Report NEP-FMK-2024-12-16

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:

• Graham L. Giller, 2024. "Isotropic Correlation Models for the Cross-Section of Equity Returns," Papers 2411.08864, arXiv.org, revised Nov 2024.
• Asef Yelghi & Aref Yelghi & Shirmohammad Tavangari, 2024. "Artificial Intelligence in Financial Forecasting: Analyzing the Suitability of AI Models for Dollar/TL Exchange Rate Predictions," Papers 2411.04259, arXiv.org, revised Nov 2024.
• Yeguang Chi & Qionghua & Chu & Wenyan Hao, 2024. "Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market," Papers 2411.06327, arXiv.org.
• Lyuhong Wang & Jiawei Jiang & Yang Zhao, 2024. "Corporate Fundamentals and Stock Price Co-Movement," Papers 2411.03922, arXiv.org.
• Sayyed Faraz Mohseni & Hamid R. Arian & Jean-Franc{c}ois B'egin, 2024. "The lexical ratio: A new perspective on portfolio diversification," Papers 2411.06080, arXiv.org.
• Rui Liu & Jiayou Liang & Haolong Chen & Yujia Hu, 2024. "Analyst Reports and Stock Performance: Evidence from the Chinese Market," Papers 2411.08726, arXiv.org.