Report NEP-FMK-2022-08-29

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:

• Stulz, Rene M. & Taboada, Alvaro G. & Van Dijk, Mathijs A., 2022. "The Determinants of Bank Liquid Asset Holdings," Working Paper Series 2022-05, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Te Bao & Brice Corgnet & Nobuyuki Hanaki & Yohanes E. Riyanto & Jiahua Zhu, 2022. "Predicting the unpredictable: New experimental evidence on forecasting random walks," ISER Discussion Paper 1181, Institute of Social and Economic Research, Osaka University.
• Jun Lu & Shao Yi, 2022. "Autoencoding Conditional GAN for Portfolio Allocation Diversification," Papers 2207.05701, arXiv.org.
• Bhaskarjit Sarmah & Nayana Nair & Dhagash Mehta & Stefano Pasquali, 2022. "Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning," Papers 2207.07183, arXiv.org.
• Jun Lu & Minhui Wu, 2022. "A note on VIX for postprocessing quantitative strategies," Papers 2207.04887, arXiv.org.
• Yulia Vymyatnina & Aleksandr Chernykh, 2022. "Green Factor Influence on the Yield of Stocks and Bonds in the Russian Financial Market," EUSP Department of Economics Working Paper Series 2022/01, European University at St. Petersburg, Department of Economics.