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Report NEP-FMK-2019-07-15
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:
- Jennie Bai & Turan G. Bali & Quan Wen, 2019, "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 25995, Jun.
- Fos, Vyacheslav & Appel, Ian & Bulka, Jordan, 2019, "Active Short Selling by Hedge Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13788, Jun.
- Kim Kaivanto & Peng Zhang, 2019, "Investor Sentiment as a Predictor of Market Returns," Working Papers, Lancaster University Management School, Economics Department, number 268005798.
- Philippe Bergault & Olivier Gu'eant, 2019, "Size matters for OTC market makers: general results and dimensionality reduction techniques," Papers, arXiv.org, number 1907.01225, Jul, revised Sep 2022.
- Joshua Zoen Git Hiew & Xin Huang & Hao Mou & Duan Li & Qi Wu & Yabo Xu, 2019, "BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability," Papers, arXiv.org, number 1906.09024, Jun, revised Jul 2022.
- Maria Glenski & Tim Weninger & Svitlana Volkova, 2019, "Improved Forecasting of Cryptocurrency Price using Social Signals," Papers, arXiv.org, number 1907.00558, Jul.
- Carmen Broto & Matías Lamas, 2019, "Is market liquidity less resilient after the financial crisis? Evidence for us treasuries," Working Papers, Banco de España, number 1917, Jun.
- Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019, "Liquidity in the German stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-02.