Report NEP-FMK-2024-09-02

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:

• Maciej Wysocki & Robert 'Slepaczuk, 2024. "Construction and Hedging of Equity Index Options Portfolios," Papers 2407.13908, arXiv.org.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch & Onur Polat, 2024. "Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments," Working Papers 202435, University of Pretoria, Department of Economics.
• Han Gui, 2024. "Machine learning in weekly movement prediction," Papers 2407.09831, arXiv.org.
• Preetha Saha & Jingrao Lyu & Dhruv Desai & Rishab Chauhan & Jerinsh Jeyapaulraj & Philip Sommer & Dhagash Mehta, 2024. "Machine Learning-based Relative Valuation of Municipal Bonds," Papers 2408.02273, arXiv.org.
• Carlo Nicolini & Monisha Gopalan & Jacopo Staiano & Bruno Lepri, 2024. "Hopfield Networks for Asset Allocation," Papers 2407.17645, arXiv.org.
• Andres, Raphaela & Niebel, Thomas & Sack, Robin, 2024. "Big data and firm-level productivity: A cross-country comparison," ZEW Discussion Papers 24-053, ZEW - Leibniz Centre for European Economic Research.
• Yun Liao, 2024. "Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023)," Papers 2407.14734, arXiv.org.