Report NEP-FMK-2023-10-02

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:

• Greg Buchak & Vera Chau & Adam Jørring, 2023. "Integrated Intermediation and Fintech Market Power," Swiss Finance Institute Research Paper Series 23-67, Swiss Finance Institute.
• Daniel Barth & R. Jay Kahn & Robert Mann, 2023. "Recent Developments in Hedge Funds’ Treasury Futures and Repo Positions: is the Basis Trade “Back"?," FEDS Notes 2023-08-30-2, Board of Governors of the Federal Reserve System (U.S.).
• Fay, Constanze & Ghiselli, Angelica, 2023. "Insurers’ investment behaviour and the coronavirus (COVID-19) pandemic," ESRB Occasional Paper Series 22, European Systemic Risk Board.
• Haochen Li & Yi Cao & Maria Polukarov & Carmine Ventre, 2023. "An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics," Papers 2308.14235, arXiv.org, revised Jun 2024.
• Agarwal, Vikas & Barber, Brad M. & Cheng, Si & Hameed, Allaudeen & Shanker, Harshini & Yasuda, Ayako, 2023. "Do investors overvalue startups? Evidence from the junior stakes of mutual funds," CFR Working Papers 23-04, University of Cologne, Centre for Financial Research (CFR).
• Alexander Cochardt & Stephan Heller & Vitaly Orlov, 2023. "Do Mutual Funds Greenwash? Evidence from Fund Name Changes," Swiss Finance Institute Research Paper Series 23-64, Swiss Finance Institute.
• Kiwoong Byun & Baeho Kim & Dong Hwan Oh, 2023. "Default Clustering Risk Premium and its Cross-Market Asset Pricing Implications," Finance and Economics Discussion Series 2023-055, Board of Governors of the Federal Reserve System (U.S.).
• Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Papers 526, University of Milano-Bicocca, Department of Economics.
• Ali Asgarov, 2023. "Predicting Financial Market Trends using Time Series Analysis and Natural Language Processing," Papers 2309.00136, arXiv.org.
• Lefteris Loukas & Ilias Stogiannidis & Prodromos Malakasiotis & Stavros Vassos, 2023. "Breaking the Bank with ChatGPT: Few-Shot Text Classification for Finance," Papers 2308.14634, arXiv.org.
• Kapil Panda, 2023. "Analysis of Optimal Portfolio Management Using Hierarchical Clustering," Papers 2308.11202, arXiv.org.