Report NEP-FMK-2023-04-10

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:

• Robert E. Hall, 2023. "A Major Shock Makes Prices More Flexible and May Result in a Burst of Inflation or Deflation," NBER Working Papers 31025, National Bureau of Economic Research, Inc.
• Raihan Tanvir & Md Tanvir Rouf Shawon & Md. Golam Rabiul Alam, 2023. "DSE Stock Price Prediction using Hidden Markov Model," Papers 2302.08911, arXiv.org.
• Matej Steinbacher, 2023. "Predicting Stock Price Movement as an Image Classification Problem," Papers 2303.01111, arXiv.org.
• Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z, 2023. "Cryptocurrencies Are Becoming Part of the World Global Financial Market," Papers 2303.00495, arXiv.org.
• Cosimo Munari & Justin Pluckebaum & Stefan Weber, 2023. "Robust portfolio selection under Recovery Average Value at Risk," Papers 2303.01167, arXiv.org.
• Eduardo C. Garrido-Merch'an & Gabriel Gonz'alez Piris & Maria Coronado Vaca, 2023. "Bayesian Optimization of ESG Financial Investments," Papers 2303.01485, arXiv.org.
• Juan J. Cortina & Maria Soledad Martinez Peria & Mr. Sergio L. Schmukler & Jasmine Xiao, 2023. "The Internationalization of China’s Equity Markets," IMF Working Papers 2023/026, International Monetary Fund.
• Leonardo Cadamuro & Tokuo Iwaisako, 2023. "Value Premium in Japanese Market: Statistical (Re)appraisal," Working Papers e180, Tokyo Center for Economic Research.
• Muhammad Aufaristama, 2023. "The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies," Papers 2303.07244, arXiv.org.