Report NEP-FMK-2019-11-25

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:

• Josh Davis & Alan M. Taylor, 2019, "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 26435, Nov.
• Yevgeny Mugerman & Nadav Steinberg & Zvi Wiener, 2019, "The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows," Bank of Israel Working Papers, Bank of Israel, number 2019.09, Jul.
• Giuseppe Brandi & Ruggero Gramatica & Tiziana Di Matteo, 2019, "Unveil stock correlation via a new tensor-based decomposition method," Papers, arXiv.org, number 1911.06126, Nov, revised Apr 2020.
• Sumitra Ganesh & Nelson Vadori & Mengda Xu & Hua Zheng & Prashant Reddy & Manuela Veloso, 2019, "Reinforcement Learning for Market Making in a Multi-agent Dealer Market," Papers, arXiv.org, number 1911.05892, Nov.
• Lawrence Middleton & James Dodd & Graham Baird, 2019, "Quantitative earnings enhancement from share buybacks," Papers, arXiv.org, number 1911.04199, Nov.
• Xiao, Tim, 2019, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," SocArXiv, Center for Open Science, number gxwaj, Sep, DOI: 10.31219/osf.io/gxwaj.
• Rotermund, Sophie-Dorothee, 2019, "Assessing systemic risk: An analysis of the German banking sector," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 129/2019.
• Item repec:imf:imfwpa:19/235 is not listed on IDEAS anymore

• Item repec:bof:bofitp:2019_022 is not listed on IDEAS anymore

• B. Shravan Kumar & Vadlamani Ravi & Rishabh Miglani, 2019, "Predicting Indian stock market using the psycho-linguistic features of financial news," Papers, arXiv.org, number 1911.06193, Nov.

Report NEP-FMK-2019-11-25

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: