Report NEP-FMK-2024-01-15

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, or Bluesky.

Other reports in NEP-FMK

The following items were announced in this report:

• Bo Li, 2023. "An explanation for the distribution characteristics of stock returns," Papers 2312.02472, arXiv.org.
• Tom'as de la Rosa, 2023. "Planning for the Efficient Updating of Mutual Fund Portfolios," Papers 2311.16204, arXiv.org.
• Xiao Cen & Winston Wei Dou & Leonid Kogan & Wei Wu, 2023. "Fund Flows and Income Risk of Fund Managers," NBER Working Papers 31986, National Bureau of Economic Research, Inc.
• Agostino Capponi & Garud Iyengar & Jay Sethuraman, 2023. "Decentralized Finance: Protocols, Risks, and Governance," Papers 2312.01018, arXiv.org.
• Ravi Kashyap, 2023. "DeFi Security: Turning The Weakest Link Into The Strongest Attraction," Papers 2312.00033, arXiv.org.
• Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023. "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series 23-106, Swiss Finance Institute.
• Marco Di Maggio & Francesco A. Franzoni & Shimon Kogan & Ran Xing, 2023. "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," Swiss Finance Institute Research Paper Series 23-108, Swiss Finance Institute.
• Maochun Xu & Zixun Lan & Zheng Tao & Jiawei Du & Zongao Ye, 2023. "Deep Reinforcement Learning for Quantitative Trading," Papers 2312.15730, arXiv.org.