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Report NEP-FMK-2020-07-20
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:
- Zura Kakushadze, 2020, "Quant Bust 2020," Papers, arXiv.org, number 2006.05632, Jun.
- Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter, 2020, "Fear of the coronavirus and the stock markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 219336.
- Samuel M. Hartzmark & David H. Solomon, 2020, "Reconsidering Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 27380, Jun.
- Joseph P. Byrne & Boulis M. Ibrahim & Xiaoyu Zong, 2020, "Asset Prices and Capital Share Risks: Theory and Evidence," Papers, arXiv.org, number 2006.14023, Jun.
- Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, , "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n304-20.pdf.
- Jozef Barunik & Zdenek Drabek & Matej Nevrla, 2020, "Investment Disputes and Abnormal Volatility of Stocks," Papers, arXiv.org, number 2006.10505, Jun.
- Chendi Ni & Yuying Li & Peter Forsyth & Ray Carroll, 2020, "Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target," Papers, arXiv.org, number 2006.15384, Jun.
- Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020, "Which Investors Matter for Equity Valuations and Expected Returns?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27402, Jun.
- Chenkai Xu & Hongwei Lin & Xuansu Fang, 2020, "Manifold Feature Index: A novel index based on high-dimensional data simplification," Papers, arXiv.org, number 2006.11119, Jun.
- Dyaran Bansraj & Han Smit & Vadym Volosovych, 2020, "Can Private Equity Funds Act as Strategic Buyers? Evidence from Buy-and-Build Strategies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-041/IV, Jul.
- Fu Qiao & Yan Yan, 2020, "How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of China's stock market during the outbreak of COVID-19," Papers, arXiv.org, number 2007.07487, Jul.
- Luchelle Soobyah & Daan Steenkamp, 2020, "Occasional Bulletin of Economic Notes 2001 A measure of South African sovereign risk premium June 2020," Occasional Bulletin of Economic Notes, South African Reserve Bank, number 10009, Jun.