Printed from https://ideas.repec.org/n/nep-fmk/2020-09-07.html
Report NEP-FMK-2020-09-07
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:
- Muhammad Rehan & Jahanzaib Alvi & Suleyman Serdar Karaca, 2020, "Short Term Stress of Covid-19 On World Major Stock Indices," Papers, arXiv.org, number 2008.06450, Aug.
- D'Orazio, Paola & Dirks, Maximilian W., 2020, "COVID-19 and financial markets: Assessing the impact of the coronavirus on the eurozone," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 859, DOI: 10.4419/86788995.
- Kraemer-Eis, Helmut & Botsari, Antonia & Lang, Frank & Pal, Kristian & Pavlova, Elitsa & Signore, Simone & Torfs, Wouter, 2020, "The market sentiment in European private equity and venture capital: Impact of COVID-19," EIF Working Paper Series, European Investment Fund (EIF), number 2020/64.
- Antonio Falato & Itay Goldstein & Ali Hortaçsu, 2020, "Financial Fragility in the COVID-19 Crisis: The Case of Investment Funds in Corporate Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27559, Jul.
- Irem Demirci & Miguel A. Ferreira & Pedro Matos & Clemens Sialm, 2020, "How Global is Your Mutual Fund? International Diversification from Multinationals," NBER Working Papers, National Bureau of Economic Research, Inc, number 27648, Aug.
- Eric Benhamou & Beatrice Guez & Nicolas Paris, 2020, "Omega and Sharpe ratio," Working Papers, HAL, number hal-02886481, Jul.
- Sanghyun Hong, 2020, "Transactions Costs and the Equity Premium Puzzle," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 20/16, Aug.
- Glenn Boyle & Sanghyun Hong, 2020, "Systematic Liquidity Risk Premia," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 20/15, Aug.
- Albert S. Kyle & Anna A. Obizhaeva, 2020, "Large Bets and Stock Market Crashes," Working Papers, New Economic School (NES), number w0269, Aug.
- Richard Sias & Laura Starks & Harry J. Turtle, 2020, "Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation," NBER Working Papers, National Bureau of Economic Research, Inc, number 27638, Aug.
- Torben G. Andersen & Oleg Bondarenko & Albert S. Kyle & Anna A. Obizhaeva, 2020, "Intraday Trading Invariance in the E-mini S&P 500 Futures Market," Working Papers, New Economic School (NES), number w0272, Aug.
- Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2020, "Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-08, Jul, DOI: 10.18651/RWP2020-08.
- Söhnke M. Bartram & Mark Grinblatt & Yoshio Nozawa, 2020, "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 27655, Aug.