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Report NEP-FMK-2023-04-24
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:
- Fan Yang, 2023. "The Impact of Regulatory Change on Hedge Fund Performance," Working Papers IES 2023/07, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2023.
- Weichuan Deng & Pawel Polak & Abolfazl Safikhani & Ronakdilip Shah, 2023. "A Unified Framework for Fast Large-Scale Portfolio Optimization," Papers 2303.12751, arXiv.org, revised Nov 2023.
- Chang Liu & Sandra Paterlini, 2023. "Stock Price Prediction Using Temporal Graph Model with Value Chain Data," Papers 2303.09406, arXiv.org.
- Nicholas Milikich & Joshua Johnson, 2023. "Taureau: A Stock Market Movement Inference Framework Based on Twitter Sentiment Analysis," Papers 2303.17667, arXiv.org.
- Martijn Boermans, 2023. "Preferred habitat investors in the green bond market," Working Papers 773, DNB.
- Hermans, Lieven & Kostka, Thomas & Vassallo, Danilo, 2023. "Asset allocation and risk taking under different interest rate regimes," Working Paper Series 2803, European Central Bank.
- Oh, Sebeom, 2023. "Market Manipulation in NFT Markets," MPRA Paper 116704, University Library of Munich, Germany.
- Giulia Livieri & Davide Radi & Elia Smaniotto, 2023. "Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market," Papers 2303.12483, arXiv.org.
- Guglielmo Maria Caporale & Nicola Spagnolo, 2023. "US Municipal Green Bonds and Financial Integration," CESifo Working Paper Series 10323, CESifo.
- Rajeswari Sengupta & Harsh Vardhan, 2023. "Bankruptcy regime change and credit risk premium on corporate bonds: Evidence from the Indian economy," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-001, Indira Gandhi Institute of Development Research, Mumbai, India.