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Report NEP-FMK-2019-10-21
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:
- Valentin Haddad & David A. Sraer, 2019, "The Banking View of Bond Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 26369, Oct.
- Álvaro Chamizo & Alfonso Novales, 2019, "Splitting credit risk into systemic, sectorial and idiosyncratic components," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-30, Sep.
- Franzoni, Francesco & Di Maggio, Marco & Egan, Mark, 2019, "The Value of Intermediation in the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13936, Aug.
- Calvet, Laurent E. & Betermier, Sebastien & Jo, Evan, 2019, "A Supply and Demand Approach to Equity Pricing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13974, Aug.
- Deli Chen & Yanyan Zou & Keiko Harimoto & Ruihan Bao & Xuancheng Ren & Xu Sun, 2019, "Incorporating Fine-grained Events in Stock Movement Prediction," Papers, arXiv.org, number 1910.05078, Oct.
- J. Lussange & S. Bourgeois-Gironde & S. Palminteri & B. Gutkin, 2019, "Stock price formation: useful insights from a multi-agent reinforcement learning model," Papers, arXiv.org, number 1910.05137, Oct.
- Guiyuan Ma & Song-Ping Zhu & Ivan Guo, 2019, "Valuation of contingent claims with short selling bans under an equal-risk pricing framework," Papers, arXiv.org, number 1910.04960, Oct, revised Aug 2021.
- Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," NBER Working Papers, National Bureau of Economic Research, Inc, number 26370, Oct.
- Bruno Scalzo Dees & Ljubisa Stankovic & Anthony G. Constantinides & Danilo P. Mandic, 2019, "Portfolio Cuts: A Graph-Theoretic Framework to Diversification," Papers, arXiv.org, number 1910.05561, Oct, revised Oct 2019.
- Jifei Wang & Lingjing Wang, 2019, "Residual Switching Network for Portfolio Optimization," Papers, arXiv.org, number 1910.07564, Oct.
- Xuanwu Yue & Jiaxin Bai & Qinhan Liu & Yiyang Tang & Abishek Puri & Ke Li & Huamin Qu, 2019, "sPortfolio: Stratified Visual Analysis of Stock Portfolios," Papers, arXiv.org, number 1910.05536, Oct.
- Basher, Syed Abul & Haug, Alfred A. & Sadorsky, Perry, 2019, "The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility," MPRA Paper, University Library of Munich, Germany, number 96577, Oct.
- Apichat Pongsupatt & Tharinee Pongsupatt, 2019, "Determinants of Capital Structure: An Empirical Analysis of Listed Companies in Thailand Stock Exchange SET 100 Index," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9811664, Oct.
- Thorburn, Karin S & Bienz, Carsten & Walz, Uwe, 2019, "Ownership, wealth, and risk taking: Evidence on private equity fund managers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13944, Aug.
- Ann Sebastian & Tim Gebbie, 2019, "Systematic Asset Allocation using Flexible Views for South African Markets," Papers, arXiv.org, number 1910.05555, Oct.