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Report NEP-FMK-2024-12-02
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-FMK
The following items were announced in this report:
- Kei Nakagawa & Masanori Hirano & Yugo Fujimoto, 2024. "Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models," Papers 2411.00420, arXiv.org.
- Dragos Gorduza & Yaxuan Kong & Xiaowen Dong & Stefan Zohren, 2024. "Extracting Alpha from Financial Analyst Networks," Papers 2410.20597, arXiv.org.
- Laura Gardini & Davide Radi & Noemi Schmitt & Iryna Sushko & Frank Westerhoff, 2024. "On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model," Papers 2410.21198, arXiv.org.
- Antonio Roma & Costanza Consolandi, 2024. "Big Moves, Small Gains: Unpacking the Size Effect in Takeovers and Other Corporate Deals," Department of Economics University of Siena 920, Department of Economics, University of Siena.
- Yanan Niu & Ilja Kantorovitch, 2024. "Bitcoin and Shadow Exchange Rates," Papers 2410.22443, arXiv.org.
- Guilherme Thomaz & Denis Maua, 2024. "A Case Study of Next Portfolio Prediction for Mutual Funds," Papers 2410.18098, arXiv.org.
- Saber Talazadeh & Dragan Perakovic, 2024. "SARF: Enhancing Stock Market Prediction with Sentiment-Augmented Random Forest," Papers 2410.07143, arXiv.org.