Report NEP-FMK-2019-04-22This 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.
The following items were announced in this report:
- Kelly Shue & Richard R. Townsend, 2019. "Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets," NBER Working Papers 25751, National Bureau of Economic Research, Inc.
- Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2019. "What Do Mutual Fund Investors Really Care About?," Working Paper Series 2019-5, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Buti, Sabrina, 2019. "Tick Size, Trading Strategies and Market Quality," Working Paper Series 2019-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Yang-Ho Park, 2019. "Information in Yield Spread Trades," Finance and Economics Discussion Series 2019-025, Board of Governors of the Federal Reserve System (US).
- Hieu Quang Nguyen & Abdul Hasib Rahimyar & Xiaodi Wang, 2019. "Stock Forecasting using M-Band Wavelet-Based SVR and RNN-LSTMs Models," Papers 1904.08459, arXiv.org.
- Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports 115, Bank of Canada.
- Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019. "Could Canadian Bond Funds Add Stress to the Financial System?," Staff Analytical Notes 2019-9, Bank of Canada.
- Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2019. "Sovereign Bonds since Waterloo," Working Paper Series rwp19-009, Harvard University, John F. Kennedy School of Government.