Report NEP-FMK-2023-11-13
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:
- Phoebe Koundouri & Conrad Landis, 2023. "ESG Momentum in International equity returns and the SDG content of financial asset portfolios," DEOS Working Papers 2318, Athens University of Economics and Business.
- Yujie Ding & Shuai Jia & Tianyi Ma & Bingcheng Mao & Xiuze Zhou & Liuliu Li & Dongming Han, 2023. "Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction," Papers 2310.05627, arXiv.org.
- Ye Li & Chen Wang, 2023. "Valuation Duration of the Stock Market," Papers 2310.07110, arXiv.org.
- Esther Cáceres & Matías Lamas, 2023. "Dividend Restrictions and Search for Income," Working Papers 2332, Banco de España.
- Fatemeh Moodi & Amir Jahangard-Rafsanjani & Sajad Zarifzadeh, 2023. "Feature selection and regression methods for stock price prediction using technical indicators," Papers 2310.09903, arXiv.org, revised Nov 2023.
- Daniele Massacci, 2023. "Instability of Factor Strength in Asset Returns," CSEF Working Papers 685, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Ali Namaki & Reza Eyvazloo & Shahin Ramtinnia, 2023. "A systematic review of early warning systems in finance," Papers 2310.00490, arXiv.org.
- Abhishek Subramanian & Parthajit Kayal, 2023. "Application of Volatility-Managed Portfolios in the Context of a Volatility Index," Working Papers 2023-242, Madras School of Economics,Chennai,India.
- Selva Bahar Baziki & María J. Nieto & Rima Turk-Ariss, 2023. "Sovereign portfolio composition and bank risk: the case of European banks," Working Papers 2325, Banco de España.
- Raphael Auer & Giulio Cornelli & Christian Zimmermann, 2023. "A journal ranking based on central bank citations," Working Papers 2023-027, Federal Reserve Bank of St. Louis.