Report NEP-FMK-2024-01-22

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:

• Randall Morck & M. Deniz Yavuz, 2023. "Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices," NBER Working Papers 31975, National Bureau of Economic Research, Inc.
• Fu, Servanna Mianjun & Kellard, Neil & Verousis, Thanos & Kalaitzoglou, Iordanis, 2024. "High Frequency Trading and Stock Herding," Essex Finance Centre Working Papers 37485, University of Essex, Essex Business School.
• Ju-Hong Lee & Bayartsetseg Kalina & KwangTek Na, 2023. "Market-Adaptive Ratio for Portfolio Management," Papers 2312.13719, arXiv.org, revised Jul 2024.
• Moro, Alessandro & Zaghini, Andrea, 2023. "The green sin: How exchange rate volatility and financial openness affect green premia," CFS Working Paper Series 715, Center for Financial Studies (CFS).
• Hunold, Matthias & Werner, Tobias, 2023. "Algorithmic price recommendations and collusion: Experimental evidence," DICE Discussion Papers 410, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
• Martin Eling & Anastasia V. Kartasheva & Dingchen Ning, 2023. "The Supply of Cyber Risk Insurance," Swiss Finance Institute Research Paper Series 23-118, Swiss Finance Institute.
• Francesco Cesarone & Manuel Luis Martino & Federica Ricca & Andrea Scozzari, 2023. "Managing ESG Ratings Disagreement in Sustainable Portfolio Selection," Papers 2312.10739, arXiv.org.