Report NEP-FMK-2024-12-30

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:

• Junjie Guo, 2024. "Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study," Papers 2411.13555, arXiv.org, revised Nov 2024.
• Jue Xiao & Tingting Deng & Shuochen Bi, 2024. "Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction," Papers 2411.05790, arXiv.org.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024. "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers 202450, University of Pretoria, Department of Economics.
• Sorouralsadat Fatemi & Yuheng Hu, 2024. "FinVision: A Multi-Agent Framework for Stock Market Prediction," Papers 2411.08899, arXiv.org.
• Szymon Lis, 2024. "Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence," Papers 2411.13180, arXiv.org.
• Pongsak Luangaram & Yuthana Sethapramote & Kannika Thampanishvong & Gazi Salah Uddin, 2024. "Climate Risk and Financial Stability: A Systemic Risk Perspective from Thailand," PIER Discussion Papers 224, Puey Ungphakorn Institute for Economic Research.
• Linying Lv, 2024. "The Value of Information from Sell-side Analysts," Papers 2411.13813, arXiv.org, revised Dec 2024.
• Ananya Unnikrishnan, 2024. "Financial News-Driven LLM Reinforcement Learning for Portfolio Management," Papers 2411.11059, arXiv.org.
• Maria Teresa Medeiros Garcia & Tiago Miguel Batista Raimundo, 2024. "The Impact of Player Transfers on European Football Clubs Stock Prices: An Event Study Analysis," Working Papers REM 2024/0361, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Athanasios Geromichalos & Lucas Herrenbrueck & Changhyun Lee & Sukjoon Lee, 2024. "What’s so Inconvenient About TIPS?," Working Papers 364, University of California, Davis, Department of Economics.
• Yuval Boneh & Ethan Jones, 2024. "Assessing Stablecoin Credit Risks," Papers 2411.13762, arXiv.org.