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Report NEP-FMK-2018-08-27
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Martin Lettau & Markus Pelger, 2018, "Factors that Fit the Time Series and Cross-Section of Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 24858, Jul.
- David Hirshleifer & Danling Jiang & Yuting Meng, 2018, "Mood Betas and Seasonalities in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 24676, Jun.
- Michael Curran & Adnan Velic, 2018, "The CAPM, National Stock Market Betas, and Macroeconomic Covariates: A Global Analysis," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0618, Aug.
- Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018, "Fee Structure and Mutual Fund Choice: An Experiment," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 45, Jun.
- Nicholas Garvin, 2018, "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2018-09, Aug.
- Gary Gorton & Toomas Laarits & Andrew Metrick, 2018, "The Run on Repo and the Fed's Response," NBER Working Papers, National Bureau of Economic Research, Inc, number 24866, Jul.
- Müller, Carola, 2018, "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 14/2018, revised 2018.
- Darmawan, Mr, 2018, "Dividend Omission Announcement Effect to Market Reaction in Indonesia Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 88090, Jun.