Report NEP-FMK-2024-02-12

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:

• Yue Chen & Mohan Li, 2024. "Economic Forces in Stock Returns," Papers 2401.04132, arXiv.org.
• Huang, Alan Guoming & Wermers, Russ & Xue, Jinming, 2023. ""Buy the rumor, sell the news": Liquidity provision by bond funds following corporate news events," CFR Working Papers 23-07, University of Cologne, Centre for Financial Research (CFR).
• Yue Chen & Xingyi Andrew & Salintip Supasanya, 2024. "CRISIS ALERT:Forecasting Stock Market Crisis Events Using Machine Learning Methods," Papers 2401.06172, arXiv.org.
• Cristina Chinazzo & Vahidin Jeleskovic, 2024. "Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches," Papers 2401.02049, arXiv.org.
• Guiqiang Shi & Dehua Shen & Zhaobo Zhu, 2024. "Herding towards carbon neutrality: The role of investor attention," Post-Print hal-04348526, HAL.
• M N, Nikhil & S Shenoy, Sandeep & Chakraborty, Suman & B M, Lithin, 2023. "Is the Nexus Between Capital Structure and Firm Performance Asymmetric? An Emerging Market Perspective," MPRA Paper 119669, University Library of Munich, Germany, revised 17 Nov 2023.
• Chang, Zheng & Ng, Alex Wei Fung & Peng, Siying & Shi, Dandi, 2024. "Stock price reactions to reopening announcements after China abolished its zero-COVID policy," LSE Research Online Documents on Economics 121414, London School of Economics and Political Science, LSE Library.
• Zhang Chern Lee & Wei Yun Tan & Hoong Khen Koo & Wilson Pang, 2024. "Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks," Papers 2401.05264, arXiv.org.
• Xolani Sibande & Alistair Milne, 2024. "The impact of Basel III implementation on bank lending in South Africa," Working Papers 11055, South African Reserve Bank.