Report NEP-FMK-2024-08-19

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:

• Lee, King Fuei, 2024. "Evaluating Stock Selection in the SaaS Industry: The Effectiveness of the Rule of 40," MPRA Paper 121568, University Library of Munich, Germany.
• Jason Allen & Ali Hortaçsu & Eric Richert & Milena Wittwer, 2024. "Entry and Exit in Treasury Auctions," Staff Working Papers 24-29, Bank of Canada.
• Maciej Wysocki & Robert Ślepaczuk, 2024. "Construction and Hedging of Equity Index Options Portfolios," Working Papers 2024-14, Faculty of Economic Sciences, University of Warsaw.
• Ozili, Peterson K, 2024. "Artificial intelligence and central bank digital currency," MPRA Paper 121567, University Library of Munich, Germany.
• Falk Bräuning & Hillary Stein, 2024. "The Effect of Primary Dealer Constraints on Intermediation in the Treasury Market," Working Papers 24-7, Federal Reserve Bank of Boston.
• Francisco Peñaranda & Enrique Sentana, 2024. "Portfolio management with big data," Working Papers wp2024_2411, CEMFI.
• Cristiano Arbex Valle, 2024. "Portfolio optimisation: bridging the gap between theory and practice," Papers 2407.00887, arXiv.org, revised Sep 2024.
• Shubham Singh, 2024. "An empirical study of market risk factors for Bitcoin," Papers 2406.19401, arXiv.org, revised Jul 2024.