Report NEP-FMK-2023-01-09

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:

• Kormanyos, Emily & Hanspal, Tobin & Hackethal, Andreas, 2023. "Do gamblers invest in lottery stocks?," SAFE Working Paper Series 373, Leibniz Institute for Financial Research SAFE, revised 2023.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garc`es, 2022. "Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective 1, 2," Papers 2212.02307, arXiv.org.
• Davydova, Daria & Fahlenbrach, Rudiger & Sanz, Leandro & Stulz, Rene M., 2022. "The Unicorn Puzzle," Working Paper Series 2022-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Arthur Stalla-Bourdillon, 2022. "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers 891, Banque de France.
• Dragos Gorduza & Xiaowen Dong & Stefan Zohren, 2022. "Understanding stock market instability via graph auto-encoders," Papers 2212.04974, arXiv.org.
• Elisa Navarra, 2022. "Stock Market Response to Firms’ Misconduct," Working Papers ECARES 2022-40, ULB -- Universite Libre de Bruxelles.
• Jie Zou & Jiashu Lou & Baohua Wang & Sixue Liu, 2022. "A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks," Papers 2212.02721, arXiv.org, revised Jul 2023.
• Sara Salamat & Nima Tavassoli & Behnam Sabeti & Reza Fahmi, 2022. "Text Representation Enrichment Utilizing Graph based Approaches: Stock Market Technical Analysis Case Study," Papers 2211.16103, arXiv.org.
• Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022. "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers 2022-29, Faculty of Economic Sciences, University of Warsaw.
• Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d’Artis Kancs, 2022. "Environmental and Social Preferences and Investments in Crypto-Assets," JRC Research Reports JRC129919, Joint Research Centre.
• Lee, Hanol & Wie, Dainn, 2022. "Gone with the fire: Market reaction to cryptocurrency exchange shutdown," EconStor Preprints 266545, ZBW - Leibniz Information Centre for Economics.
• Agostino Capponi & Nathan Kaplan & Asani Sarkar, 2022. "Can Decentralized Finance Provide More Protection for Crypto Investors?," Liberty Street Economics 20221221, Federal Reserve Bank of New York.
• Lin William Cong & Wayne Landsman & Edward Maydew & Daniel Rabetti, 2022. "Tax-Loss Harvesting with Cryptocurrencies," NBER Working Papers 30716, National Bureau of Economic Research, Inc.
• Murillo Campello & Gaurav Kankanhalli, 2022. "Corporate Decision-Making under Uncertainty: Review and Future Research Directions," NBER Working Papers 30733, National Bureau of Economic Research, Inc.
• Malcolm Baker & Mark L. Egan & Suproteem K. Sarkar, 2022. "How Do Investors Value ESG?," NBER Working Papers 30708, National Bureau of Economic Research, Inc.
• Laura Bonacorsi & Vittoria Cerasi & Paola Galfrascoli & Matteo Manera, 2022. "ESG Factors and Firms' Credit Risk," Working Papers 507, University of Milano-Bicocca, Department of Economics, revised Dec 2022.
• Pollastri, Alessandro & Rodrigues, Paulo Jorge Maurício & Schlag, Christian & Seeger, Norman, 2022. "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," SAFE Working Paper Series 372, Leibniz Institute for Financial Research SAFE.
• Nützenadel, Alexander, 2022. "Risk management, expectations and global finance: The case of Deutsche Bank 1970-1990," Working Papers 36, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.