Report NEP-FMK-2022-06-27

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.

Other reports in NEP-FMK

The following items were announced in this report:

• Kerssenfischer, Mark & Schmeling, Maik, 2022. "What moves markets?," Discussion Papers 16/2022, Deutsche Bundesbank.
• David Hirshleifer & Yushui Shi & Weili Wu, 2022. "Do Sell-Side Analysts Say “Buy” While Whispering “Sell”?," NBER Working Papers 30032, National Bureau of Economic Research, Inc.
• Amélie Charles & Olivier Darné & Jae Kim, 2022. "Stock Return Predictability: Evaluation based on interval forecasts," Post-Print hal-03656310, HAL.
• Vishal Kuber & Divakar Yadav & Arun Kr Yadav, 2022. "Univariate and Multivariate LSTM Model for Short-Term Stock Market Prediction," Papers 2205.06673, arXiv.org.
• Josef Sveda & Jaromir Baxa & Adam Gersl, 2022. "Fiscal Consolidation under Market´s Scrutiny: How Do Fiscal Announcements Affect Bond Yields," Working Papers IES 2022/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2022.
• Chenrui Zhang, 2022. "Research on the correlation between text emotion mining and stock market based on deep learning," Papers 2205.06675, arXiv.org.
• Nina Boyarchenko & Richard K. Crump & Anna Kovner & Or Shachar, 2022. "How Is the Corporate Bond Market Responding to Financial Market Volatility?," Liberty Street Economics 20220601, Federal Reserve Bank of New York.
• Campanale Claudio & Fugazza Carolina, 2022. "Preference for Wealth and Life Cycle Portfolio Choice," Working papers 075, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• Matthew Malloy & Francis Martinez & Mary-Frances Styczynski & Alex Thorp, 2022. "Retail CBDC and U.S. Monetary Policy Implementation: A Stylized Balance Sheet Analysis," Finance and Economics Discussion Series 2022-032, Board of Governors of the Federal Reserve System (U.S.).
• Kick, Andreas & Rottmann, Horst, 2022. "The relevance of banks to the European stock market," Weidener Diskussionspapiere 84, University of Applied Sciences Amberg-Weiden (OTH).
• Mohammadreza Mahmoudi, 2022. "Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches," Papers 2205.00335, arXiv.org.