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Report NEP-FMK-2019-08-26
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:
- Ankush Agarwal & Matthew Lorig, 2019, "The implied Sharpe ratio," Papers, arXiv.org, number 1908.04837, Aug.
- Mele, Antonio & Distaso, Walter & Vilkov, Grigory, 2019, "Correlation Risk, Strings and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13873, Jul.
- Schlag, Christian & Zeng, Kailin, 2019, "Horizontal industry relationships and return predictability," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 256, DOI: 10.2139/ssrn.3436006.
- Oleh Danyliv & Bruce Bland & Alexandre Argenson, 2019, "Random walk model from the point of view of algorithmic trading," Papers, arXiv.org, number 1908.04333, Aug.
- Timo Dimitriadis & Julie Schnaitmann, 2019, "Forecast Encompassing Tests for the Expected Shortfall," Papers, arXiv.org, number 1908.04569, Aug, revised Aug 2020.
- Dasgupta, Amil & Cvijanovic, Dragana & Zachariadis, Konstantinos, 2019, "The Wall Street Stampede: Exit as Governance with Interacting Blockholders," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13870, Jul.
- Shan Huang, 2019, "Taxable Stock Trading with Deep Reinforcement Learning," Papers, arXiv.org, number 1907.12093, Jul, revised Jul 2019.
- Riko Hendrawan, 2019, "How Impactful is Telecom Efficiency to Company Stock Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr157, Jul.
- Gopal K. Basak & Pranab Kumar Das & Sugata Marjit & Debashis Mukherjee & Lei Yang, 2019, "British Stock Market, BREXIT and Media Sentiments - A Big Data Analysis," CESifo Working Paper Series, CESifo, number 7760.