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Report NEP-FMK-2019-04-22
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:
- Kelly Shue & Richard R. Townsend, 2019, "Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25751, Apr.
- Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2019, "What Do Mutual Fund Investors Really Care About?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-5, Mar.
- Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Buti, Sabrina, 2019, "Tick Size, Trading Strategies and Market Quality," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-03, Feb.
- Yang-Ho Park, 2019, "Information in Yield Spread Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-025, Apr, DOI: 10.17016/FEDS.2019.025.
- Hieu Quang Nguyen & Abdul Hasib Rahimyar & Xiaodi Wang, 2019, "Stock Forecasting using M-Band Wavelet-Based SVR and RNN-LSTMs Models," Papers, arXiv.org, number 1904.08459, Apr.
- Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019, "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports, Bank of Canada, number 115, DOI: 10.34989/tr-115.
- Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019, "Could Canadian Bond Funds Add Stress to the Financial System?," Staff Analytical Notes, Bank of Canada, number 2019-9, DOI: 10.34989/san-2019-9.
- Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2019, "Sovereign Bonds since Waterloo," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp19-009, Feb.