Report NEP-FMK-2022-09-05

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:

• Guglielmo Maria Caporale & Luis A. Gil-Alana & Francisco Puertolas, 2022. "Modelling Profitability of Private Equity: A Fractional Integration Approach," CESifo Working Paper Series 9843, CESifo.
• Shaswat Mohanty & Anirudh Vijay & Nandagopan Gopakumar, 2022. "StockBot: Using LSTMs to Predict Stock Prices," Papers 2207.06605, arXiv.org, revised Jul 2022.
• Krishnadas M. & K. P. Harikrishnan & G. Ambika, 2022. "Recurrence measures and transitions in stock market dynamics," Papers 2208.03456, arXiv.org.
• Gehde-Trapp, Monika & Klingler, Linda, 2022. "The effect of sentiment on institutional investors: A gender analysis," CFR Working Papers 22-08, University of Cologne, Centre for Financial Research (CFR).
• António Afonso & José Alves & Krzysztof Beck & Karen Jackson, 2022. "Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows," CESifo Working Paper Series 9872, CESifo.
• Elroi Hadad & Haim Kedar-Levy, 2022. "The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds," Papers 2208.01538, arXiv.org.
• Ricardo A. Pasquini, 2022. "Optimal Allocation of Limited Funds in Quadratic Funding," Papers 2207.14775, arXiv.org, revised Aug 2022.
• S. Meghna & N. Suresh & J. C. Usha, 2022. "A Study on Impact of Dividend Policy on Initial Public Offering Price Performance," Papers 2207.07227, arXiv.org.
• Mitsuru Katagiri & Koji Takahashi & Junnosuke Shino, 2022. "Bank of Japan's ETF purchase program and equity risk premium: a CAPM interpretation," BIS Working Papers 1029, Bank for International Settlements.