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Report NEP-FMK-2020-01-06
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:
- Bruce Knuteson, 2019, "Celebrating Three Decades of Worldwide Stock Market Manipulation," Papers, arXiv.org, number 1912.01708, Nov.
- José P. Dapena & Juan A. Serur & Julián R. Siri, 2019, "Risk on-Risk off: A regime switching model for active portfolio management," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 706, Dec.
- Lu Zhang, 2019, "Q-factors and Investment CAPM," NBER Working Papers, National Bureau of Economic Research, Inc, number 26538, Dec.
- Andrey Itkin & Fazlollah Soleymani, 2019, "Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery," Papers, arXiv.org, number 1912.08713, Dec.
- Lucian A. Bebchuk & Scott Hirst, 2019, "Index Funds and the Future of Corporate Governance: Theory, Evidence, and Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26543, Dec.
- Sidra Mehtab & Jaydip Sen, 2019, "A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing," Papers, arXiv.org, number 1912.07700, Dec.
- Anastasia Girshina & Thomas Y. Mathä & Michael Ziegelmeyer, 2019, "Peer effects in stock market participation: Evidence from immigration," BCL working papers, Central Bank of Luxembourg, number 137, Dec.