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Report NEP-FMK-2019-11-04
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:
- Alan L. Lewis, 2019, "Option-based Equity Risk Premiums," Papers, arXiv.org, number 1910.14522, Oct, revised Apr 2020.
- Eckbo, B. Espen & Ødegaard, Bernt Arne, 2019, "Insider trading and gender," UiS Working Papers in Economics and Finance, University of Stavanger, number 2019/2, Oct, revised 01 Sep 2021.
- Imke Redeker & Ralf Wunderlich, 2019, "Credit risk with asymmetric information and a switching default threshold," Papers, arXiv.org, number 1910.14413, Oct, revised Nov 2019.
- Gries, Thomas & Mitschke, Alexandra, 2019, "Systemic instability of the interbank credit market: A contribution to a resilient financial system," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203582.
- Neugebauer, Frederik, 2019, "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203554.
- Sven Husmann & Antoniya Shivarova & Rick Steinert, 2019, "Sparsity and Stability for Minimum-Variance Portfolios," Papers, arXiv.org, number 1910.11840, Oct.
- Constantin Bürgi & Vida Bobic & Min Wu, 2019, "Net Capital Flows and Portfolio Diversification," CESifo Working Paper Series, CESifo, number 7883.
- Rieth, Malte & Menkhoff, Lukas & Stöhr, Tobias, 2019, "The dynamic impact of FX interventions on financial markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203504.
- Olivier Gu'eant & Iuliia Manziuk, 2019, "Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality," Papers, arXiv.org, number 1910.13205, Oct.
- Oludamola Durodola & Deepika Chotee, 2019, "Cannabis Stock Behavior and Investor’s Expectations on the TSX: A Mixed Method Approach," Proceedings of the 14th International RAIS Conference, August 19-20, 2019, Research Association for Interdisciplinary Studies, number 018OD, Aug.
- Huai-Long Shi & Wei-Xing Zhou, 2019, "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," Papers, arXiv.org, number 1910.13115, Oct, revised Oct 2022.
- Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana, 2019, "Credit scoring in SME asset-backed securities: An Italian case study," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 262.