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Report NEP-FMK-2020-07-27
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:
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series, CESifo, number 8334.
- Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2020, "Contagious Margin Calls: How Covid-19 threatened global stock market liquidity," UiS Working Papers in Economics and Finance, University of Stavanger, number 2020/1, Jul.
- Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2020, "Corporate Bond Liquidity During the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27355, Jun.
- Nils Jonathan Krakow & Timo Schäfer, 2020, "Mutual Funds and Risk Disclosure: Information Content of Fund Prospectuses," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-54, Jun.
- Egger, Peter & Zhu, Jiaqing, 2019, "The U.S.-Chinese Trade War: An Event Study of Stock-Market Responses," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14164, Dec.
- Martin, Ian & Nagel, Stefan, 2019, "Market Efficiency in the Age of Big Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14235, Dec.
- Samuel Mugel & Carlos Kuchkovsky & Escolastico Sanchez & Samuel Fernandez-Lorenzo & Jorge Luis-Hita & Enrique Lizaso & Roman Orus, 2020, "Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks," Papers, arXiv.org, number 2007.00017, Jun, revised Dec 2021.
- Jonathan Readshaw & Stefano Giani, 2020, "Using Company Specific Headlines and Convolutional Neural Networks to Predict Stock Fluctuations," Papers, arXiv.org, number 2006.12426, Jun.
- Kim, Hyonok & Yasuda, Yukihiro & 安田, 行宏, 2020, "Earnings Management and Stock Market Listing," Working Paper Series, Hitotsubashi University Center for Financial Research, number G-1-24, Jul.
- Massimo Guidolin & Alexei Orlov, 2020, "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20146.
- Mark J. Flannery & Jan Hanousek & Anastasiya Shamshur & Jiri Tresl, 2020, "M&A Activity and the Capital Structure of Target Firms," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp661, Jul.
- Jules H. van Binsbergen, 2020, "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 27367, Jun.
- Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2020, "Informed trading in government bond markets," Bank of England working papers, Bank of England, number 871, Jun.