Report NEP-FMK-2024-04-22

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:

• Charles W. Calomiris & Matthew S. Jaremski, 2024. "The Puzzling Persistence of Financial Crises," NBER Working Papers 32213, National Bureau of Economic Research, Inc.
• Lee, David, 2024. "Hedge Fund Investment Returns and Performance," MPRA Paper 120350, University Library of Munich, Germany.
• Maheronnaghsh, Mohammad Javad & Gheidi, Mohammad Mahdi & Fazli, MohammadAmin, 2023. "Machine Learning Methods in Algorithmic Trading: An Experimental Evaluation of Supervised Learning Techniques for Stock Price," OSF Preprints dzp26, Center for Open Science.
• Bruno de Melo & Jamiel Sheikh, 2024. "Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?," Papers 2403.10482, arXiv.org, revised Mar 2024.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2024. "The Effect of Stock Splits on Liquidity in a Dynamic Model," Janeway Institute Working Papers 2404, Faculty of Economics, University of Cambridge.
• Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2024. "Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?," Working Papers 202408, University of Pretoria, Department of Economics.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024. "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers 202414, University of Pretoria, Department of Economics.
• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024. "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers 202411, University of Pretoria, Department of Economics.