Report NEP-FMK-2024-12-30

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:

• Junjie Guo, 2024, "Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study," Papers, arXiv.org, number 2411.13555, Oct, revised Nov 2024.
• Jue Xiao & Tingting Deng & Shuochen Bi, 2024, "Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction," Papers, arXiv.org, number 2411.05790, Oct.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
• Sorouralsadat Fatemi & Yuheng Hu, 2024, "FinVision: A Multi-Agent Framework for Stock Market Prediction," Papers, arXiv.org, number 2411.08899, Oct.
• Szymon Lis, 2024, "Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence," Papers, arXiv.org, number 2411.13180, Nov.
• Pongsak Luangaram & Yuthana Sethapramote & Kannika Thampanishvong & Gazi Salah Uddin, 2024, "Climate Risk and Financial Stability: A Systemic Risk Perspective from Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 224, Nov.
• Linying Lv, 2024, "The Value of Information from Sell-side Analysts," Papers, arXiv.org, number 2411.13813, Nov, revised Jun 2025.
• Ananya Unnikrishnan, 2024, "Financial News-Driven LLM Reinforcement Learning for Portfolio Management," Papers, arXiv.org, number 2411.11059, Nov.
• Maria Teresa Medeiros Garcia & Tiago Miguel Batista Raimundo, 2024, "The Impact of Player Transfers on European Football Clubs Stock Prices: An Event Study Analysis," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2024/0361, Dec.
• Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024, "What’s so Inconvenient About TIPS?," Working Papers, University of California, Davis, Department of Economics, number 364, Dec.
• Yuval Boneh & Ethan Jones, 2024, "Assessing Stablecoin Credit Risks," Papers, arXiv.org, number 2411.13762, Nov.