Printed from https://ideas.repec.org/n/nep-fmk/2019-04-08.html
Report NEP-FMK-2019-04-08
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:
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost, 2019, "Policy News and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 25720, Mar.
- Lawrence J. White, 2018, "The Credit Rating Agencies and Their Role in the Financial System," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-12.
- Kosowski, Robert & Joenväärä, Juha & Kaupila, Mikko & Tolonen, Pekka, 2019, "Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13618, Apr.
- Rosdyana Mangir Irawan Kusuma & Trang-Thi Ho & Wei-Chun Kao & Yu-Yen Ou & Kai-Lung Hua, 2019, "Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market," Papers, arXiv.org, number 1903.12258, Feb.
- Luyang Chen & Markus Pelger & Jason Zhu, 2019, "Deep Learning in Asset Pricing," Papers, arXiv.org, number 1904.00745, Mar, revised Aug 2021.
- Hans-Martin von Gaudecker & Axel Wogrolly, 2019, "The Dynamics of Households' Stock Market Beliefs," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2019_079, Apr.
- Item repec:imf:imfwpa:19/ is not listed on IDEAS anymore
- Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019, "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/968, Mar.
- Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 194568.
- Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019, "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers, University of Pretoria, Department of Economics, number 201927, Mar.
- Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar, 2019, "Momentum and liquidity in cryptocurrencies," Papers, arXiv.org, number 1904.00890, Apr.
- Item repec:rmn:wpaper:201901 is not listed on IDEAS anymore
- Cheoljun Eom & Taisei Kaizoji & Enrico Scalas, 2019, "Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market," Papers, arXiv.org, number 1904.02567, Apr.