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Report NEP-FMK-2019-05-20
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:
- Lawrence J. White, 2019, "Using the Tools of Industrial Organization to Illuminate the Credit Rating Industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 19-02.
- Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019, "Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 25817, May.
- Fr'ed'eric Bucci & Iacopo Mastromatteo & Michael Benzaquen & Jean-Philippe Bouchaud, 2019, "Impact is not just volatility," Papers, arXiv.org, number 1905.04569, May.
- Jessie Sun, 2019, "A Stock Selection Method Based on Earning Yield Forecast Using Sequence Prediction Models," Papers, arXiv.org, number 1905.04842, May.
- Christian Diem & Anton Pichler & Stefan Thurner, 2019, "What is the Minimal Systemic Risk in Financial Exposure Networks?," Papers, arXiv.org, number 1905.05931, May.
- Andrey Sarantsev, 2019, "A New Stock Market Valuation Measure with Applications to Retirement Planning," Papers, arXiv.org, number 1905.04603, May, revised Mar 2025.
- Marek Hudon & Marc Labie & Ariane Szafarz, 2019, "The Microfinance Alphabet," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 019-011, May.
- Bernardo J. Zubillaga & Andr'e L. M. Vilela & Chao Wang & Kenric P. Nelson & H. Eugene Stanley, 2019, "A Three-state Opinion Formation Model for Financial Markets," Papers, arXiv.org, number 1905.04370, May.
- Ioannidou, Vasso & Carletti, Elena & De Marco, Filippo & Sette, Enrico, 2019, "Banks as Patient Lenders: Evidence from a Tax Reform," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13722, May.
- Korniotis, George & Bhambhwani, Siddharth & Delikouras, Stefanos, 2019, "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13724, May.