Report NEP-FMK-2022-01-10

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:

• Anne-Caroline Hüser & Caterina Lepore & Luitgard Veraart, 2021. "How Does the Repo Market Behave Under Stress? Evidence From the COVID-19 Crisis," IMF Working Papers 2021/267, International Monetary Fund.
• Degiannakis, Stavros, 2021. "Stock market as a nowcasting indicator for real investment," MPRA Paper 110914, University Library of Munich, Germany.
• Shwai He & Shi Gu, 2021. "Multi-modal Attention Network for Stock Movements Prediction," Papers 2112.13593, arXiv.org, revised Oct 2022.
• Lee, King Fuei, 2021. "An Anomaly within an Anomaly: The Halloween Effect in the Long-term Reversal Anomaly," MPRA Paper 110859, University Library of Munich, Germany.
• Alexis DIRER, 2021. "Portfolio Choice with Time Horizon Risk," LEO Working Papers / DR LEO 2916, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
• Michael Ewens & Joan Farre-Mensa, 2021. "Private or Public Equity? The Evolving Entrepreneurial Finance Landscape," NBER Working Papers 29532, National Bureau of Economic Research, Inc.
• Turan G. Bali & David Hirshleifer & Lin Peng & Yi Tang, 2021. "Attention, Social Interaction, and Investor Attraction to Lottery Stocks," NBER Working Papers 29543, National Bureau of Economic Research, Inc.
• Uta Pigorsch & Sebastian Schafer, 2021. "High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning," Papers 2112.04755, arXiv.org.
• Ashish Kumar & Abeer Alsadoon & P. W. C. Prasad & Salma Abdullah & Tarik A. Rashid & Duong Thu Hang Pham & Tran Quoc Vinh Nguyen, 2021. "Generative Adversarial Network (GAN) and Enhanced Root Mean Square Error (ERMSE): Deep Learning for Stock Price Movement Prediction," Papers 2112.03946, arXiv.org.
• Peng Zhou & Fangyi Li, 2021. "Prediction of Fund Net Value Based on ARIMA-LSTM Hybrid Model," Papers 2111.15355, arXiv.org.
• MohammadAmin Fazli & Parsa Alian & Ali Owfi & Erfan Loghmani, 2021. "RPS: Portfolio Asset Selection using Graph based Representation Learning," Papers 2111.15634, arXiv.org.
• Seungho Jung & Jongmin Lee & Seohyun Lee, 2021. "Geopolitical Risk on Stock Returns: Evidence from Inter-Korea Geopolitics," IMF Working Papers 2021/251, International Monetary Fund.
• Alim, Wajid & Ali, Amjad & Farid, Maryiam, 2021. "The Impact of Islamic Portfolio on Risk and Return," MPRA Paper 111211, University Library of Munich, Germany.