Report NEP-FMK-2023-11-27

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:

• Michael Pinelis & David Ruppert, 2023. "Maximizing Portfolio Predictability with Machine Learning," Papers 2311.01985, arXiv.org.
• Dörries, Julian & Korn, Olaf & Power, Gabriel J., 2023. "How should the long-term investor harvest variance risk premiums?," CFR Working Papers 23-06, University of Cologne, Centre for Financial Research (CFR).
• Carolina Camassa, 2023. "Legal NLP Meets MiCAR: Advancing the Analysis of Crypto White Papers," Papers 2310.10333, arXiv.org, revised Oct 2023.
• Emiel Sanders & Mathieu Simoens & Rudi Vander Vennet, 2023. "Curse and blessing: the effect of the dividend ban on euro area bank valuations and syndicated lending," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 23/1078, Ghent University, Faculty of Economics and Business Administration.
• Yi Jiang & Shohei Shimizu, 2023. "Linkages among the Foreign Exchange, Stock, and Bond Markets in Japan and the United States," Papers 2310.16841, arXiv.org.