024, "FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models," Papers, arXiv.org, number 2405.14767, May, revised May 2024.
- Altmejd, Adam & Jansson, Thomas & Karabulut, Yigitcan, 2024, "Business Education and Portfolio Returns," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16976, May.
- Ngoepe, Letlhogonolo Kearabilwe & Bonga-Bonga, Lumengo, 2024, "The connectedness of financial risk and green financial instruments: a dynamic and frequency analysis," MPRA Paper, University Library of Munich, Germany, number 121091.
- Aney, Madhav S. & Banerji, Sanjay, 2024, "Forgery, market liquidity, and demat trading: Evidence from the national stock exchange in India," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 7/2024.