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Report NEP-FMK-2023-10-23
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:
- Renee van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2023. "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Working Papers 202332, University of Pretoria, Department of Economics.
- Mihir Gandhi & Niels Joachim Gormsen & Eben Lazarus, 2023. "Forward Return Expectations," NBER Working Papers 31687, National Bureau of Economic Research, Inc.
- Gong Cheng & Eric Jondeau & Benoit Mojon & Dimitri Vayanos, 2023. "The impact of green investors on stock prices," BIS Working Papers 1127, Bank for International Settlements.
- Puru Gupta & Saul D. Jacka, 2023. "Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot," Papers 2309.16047, arXiv.org.
- Wenting Liu & Zhaozhong Gui & Guilin Jiang & Lihua Tang & Lichun Zhou & Wan Leng & Xulong Zhang & Yujiang Liu, 2023. "Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data," Papers 2309.16196, arXiv.org.
- Ayelen Banegas & Phillip J. Monin, 2023. "Hedge Fund Treasury Exposures, Repo, and Margining," FEDS Notes 2023-09-08-3, Board of Governors of the Federal Reserve System (U.S.).
- Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2023. "Imperfect Financial Markets and Investment Inefficiencies," Post-Print hal-04210328, HAL.
- Paul Alexander Bilokon, 2023. "Implementing portfolio risk management and hedging in practice," Papers 2309.15767, arXiv.org.
- Jochen Güntner & Benjamin Karner, 2023. "The bond agio premium," Economics working papers 2023-13, Department of Economics, Johannes Kepler University Linz, Austria.
- Michael D. Plante, 2023. "Investing in the Batteries and Vehicles of the Future: A View Through the Stock Market," Working Papers 2314, Federal Reserve Bank of Dallas, revised 25 Mar 2024.