Printed from https://ideas.repec.org/n/nep-fmk/2020-04-06.html
Report NEP-FMK-2020-04-06
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:
- Nicola Branzoli & Ilaria Supino, 2020, "FinTech credit: a critical review of empirical research," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 549, Mar.
- Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta, 2020, "Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach," Working Papers, University of Pretoria, Department of Economics, number 202027, Mar.
- Robert A. Jarrow & Rinald Murataj & Martin T. Wells & Liao Zhu, 2020, "The Low-volatility Anomaly and the Adaptive Multi-Factor Model," Papers, arXiv.org, number 2003.08302, Mar, revised Apr 2021.
- Shi, Yun & Cui, Xiangyu & Zhou, Xunyu, 2020, "Beta and Coskewness Pricing: Perspective from Probability Weighting," SocArXiv, Center for Open Science, number 5rqhv, Mar, DOI: 10.31219/osf.io/5rqhv.
- Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020, "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 186, Mar.
- Brice Corgnet & Mark Desantis & David Porter, 2020, "Let's chat... When communication promotes efficiency in experimental asset markets: A Review," Working Papers, HAL, number halshs-02509127.
- Stefano Ramelli & Alexander F. Wagner, 2020, "Feverish Stock Price Reactions to COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-12, Mar.
- Pier Francesco Procacci & Carolyn E. Phelan & Tomaso Aste, 2020, "Market structure dynamics during COVID-19 outbreak," Papers, arXiv.org, number 2003.10922, Mar.
- Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics, University of Trier, Department of Economics, number 2020-01.
- Luca Baldo & Filippo Pasqualone & Antonio Scalia, 2020, "Repo market and leverage ratio in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 551, Mar.
- Chong, Terence Tai Leung & Hou, Siqi, 2020, "Will Stock Rise on Valentine’s Day?," MPRA Paper, University Library of Munich, Germany, number 99058, Feb.
- Sara Cecchetti, 2020, "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1271, Mar.
- Steyn, Dimitri H. W. & Greyling, Talita & Rossouw, Stephanie & Mwamba, John M., 2020, "Sentiment, emotions and stock market predictability in developed and emerging markets," GLO Discussion Paper Series, Global Labor Organization (GLO), number 502.
- Jaewon Choi & Jieun Lee, 2020, "Network-Based Measures of Systemic Risk in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2020-8, Mar.