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Report NEP-FMK-2020-04-20
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:
- Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost & Marco C. Sammon & Tasaneeya Viratyosin, 2020, "The Unprecedented Stock Market Impact of COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 26945, Apr.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," Papers, arXiv.org, number 2004.01831, Apr, revised May 2020.
- Tomaso Aste, 2020, "Stress testing and systemic risk measures using multivariate conditional probability," Papers, arXiv.org, number 2004.06420, Apr, revised May 2021.
- Mojtaba Nabipour & Pooyan Nayyeri & Hamed Jabani & Amir Mosavi, 2020, "Deep learning for Stock Market Prediction," Papers, arXiv.org, number 2004.01497, Mar.
- Sven Husmann & Antoniya Shivarova & Rick Steinert, 2020, "Company classification using machine learning," Papers, arXiv.org, number 2004.01496, Mar, revised May 2020.
- Philip Ndikum, 2020, "Machine Learning Algorithms for Financial Asset Price Forecasting," Papers, arXiv.org, number 2004.01504, Mar.
- Guihai Zhao, 2020, "Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields," Staff Working Papers, Bank of Canada, number 20-14, Apr, DOI: 10.34989/swp-2020-14.
- Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media and price discovery: the case of cross-listed firms," Discussion Papers, Department of Economics, University of Birmingham, number 20-05, Mar.
- Maria Elvira Mancino & Simone Scotti & Giacomo Toscano, 2020, "Is the variance swap rate affine in the spot variance? Evidence from S&P500 data," Papers, arXiv.org, number 2004.04015, Apr.
- F. N. M. de Sousa Filho & J. N. Silva & M. A. Bertella & E. Brigatti, 2020, "The leverage effect and other stylized facts displayed by Bitcoin returns," Papers, arXiv.org, number 2004.05870, Apr, revised Jan 2021.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series, CESifo, number 8171.
- Huimin Peng, 2020, "Holding-Based Evaluation upon Actively Managed Stock Mutual Funds in China," Papers, arXiv.org, number 2004.05322, Apr, revised Jul 2020.