Report NEP-FMK-2024-12-09

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:

• DeMarzo, Peter & Krishnamurthy, Arvind & Nagel, Stefan, 2024. "Interest Rate Risk in Banking," Research Papers 4194, Stanford University, Graduate School of Business.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2024. "Mental Models of the Stock Market," CEBI working paper series 23-07, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Hunter Ng, 2024. "Strategic Control of Facial Expressions by the Fed Chair," Papers 2410.20214, arXiv.org.
• Ali Elahi & Fatemeh Taghvaei, 2024. "Combining Financial Data and News Articles for Stock Price Movement Prediction Using Large Language Models," Papers 2411.01368, arXiv.org.
• Xinlin Wang & Zs'ofia Kraussl & Mats Brorsson, 2024. "Datasets for Advanced Bankruptcy Prediction: A survey and Taxonomy," Papers 2411.01928, arXiv.org.
• Abdoulaye Ndiaye, 2024. "Why Bitcoin and Ethereum Differ in Transaction Costs: A Theory of Blockchain Fee Policies," CESifo Working Paper Series 11274, CESifo.
• 'Isak P'etursson & Mar'ia 'Oskarsd'ottir, 2024. "Generalized Distribution Prediction for Asset Returns," Papers 2410.23296, arXiv.org.
• Zhengyang Chi & Junbin Gao & Chao Wang, 2024. "Graph Signal Processing for Global Stock Market Volatility Forecasting," Papers 2410.22706, arXiv.org.
• Quechen Yang, 2024. "Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)," Papers 2411.03035, arXiv.org.