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Report NEP-FMK-2019-09-02
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:
- Ivo Welch, 2019, "Simpler Better Market Betas," NBER Working Papers, National Bureau of Economic Research, Inc, number 26105, Jul.
- David Byrd & Tucker Hybinette Balch, 2019, "Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency," Papers, arXiv.org, number 1908.08168, Aug.
- Franzoni, Francesco & Di Maggio, Marco & Massa, Massimo & Tubaldi, Roberto, 2019, "Strategic Trading as a Response to Short Sellers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13812, Jun.
- Kacperczyk, Marcin & Jin, Dunhong & Kahraman, Bige & Suntheim, Felix, 2019, "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13929, Aug.
- Enno Mammen & Jens Perch Nielsen & Michael Scholz & Stefan Sperlich, 2019, "Conditional variance forecasts for long-term stock returns," Graz Economics Papers, University of Graz, Department of Economics, number 2019-08, Aug.
- Oleh Danyliv & Bruce Bland, 2019, "An instantaneous market volatility estimation," Papers, arXiv.org, number 1908.02847, Aug, revised Aug 2019.
- Albanesi, Stefania & Vamossy, Domonkos, 2019, "Predicting Consumer Default: A Deep Learning Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13914, Aug.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019, "Price Gap Anomaly in the US Stock Market: The Whole Story," Working Papers, University of Pretoria, Department of Economics, number 201963, Aug.
- Cécile Bastidon & Michael Bordo & Antoine Parent & Marc Weidenmier, 2019, "Towards an Unstable Hook: The Evolution of Stock Market Integration Since 1913," NBER Working Papers, National Bureau of Economic Research, Inc, number 26166, Aug.
- Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019, "Market concentration and bank M&As: Evidence from the European sovereign debt crisis," MPRA Paper, University Library of Munich, Germany, number 95739, Aug.
- Giudice, Gabriele & de Manuel Aramendía, Mirzha & Kontolemis, Zenon & Monteiro, Daniel P., 2019, "A European safe asset to complement national government bonds," MPRA Paper, University Library of Munich, Germany, number 95748, Aug.
- Bago, Jean-Louis & Souratié, Wamadini M. & Ouédraogo, Moussa & Ouédraogo, Ernest & Dembélé, Alou, 2019, "Financial Bubbles : New Evidence from South Africa’s Stock Market," MPRA Paper, University Library of Munich, Germany, number 95685, Aug.
- Imed Medhioub & Mustapha Chaffai, 2019, "Islamic finance and herding behavior theory: a sectoral analysis for Gulf Islamic stock market," Working Papers, Economic Research Forum, number 1324, Aug, revised 21 Aug 2019.