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Report NEP-FMK-2020-06-22
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:
- Nicholas C. Barberis & Lawrence J. Jin & Baolian Wang, 2020, "Prospect Theory and Stock Market Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 27155, May.
- Cieslak, Anna & Pang, Hao, 2020, "Common shocks in stocks and bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14708, May.
- Junyi Li & Xitong Wang & Yaoyang Lin & Arunesh Sinha & Micheal P. Wellman, 2020, "Generating Realistic Stock Market Order Streams," Papers, arXiv.org, number 2006.04212, Jun.
- Neofytos Rodosthenous & Hongzhong Zhang, 2020, "When to sell an asset amid anxiety about drawdowns," Papers, arXiv.org, number 2006.00282, May.
- Hoppe-Wewetzer, Heidrun C. & Siemering, Christian, 2020, "Advertisement-Financed Credit Ratings," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14735, May.
- Xiao, Tim, 2020, "The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," SocArXiv, Center for Open Science, number jc43a, Jun, DOI: 10.31219/osf.io/jc43a.
- Beck, Thorsten & Radev, Dayen & Schnabel, Isabel, 2020, "Bank Resolution Regimes and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14724, May.
- Hugues Dastarac, 2020, "Market Making and Proprietary Trading in the US Corporate Bond Market," Working papers, Banque de France, number 754.
- Alin Marius Andries & Steven Ongena & Nicu Sprincean, 2020, "The COVID-19 Pandemic and Sovereign Bond Risk," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-42, May.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G. Subrahmanyam, 2020, "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2014, revised May 2020.
- Daiki Maki & Yasushi Ota, 2020, "The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets," Papers, arXiv.org, number 2006.00158, May.