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Report NEP-FMK-2024-10-28
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:
- Zhaobo Zhu & Licheng Sun, 2024, "When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis," Post-Print, HAL, number hal-04703041, Sep.
- John Phan & Hung-Fu Chang, 2024, "Leveraging Fundamental Analysis for Stock Trend Prediction for Profit," Papers, arXiv.org, number 2410.03913, Oct.
- Sahar Arshad & Nikhar Azhar & Sana Sajid & Seemab Latif & Rabia Latif, 2024, "Cross-Lingual News Event Correlation for Stock Market Trend Prediction," Papers, arXiv.org, number 2410.00024, Sep.
- Shuaiyu Chen & T. Clifton Green & Huseyin Gulen & Dexin Zhou, 2024, "What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts," Papers, arXiv.org, number 2409.11540, Sep.
- Chen, Honghui & Qu, Yuanyu & Shen, Tao & Wang, Qinghai, 2024, "Soft information in portfolio management," SocArXiv, Center for Open Science, number 84tfm, Sep, DOI: 10.31219/osf.io/84tfm.
- Diana Barro & Antonella Basso & Stefania Funari & Guglielmo Alessandro Visentin, 2023, "Portfolio Diversification Including Art as an Alternative Asset," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 06, Oct.
- Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2024, "Corporate Bond Market Distress," Working Paper, Federal Reserve Bank of Richmond, number 24-09, Sep, DOI: 10.21144/wp24-09.
- Maysam Khodayari Gharanchaei & Reza Babazadeh, 2024, "Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns," Papers, arXiv.org, number 2409.14510, Aug.
- Aldasoro, Iñaki & Ferrari Minesso, Massimo & Gambacorta, Leonardo & Habib, Maurizio Michael & Cornelli, Giulio, 2024, "Stablecoins, money market funds and monetary policy," Working Paper Series, European Central Bank, number 2987, Oct.
- Kyungsub Lee, 2024, "Price predictability in limit order book with deep learning model," Papers, arXiv.org, number 2409.14157, Sep.
- John Armstrong & George Tatlow, 2024, "Deep Gamma Hedging," Papers, arXiv.org, number 2409.13567, Sep.
- Fabian Billert & Stefan Conrad, 2024, "A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40," Papers, arXiv.org, number 2409.20397, Sep.