Printed from https://ideas.repec.org/n/nep-fmk/2019-05-27.html
Report NEP-FMK-2019-05-27
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:
- Maria Teresa Medeiros Garcia & Gonçalo Liberal, 2019, "The impact of hedge fund indices on portfolio performance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2019/85, May.
- Vivek Bhattacharya & Gastón Illanes & Manisha Padi, 2019, "Fiduciary Duty and the Market for Financial Advice," NBER Working Papers, National Bureau of Economic Research, Inc, number 25861, May.
- Eric Budish & Robin S. Lee & John J. Shim, 2019, "A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25855, May.
- Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2019, "Testing Sharpe ratio: luck or skill?," Papers, arXiv.org, number 1905.08042, May, revised May 2019.
- Mohammed Berkhouch & Ghizlane Lakhnati & Marcelo Brutti Righi, 2019, "Spectral risk measures and uncertainty," Papers, arXiv.org, number 1905.07716, May.
- Gadiy, Ludmila (Гадий, Людмила) & Drobyshevskiy, Sergey (Дробышевский, Сергей) & Kiyutsevskaya, Anna (Киюцевская, Анна) & Trunin, Pavel (Трунин, Павел) & Sherbustanova, Maria (Шербустанова, Мария), 2019, "Risk premium factors
[Факторы Формирования Премии За Риск]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number 041920, Apr. - de Oliveira Souza, Thiago, 2019, "Macro-finance and factor timing: Time-varying factor risk and price of risk premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 7/2019, May.
- Georges Prat & David Le Bris, 2019, "Equity Risk Premium and Time Horizon: what do the French secular data say ?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-8.
- Shangeth Rajaa & Jajati Keshari Sahoo, 2019, "Convolutional Feature Extraction and Neural Arithmetic Logic Units for Stock Prediction," Papers, arXiv.org, number 1905.07581, May.
- Manaa, Mehdi & Chimienti, Maria Teresa & Adachi, Mitsutoshi & Athanassiou, Phoebus & Balteanu, Irina & Calza, Alessandro & Devaney, Conall & Diaz Fernandez, Ester & Eser, Fabian & Ganoulis, Ioannis & , 2019, "Crypto-Assets: Implications for financial stability, monetary policy, and payments and market infrastructures," Occasional Paper Series, European Central Bank, number 223, May.
- Reaz Chowdhury & M. Arifur Rahman & M. Sohel Rahman & M. R. C. Mahdy, 2019, "Predicting and Forecasting the Price of Constituents and Index of Cryptocurrency Using Machine Learning," Papers, arXiv.org, number 1905.08444, May.
- Item repec:imf:imfwpa:19/86 is not listed on IDEAS anymore
- Item repec:dnb:dnbwpp:636 is not listed on IDEAS anymore
- Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019, "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers, University of Pretoria, Department of Economics, number 201938, May.
- José-Luis Peydró [AP BACKUP – NOW EXTERNAL] & Atif Mian & Gabriel Jiménez & Jesús Saurina & José-Luis Peydró, 2019, "The Real Effects of the Bank Lending Channel," Working Papers, Barcelona School of Economics, number 1099, May.
- Min Shu & Wei Zhu, 2019, "Diagnosis and Prediction of the 2015 Chinese Stock Market Bubble," Papers, arXiv.org, number 1905.09633, May, revised Jun 2019.
- Min Shu & Wei Zhu, 2019, "Detection of Chinese Stock Market Bubbles with LPPLS Confidence Indicator," Papers, arXiv.org, number 1905.09640, May, revised Jun 2019.
- Item repec:imf:imfscr:19/120 is not listed on IDEAS anymore