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Report NEP-FMK-2020-03-30
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:
- Hirdesh K. Pharasi & Eduard Seligman & Thomas H. Seligman, 2020, "Market states: A new understanding," Papers, arXiv.org, number 2003.07058, Mar, revised Nov 2020.
- Paul Jusselin, 2020, "Optimal market making with persistent order flow," Papers, arXiv.org, number 2003.05958, Mar, revised Oct 2020.
- Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-01.
- Osman Gulseven, 2020, "Multidimensional Analysis of Monthly Stock Market Returns," Papers, arXiv.org, number 2003.05750, Mar.
- Thomas J.Flavin & Mardi Dungey & Thomas O'Connor & Michael Wosser, 2020, "Industrial firms and systemic risk," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n298-20.pdf.
- Ziming Gao & Yuan Gao & Yi Hu & Zhengyong Jiang & Jionglong Su, 2020, "Application of Deep Q-Network in Portfolio Management," Papers, arXiv.org, number 2003.06365, Mar.
- Ayman Chaouki & Stephen Hardiman & Christian Schmidt & Emmanuel S'eri'e & Joachim de Lataillade, 2020, "Deep Deterministic Portfolio Optimization," Papers, arXiv.org, number 2003.06497, Mar, revised Apr 2020.
- Lukas Menkhoff & Malte Rieth & Tobias Stöhr, 2020, "The Dynamic Impact of FX Interventions on Financial Markets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1854.
- Flagmeier, Vanessa & Gawehn, Vanessa, 2020, "Do investors care about tax disclosure?," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 254.
- Claudiu Tiberiu Albulescu, 2020, "Coronavirus and financial volatility: 40 days of fasting and fear," Working Papers, HAL, number hal-02501814, Mar.
- Daube, Carl Heinz, 2020, "The Corona Virus Stock Exchange Crash," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 214881.
- Yi Ding & Wei Xiong & Jinfan Zhang, 2020, "Issuance Overpricing of China’s Corporate Debt Securities," NBER Working Papers, National Bureau of Economic Research, Inc, number 26815, Mar.