Printed from https://ideas.repec.org/n/nep-fmk/2020-07-13.html
Report NEP-FMK-2020-07-13
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:
- Delis, Manthos & Savva, Christos & Theodossiou, Panayiotis, 2020, "A Coronavirus Asset Pricing Model: The Role of Skewness," MPRA Paper, University Library of Munich, Germany, number 100877, Jun.
- Zhiguo He & Stefan Nagel & Zhaogang Song, 2020, "Treasury Inconvenience Yields during the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27416, Jun.
- Wagner, Alexander F. & Ramelli, Stefano, 2020, "Feverish Stock Price Reactions to COVID-19," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14511, Mar.
- Favero, Carlo A. & Melone, Alessandro, 2020, "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14417, Feb.
- Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020, "Artificial Intelligence in Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14525, Mar.
- Akash Doshi & Alexander Issa & Puneet Sachdeva & Sina Rafati & Somnath Rakshit, 2020, "Deep Stock Predictions," Papers, arXiv.org, number 2006.04992, Jun.
- Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2020, "Belief Overreaction and Stock Market Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 27283, May.
- Elie Bouri & David Gabauer & Rangan Gupta & Aviral Kumar Tiwari, 2020, "Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness," Working Papers, University of Pretoria, Department of Economics, number 202059, Jun.
- Yan Liu & Jing Cynthia Wu, 2020, "Reconstructing the Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 27266, May.
- Mishra, Abinash & Srivastava, Pranjal & Chakrabarti, Anindya S., 2020, "'Too central to fail' firms in bi-layered financial networks: Evidence of linkages from the US corporate bond and stock markets," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2020-06-02, Jun.