Report NEP-FMK-2023-04-17

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:

• Kazuhiro Hiraki & George Skiadopoulos, 2023. "The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure," Working Papers 946, Queen Mary University of London, School of Economics and Finance.
• Andrea Barbon & Angelo Ranaldo, 2023. "NFT Bubbles," Papers 2303.06051, arXiv.org.
• Asaf Bernstein & Carola Frydman & Eric Hilt, 2023. "The Value of Ratings: Evidence from their Introduction in Securities Markets," NBER Working Papers 31064, National Bureau of Economic Research, Inc.
• Claudiu Vinte & Marcel Ausloos, 2023. "Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy," Papers 2303.09330, arXiv.org.
• Francesco Farina & Mike Arpaia & Harpal Khing & Jonas Vetterle, 2023. "Venture Capital Portfolio Construction and the Main Factors Impacting the Optimal Strategy," Papers 2303.11013, arXiv.org.
• Shima Nabiee & Nader Bagherzadeh, 2023. "Stock Trend Prediction: A Semantic Segmentation Approach," Papers 2303.09323, arXiv.org.
• Raffaele Mattera & Philipp Otto, 2023. "Network log-ARCH models for forecasting stock market volatility," Papers 2303.11064, arXiv.org.
• Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers," Papers 2303.00208, arXiv.org, revised Nov 2023.
• Keer Yang & Guanqun Zhang & Chuan Bi & Qiang Guan & Hailu Xu & Shuai Xu, 2023. "Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst," Papers 2303.09407, arXiv.org.
• Fuquan Tang, 2023. "Application of supervised learning models in the Chinese futures market," Papers 2303.04581, arXiv.org.