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Report NEP-FMK-2024-12-09
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:
- DeMarzo, Peter & Krishnamurthy, Arvind & Nagel, Stefan, 2024, "Interest Rate Risk in Banking," Research Papers, Stanford University, Graduate School of Business, number 4194, Sep.
- Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024, "Mental Models of the Stock Market," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 23-07, Nov.
- Hunter Ng, 2024, "Strategic Control of Facial Expressions by the Fed Chair," Papers, arXiv.org, number 2410.20214, Oct.
- Ali Elahi & Fatemeh Taghvaei, 2024, "Combining Financial Data and News Articles for Stock Price Movement Prediction Using Large Language Models," Papers, arXiv.org, number 2411.01368, Nov.
- Xinlin Wang & Zs'ofia Kraussl & Mats Brorsson, 2024, "Datasets for Advanced Bankruptcy Prediction: A survey and Taxonomy," Papers, arXiv.org, number 2411.01928, Nov.
- Abdoulaye Ndiaye, 2024, "Why Bitcoin and Ethereum Differ in Transaction Costs: A Theory of Blockchain Fee Policies," CESifo Working Paper Series, CESifo, number 11274.
- 'Isak P'etursson & Mar'ia 'Oskarsd'ottir, 2024, "Generalized Distribution Prediction for Asset Returns," Papers, arXiv.org, number 2410.23296, Oct, revised Jan 2025.
- Zhengyang Chi & Junbin Gao & Chao Wang, 2024, "Graph Signal Processing for Global Stock Market Realized Volatility Forecasting," Papers, arXiv.org, number 2410.22706, Oct, revised Sep 2025.
- Quechen Yang, 2024, "Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)," Papers, arXiv.org, number 2411.03035, Nov.