Report NEP-FMK-2019-04-15

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Giuseppe Pernagallo & Benedetto Torrisi, 2019. "A Theory of Information overload applied to perfectly efficient financial markets," Papers 1904.03726, arXiv.org.
• Szybisz, Martin Andres, 2019. "Interactions between Credit and Market Risk, Diversification vs Compounding effects," MPRA Paper 93173, University Library of Munich, Germany.
• Evanthia Chatzitzisi & Stilianos Fountas & Theodore Panagiotidis, 2019. "Another Look at Calendar Anomalies," Discussion Paper Series 2019_02, Department of Economics, University of Macedonia, revised Feb 2019.
• Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, C.E.P.R. Discussion Papers.
• Adamantios Ntakaris & Giorgio Mirone & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis, 2019. "Feature Engineering for Mid-Price Prediction with Deep Learning," Papers 1904.05384, arXiv.org, revised Jun 2019.
• CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018. "SRI: Truths and lies," LIDAM Discussion Papers CORE 2018034, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Amin Azari, 2019. "Bitcoin Price Prediction: An ARIMA Approach," Papers 1904.05315, arXiv.org.
• Abhibasu Sen & Karabi Dutta Chaudhury, 2019. "On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market," Papers 1904.05317, arXiv.org.