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Report NEP-FMK-2021-04-12
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Andrey Kudryavtsev, 2021. "Effect of Market-Wide Herding on the Next Day's Stock Return," Bulgarian Economic Papers bep-2021-04, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Mar 2021.
- Jaydip Sen & Sidra Mehtab, 2021. "Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models," Papers 2103.15096, arXiv.org.
- Firuz Kamalov & Linda Smail & Ikhlaas Gurrib, 2021. "Forecasting with Deep Learning: S&P 500 index," Papers 2103.14080, arXiv.org.
- Ali Hirsa & Joerg Osterrieder & Branka Hadji Misheva & Wenxin Cao & Yiwen Fu & Hanze Sun & Kin Wai Wong, 2021. "The VIX index under scrutiny of machine learning techniques and neural networks," Papers 2102.02119, arXiv.org.
- Yong Shi & Bo Li & Guangle Du, 2021. "Pyramid scheme in stock market: a kind of financial market simulation," Papers 2102.02179, arXiv.org, revised Feb 2021.
- Dhruv Aggarwal & Ofer Eldar & Yael Hochberg & Lubomir P. Litov, 2021. "The Rise of Dual-Class Stock IPOs," NBER Working Papers 28609, National Bureau of Economic Research, Inc.
- Patrick T. Harker, 2021. "Linking Community Banks and Fintech Platforms," Speech 90560, Federal Reserve Bank of Philadelphia.
- Qixuan Luo & Yu Shi & Handong Li, 2021. "Research on Portfolio Liquidation Strategy under Discrete Times," Papers 2103.15400, arXiv.org.
- Itay Goldstein & Chester S. Spatt & Mao Ye, 2021. "Big Data in Finance," NBER Working Papers 28615, National Bureau of Economic Research, Inc.
- Somnath Chatterjee & Marea Sing, 2021. "Measuring Systemic Risk in South African Banks," Working Papers 11004, South African Reserve Bank.