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Report NEP-FMK-2020-08-17
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:
- John Beirne Beirne & Nuobu Renzhi & Eric Alexander Sugandi & Ulrich Volz, 2020, "Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic," ADBI Working Papers, Asian Development Bank Institute, number 1158, Jun.
- Mateusz Kijewski & Robert Ślepaczuk, 2020, "Predicting prices of S&P500 index using classical methods and recurrent neural networks," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-27.
- Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020, "Predicting bond return predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-09, Aug.
- Daniel L. Tortorice & David E. Bloom & Paige Kirby & John Regan, 2020, "A Theory of Social Impact Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 27527, Jul.
- Boot, Arnoud & Hoffmann, Peter & Laeven, Luc & Ratnovski, Lev, 2020, "Financial intermediation and technology: What’s old, what’s new?," Working Paper Series, European Central Bank, number 2438, Jul.
- Vassilis Polimenis, 2020, "Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks," Papers, arXiv.org, number 2007.08115, Jul.
- Kenneth D. Garbade, 2020, "Managing the Maturity Structure of Marketable Treasury Debt: 1953-1983," Staff Reports, Federal Reserve Bank of New York, number 936, Jul.
- Matteo Burzoni & Cosimo Munari & Ruodu Wang, 2020, "Adjusted Expected Shortfall," Papers, arXiv.org, number 2007.08829, Jul, revised Aug 2021.
- Guglielmo Maria Caporale & Alex Plastun, 2020, "Gold and Oil Prices: Abnormal Returns, Momentum and Contrarian Effects," CESifo Working Paper Series, CESifo, number 8445.
- Martin Goetz & Luc Laeven & Ross Levine, 2020, "Do Bank Insiders Impede Equity Issuances?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27442, Jun.
- Elliott, M. & Georg, C-P. & Hazell, J., 2020, "Systemic Risk-Shifting in Financial Networks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2068, Jul.
- Geraci, M. V. & Gnabo, J-Y. & Veredas, D., 2020, "Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2066, Jul.
- Byrne, Joseph P & Ibrahim, Boulis Maher & Zong, Xiaoyu, 2020, "Asset Prices and Capital Share Risks: Theory and Evidence," MPRA Paper, University Library of Munich, Germany, number 101781, May.
- Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2020, "Automated Market Makers," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2020/08, Jul.
- Didier Brandao,Tatiana & Levine,Ross Eric & Llovet Montanes,Ruth & Schmukler,Sergio L., 2020, "Capital Market Financing and Firm Growth," Policy Research Working Paper Series, The World Bank, number 9337, Jul.
- Maciej Wysocki & Robert Ślepaczuk, 2020, "Artificial Neural Networks Performance in WIG20 Index Options Pricing," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-19.
- Toshiaki Ogawa & Masato Ubukata & Toshiaki Watanabe, 2020, "Stock Return Predictability and Variance Risk Premia around the ZLB," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 20-E-09, Jul.
- Manuel Adelino & William B. McCartney & Antoinette Schoar, 2020, "The Role of Government and Private Institutions in Credit Cycles in the U.S. Mortgage Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 27499, Jul.
- Antonio Roma, 2020, "Is the Value Effect due to M&A Deals?: Evidence from the Italian Stock Market," Department of Economics University of Siena, Department of Economics, University of Siena, number 832, Jun.
- Tanweer Akram & Huiqing Li, 2020, "Some Empirical Models of Japanese Government Bond Yields Using Daily Data," Economics Working Paper Archive, Levy Economics Institute, number wp_962, Jul.
- Kenichi Hirayama & Akihiko Noda, 2020, "Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model," Papers, arXiv.org, number 2008.00860, Aug, revised Jun 2021.