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Report NEP-FMK-2020-02-24
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:
- James J. Choi & Kevin Zhao, 2020, "Did Mutual Fund Return Persistence Persist?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26707, Jan.
- Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2020, "Factor Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 26708, Jan.
- Sang Il Lee, 2020, "Hyperparameter Optimization for Forecasting Stock Returns," Papers, arXiv.org, number 2001.10278, Jan.
- Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020, "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/20.
- Peter Zimmerman, 2020, "Blockchain structure and cryptocurrency prices," Bank of England working papers, Bank of England, number 855, Feb.
- Fisera,Boris & Horvath,Roman & Melecky,Martin, 2019, "Basel III Implementation and SME Financing : Evidence for Emerging Markets and Developing Economies," Policy Research Working Paper Series, The World Bank, number 9069, Dec.