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Report NEP-FMK-2024-10-21
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:
- Miguel C. Herculano, 2024, "Betting Against (Bad) Beta," Papers, arXiv.org, number 2409.00416, Aug.
- Michael J. Fleming, 2024, "Has Treasury Market Liquidity Improved in 2024?," Liberty Street Economics, Federal Reserve Bank of New York, number 20240923, Sep.
- Fang Wang & Marko Gacesa, 2024, "Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models," Papers, arXiv.org, number 2409.15988, Sep.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024, "Finance Without Exotic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 33004, Sep.
- Henry Dyer & Michael J. Fleming & Or Shachar, 2024, "End‑of‑Month Liquidity in the Treasury Market," Liberty Street Economics, Federal Reserve Bank of New York, number 20240924, Sep.
- Junhyeong Lee & Haeun Jeon & Hyunglip Bae & Yongjae Lee, 2024, "Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models," Papers, arXiv.org, number 2409.09684, Sep, revised Nov 2025.
- O-Chia Chuang & Rangan Gupta & Christian Pierdzioch & Buliao Shu, 2024, "Financial Uncertainty and Gold Market Volatility: Evidence from a GARCH-MIDAS Approach with Variable Selection," Working Papers, University of Pretoria, Department of Economics, number 202441, Sep.
- Nicola Cetorelli & Saketh Prazad, 2024, "The Nonbank Footprint of Banks," Staff Reports, Federal Reserve Bank of New York, number 1118, Sep, DOI: 10.59576/sr.1118.