Report NEP-FMK-2023-12-04

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:

• Scheicher, Martin, 2023. "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series 24, European Systemic Risk Board.
• Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
• Zhenyu Gao & Wenxi Jiang & Wei A. Xiong & Wei Xiong, 2023. "Daily Momentum and New Investors in an Emerging Stock Market," NBER Working Papers 31839, National Bureau of Economic Research, Inc.
• Ryan Chipwanya, 2023. "Stock Market Directional Bias Prediction Using ML Algorithms," Papers 2310.16855, arXiv.org.
• Joao Vitor Matos Goncalves & Michel Alexandre & Gilberto Tadeu Lima, 2023. "ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting," Working Papers, Department of Economics 2023_13, University of São Paulo (FEA-USP).
• Kang Gao & Stephen Weston & Perukrishnen Vytelingum & Namid R. Stillman & Wayne Luk & Ce Guo, 2023. "Deeper Hedging: A New Agent-based Model for Effective Deep Hedging," Papers 2310.18755, arXiv.org.
• Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2023. "Volatility Connectedness on the Central European Forex Markets," CESifo Working Paper Series 10728, CESifo.