Printed from https://ideas.repec.org/n/nep-fmk/2020-03-16.html
Report NEP-FMK-2020-03-16
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:
- Michael Pinelis & David Ruppert, 2020, "Machine Learning Portfolio Allocation," Papers, arXiv.org, number 2003.00656, Mar, revised Nov 2021.
- Fan Fang & Waichung Chung & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & Fan Wu, 2020, "Ascertaining price formation in cryptocurrency markets with DeepLearning," Papers, arXiv.org, number 2003.00803, Feb.
- Ben R. Craig & Yiming Ma, 2020, "Intermediation in the Interbank Lending Market," Working Papers, Federal Reserve Bank of Cleveland, number 20-09, Mar, DOI: 10.26509/frbc-wp-202009.
- Juan M. Lozada & Lina M. Cort�s & Daniel Velasquez Gaviria, 2020, "The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 17936, Feb.
- Tursoy, Turgut & Berk, Niyazi, 2020, "Stock Return and Risk Premium: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 98877, Mar.