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Report NEP-FMK-2022-10-31
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, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment," Working Papers 202247, University of Pretoria, Department of Economics.
- Sudeep R. Bapat & Saumya Kothari & Rushil Bansal, 2022. "Sentiment Analysis of ESG disclosures on Stock Market," Papers 2210.00731, arXiv.org.
- R'emi J'ez'equel & Dmitrii M. Ostrovskii & Pierre Gaillard, 2022. "Efficient and Near-Optimal Online Portfolio Selection," Papers 2209.13932, arXiv.org.
- Jaydip Sen & Abhishek Dutta, 2022. "A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks," Papers 2210.00984, arXiv.org.
- 'Alvaro Rubio-Garc'ia & Juan Jos'e Garc'ia-Ripoll & Diego Porras, 2022. "Portfolio optimization with discrete simulated annealing," Papers 2210.00807, arXiv.org.
- Yufeng Huang & Bowen Luo & Chenyu Yang, 2022. "Ether Volatility and NFT Markets," Working Papers 22-07, NET Institute.
- Andrew Y. Chen & Tom Zimmermann, 2022. "Publication Bias in Asset Pricing Research," Papers 2209.13623, arXiv.org, revised Sep 2023.
- Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2022. "Climate Risks and State-Level Stock-Market Realized Volatility," Working Papers 202246, University of Pretoria, Department of Economics.
- Francesca Biagini & Lukas Gonon & Andrea Mazzon & Thilo Meyer-Brandis, 2022. "Detecting asset price bubbles using deep learning," Papers 2210.01726, arXiv.org, revised Jun 2024.
- Chen Zhang, 2022. "Asset Pricing and Deep Learning," Papers 2209.12014, arXiv.org.
- Maran, Raluca, 2022. "Reaction of the Philippine stock market to domestic monetary policy surprises: an event study approach," MPRA Paper 114855, University Library of Munich, Germany.