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Report NEP-FMK-2019-03-25
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:
- Siddiqi, Hammad, 2019, "CAPM: A Tale of Two Versions," MPRA Paper, University Library of Munich, Germany, number 92798, Mar.
- David E. Allen & Michael McAleer, 2019, "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-02, Jan.
- Mustafa Disli & Koen Inghelbrecht & Koen Schoors & Hannes Stieperaere, 2019, "Stock Price Anchoring," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/966, Mar.
- Enzo Busseti, 2019, "Risk and Return models for Equity Markets and Implied Equity Risk Premium," Papers, arXiv.org, number 1903.07737, Mar.
- Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019, "The Total Risk Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25653, Mar.
- Rongju Zhang & Mark Aarons & Gregoire Loeper, 2019, "Optimal FX Hedge Tenor with Liquidity Risk," Papers, arXiv.org, number 1903.06346, Mar.
- Sang Il Lee & Seong Joon Yoo, 2019, "Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets," Papers, arXiv.org, number 1903.06478, Mar, revised Sep 2019.
- Andrea Podhorsky, 2019, "Bursting the Bitcoin Bubble: Assessing the Fundamental Value and Social Costs of Bitcoin," ADBI Working Papers, Asian Development Bank Institute, number 934, Mar.
- Eduardo Dávila & Cecilia Parlatore, 2019, "Trading Costs and Informational Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 25662, Mar.
- Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019, "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0830.
- Mark Paddrik & Stathis Tompaidis, 2019, "Market-Making Costs and Liquidity: Evidence from CDS Markets," Working Papers, Office of Financial Research, US Department of the Treasury, number 19-01, Mar.
- Erik Heitfield & Yang-Ho Park, 2019, "Inferring Term Rates from SOFR Futures Prices," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-014, Mar, DOI: 10.17016/FEDS.2019.014.
- Masoud Fekri & Babak Barazandeh, 2019, "Designing an Optimal Portfolio for Iran's Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks," Papers, arXiv.org, number 1903.06632, Feb.