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Report NEP-FMK-2020-05-04
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:
- Francesco D'Acunto & Alberto G. Rossi, 2020, "Robo-Advising," CESifo Working Paper Series, CESifo, number 8225.
- Yi Cao, 2020, "The new methods for equity fund selection and optimal portfolio construction," Papers, arXiv.org, number 2004.10631, Apr.
- Jacopo Magnani & Jean Paul Rabanal & Olga A. Rud & Yabin Wang, 2020, "Measuring efficiency and risk preferences in dynamic portfolio choice," Working Papers, Peruvian Economic Association, number 165, Apr.
- Giorgio Albareto & Andrea Cardillo & Andrea Hamaui & Giuseppe Marinelli, 2020, "Mutual funds' performance: the role of distribution networks and bank affiliation," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1272, Apr.
- Item repec:bof:bofrdp:2020_006 is not listed on IDEAS anymore
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
- Harminder B. Nath & Robert D. Brooks, 2020, "Investor-herding and risk-profiles: A State-Space Model-based Assessment," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/20.
- Claudio Borio & Marc Farag & Nikola Tarashev, 2020, "Post-crisis international financial regulatory reforms: a primer," BIS Working Papers, Bank for International Settlements, number 859, Apr.
- Nathan Converse & Eduardo Levy Yeyati & Tomás Williams, 2020, "How ETFs Amplify the Global Financial Cycle in Emerging Markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1268, Jan, DOI: 10.17016/IFDP.2020.1268.
- Tam Tran-The, 2020, "Modeling Institutional Credit Risk with Financial News," Papers, arXiv.org, number 2004.08204, Apr.
- Anastasia Bugaenko, 2020, "Empirical Study of Market Impact Conditional on Order-Flow Imbalance," Papers, arXiv.org, number 2004.08290, Apr, revised Apr 2020.
- Olkhov, Victor, 2020, "Classical Option Pricing and Some Steps Further," MPRA Paper, University Library of Munich, Germany, number 99918, Apr.
- Fabio Alessandrini & Eric Jondeau, 2020, "Optimal Strategies for ESG Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-21, Apr.
- Özbekler, Ali Gencay & Kontonikas, Alexandros & Triantafyllou, Athanasios, 2020, "Volatility Forecasting in European Government Bond Markets," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 27362, Apr.
- Schnaubelt, Matthias, 2020, "Deep reinforcement learning for the optimal placement of cryptocurrency limit orders," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 05/2020.
- Patrick Bolton & Marcin Kacperczyk, 2020, "Do Investors Care about Carbon Risk?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26968, Apr.
- Ryan Banerjee & Anamaria Illes & Enisse Kharroubi & José María Serena Garralda, 2020, "Covid-19 and corporate sector liquidity," BIS Bulletins, Bank for International Settlements, number 10, Apr.
- Kathleen Kahle & René M. Stulz, 2020, "Why Are Corporate Payouts So High in the 2000s?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26958, Apr.
- Paolo Finaldi Russo & Fabio Parlapiano & Daniele Pianeselli & Ilaria Supino, 2020, "Firms’ listings: what is new? Italy versus the main European stock exchanges," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 555, Apr.