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Report NEP-FMK-2019-09-30
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:
- Loc Tran & Linh Tran, 2019, "To Detect Irregular Trade Behaviors In Stock Market By Using Graph Based Ranking Methods," Papers, arXiv.org, number 1909.08964, Sep.
- Paul Schneider & Christian Wagner & Josef Zechner, 2019, "Low Risk Anomalies?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-50, Sep.
- Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19116.
- Dangxing Chen, 2019, "Does the leverage effect affect the return distribution?," Papers, arXiv.org, number 1909.08662, Sep, revised Sep 2019.
- Bastien Baldacci & Paul Jusselin & Mathieu Rosenbaum, 2019, "How to design a derivatives market?," Papers, arXiv.org, number 1909.09257, Sep.
- Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2019, "The Memory of Beta Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-661, Sep.
- Stulz, Rene M., 2019, "FinTech, BigTech, and the Future of Banks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-20, Sep.
- Denisa Banulescu & Christophe Hurlin & Jeremy Leymarie & O. Scaillet, 2019, "Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-48, Sep.
- Jialin Liu & Chih-Min Lin & Fei Chao, 2019, "Gradient Boost with Convolution Neural Network for Stock Forecast," Papers, arXiv.org, number 1909.09563, Sep.
- Angelos Filos, 2019, "Reinforcement Learning for Portfolio Management," Papers, arXiv.org, number 1909.09571, Sep.
- José Valentim Machado Vicente & Jaqueline Terra Moura Marins, 2019, "A Volatility Smile-Based Uncertainty Index," Working Papers Series, Central Bank of Brazil, Research Department, number 502, Sep.
- Kim Christensen & Charlotte Christiansen & Anders M. Posselt, 2019, "The Economic Value of VIX ETPs," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-14, Sep.
- J. Lussange & I. Lazarevich & S. Bourgeois-Gironde & S. Palminteri & B. Gutkin, 2019, "Stock market microstructure inference via multi-agent reinforcement learning," Papers, arXiv.org, number 1909.07748, Sep, revised Oct 2019.
- Ufuk Akcigit & Emin Dinlersoz & Jeremy Greenwood & Veronika Penciakova, 2019, "Synergizing Ventures," 2019 Meeting Papers, Society for Economic Dynamics, number 36.
- Aldasoro, Inaki & Balke, Florian & Barth, Andreas & Eren, Egemen, 2019, "Spillovers of funding dry-ups," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 259.
- Congressional Budget Office, 2019, "Financial Regulation and the Federal Budget," Reports, Congressional Budget Office, number 55586, Sep.
- Xiao, Tim, 2019, "The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 204279.
- Item repec:bof:bofitp:2019_018 is not listed on IDEAS anymore