Report NEP-FMK-2020-05-11

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Alan L. Lewis, 2020. "US Equity Risk Premiums during the COVID-19 Pandemic," Papers 2004.13871, arXiv.org.
• Jonathan S. Hartley & Urban Jermann, 2020. "Should the U.S. Government Issue Floating Rate Notes?," NBER Working Papers 27065, National Bureau of Economic Research, Inc.
• Horn, Sebastian & Meyer, Josefin & Trebesch, Christoph, 2020. "European community bonds since the oil crisis: Lessons for today?," Kiel Policy Brief 136e, Kiel Institute for the World Economy (IfW Kiel).
• Dinghai Xu, 2020. "Canadian Stock Market Volatility under COVID-19," Working Papers 2001, University of Waterloo, Department of Economics, revised May 2020.
• Naji Massad & J{o}rgen Vitting Andersen, 2020. "Defining an intrinsic stickiness parameter of stock price returns," Papers 2005.02351, arXiv.org.
• Tian Guo & Nicolas Jamet & Valentin Betrix & Louis-Alexandre Piquet & Emmanuel Hauptmann, 2020. "ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction," Papers 2005.02527, arXiv.org.
• Bask, Mikael & Forsberg, Lars & Östling, Andreas, 2020. "Language Tone in Financial News Media and the Cross-Section of Stock Returns," Working Paper Series 2020:3, Uppsala University, Department of Economics.
• Victor Olkhov, 2020. "Classical Option Pricing and Some Steps Further," Papers 2004.13708, arXiv.org, revised Feb 2021.
• Martin Keller-Ressel & Stephanie Nargang, 2020. "The hyperbolic geometry of financial networks," Papers 2005.00399, arXiv.org, revised May 2020.
• Ahnert, Lukas & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2020. "Regulatory stress testing and bank performance," CFR Working Papers 20-03, University of Cologne, Centre for Financial Research (CFR).
• Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.