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Report NEP-FMK-2019-12-16
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:
- Stulz, Rene M., 2019, "Public versus Private Equity," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-27, Nov.
- Dimos Kambouroudis & David McMillan & Katerina Tsakou, 2019, "Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility," Working Papers, Swansea University, School of Management, number 2019-03, Dec.
- Peiwan Wang & Lu Zong & Ye Ma, 2019, "An Integrated Early Warning System for Stock Market Turbulence," Papers, arXiv.org, number 1911.12596, Nov.
- Pawel Dlotko & Wanling Qiu & Simon Rudkin, 2019, "Financial ratios and stock returns reappraised through a topological data analysis lens," Papers, arXiv.org, number 1911.10297, Nov.
- Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini, 2019, "U-CNNpred: A Universal CNN-based Predictor for Stock Markets," Papers, arXiv.org, number 1911.12540, Nov.
- Milo Bianchi & Philippe Jehiel, 2019, "Bundling, Belief Dispersion, and Mispricing in Financial Markets," Working Papers, HAL, number halshs-02183306, Jul.
- Aref Mahdavi Ardekani & Isabelle Distinguin & Amine Tarazi, 2019, "Interbank network characteristics, monetary policy "News" and sensitivity of bank stock returns," Working Papers, HAL, number hal-02384533, Nov.
- Yinheng Li & Junhao Wang & Yijie Cao, 2019, "A General Framework on Enhancing Portfolio Management with Reinforcement Learning," Papers, arXiv.org, number 1911.11880, Nov, revised Oct 2023.
- Joseph J. French & Ryosuke Fujitani & Yukihiro Yasuda, 2019, "Does Stock Market Listing Impact Investment in Japan?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26495, Nov.