Report NEP-FMK-2022-03-14

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:

• Markus Brueckner & Wensheng Kang & Joaquin Vespignani, 2021. "COVID-19 and firms’ stock price growth: The role of market capitalization," CAMA Working Papers 2021-100, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Alam, Md. Mahmudul & Wei, Haitian & , Abu N. M. Wahid, 2021. "COVID-19 Outbreak and Sectoral Performance of the Australian Stock Market: An Event Study Analysis," OSF Preprints gt4wm, Center for Open Science.
• Ogulcan E. Orsel & Sasha S. Yamada, 2022. "Comparative Study of Machine Learning Models for Stock Price Prediction," Papers 2202.03156, arXiv.org.
• Sergio Mayordomo & Maria Rodriguez-Moreno & Juan Ignacio Pe~na, 2022. "Derivatives Holdings and Systemic Risk in the U.S. Banking Sector," Papers 2202.02254, arXiv.org.
• Li, Xiang, 2022. "How does economic policy uncertainty affect corporate debt maturity?," IWH Discussion Papers 5/2022, Halle Institute for Economic Research (IWH).
• Karen Croxson & Jon Frost & Leonardo Gambacorta & Tommaso Valletti, 2021. "Platform-based business models and financial inclusion," BIS Working Papers 986, Bank for International Settlements.
• Stefan Pasch & Daniel Ehnes, 2022. "StonkBERT: Can Language Models Predict Medium-Run Stock Price Movements?," Papers 2202.02268, arXiv.org.
• Ameni Ben Salem & Imene Safer & Islem Khefacha, 2021. "Value at Risk Estimation For the BRICS Countries : A Comparative Study," Post-Print hal-03502428, HAL.