Report NEP-FMK-2024-05-06

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.

Other reports in NEP-FMK

The following items were announced in this report:

• Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2024. "Where Have All the Alphas Gone? A Meta-Analysis of Hedge Fund Performance," EconStor Preprints 289497, ZBW - Leibniz Information Centre for Economics.
• Enmin Zhu & Jerome Yen, 2024. "BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights," Papers 2404.02053, arXiv.org, revised Apr 2024.
• Marc Gronwald & Sania Wadud, 2024. "“My Name Is Bond. Green Bond.” Informational Efficiency of Climate Finance Markets," CESifo Working Paper Series 11029, CESifo.
• Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2024. "What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market," NBER Working Papers 32301, National Bureau of Economic Research, Inc.
• Francesco Catalano & Laura Nasello & Daniel Guterding, 2024. "Quantum computing approach to realistic ESG-friendly stock portfolios," Papers 2404.02582, arXiv.org.
• Nolan Alexander & William Scherer, 2024. "Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients," Papers 2404.00825, arXiv.org.
• Rana, Hafiz Muhammad Usman & O'Connor, Fergal & Yerushalmi, Erez & Kim, H. Jae, 2024. "Market Efficiency Perspective of Precious Metals: Evidence from Developed and Emerging Economies," CAFE Working Papers 28, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.