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Report NEP-FMK-2020-09-14
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:
- Lubos Pastor & M. Blair Vorsatz, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27551, Jul.
- Guillaume Ouellet Leblanc & Ryan Shotlander, 2020, "What COVID-19 revealed about the resilience of bond funds," Staff Analytical Notes, Bank of Canada, number 2020-18, Aug, DOI: 10.34989/san-2020-18.
- Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurram S. & Khan, Maaz, 2020, "On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 102458, May, revised Jul 2020.
- James Kyeong, 2020, "Is the stock market pricing in a V‑shaped recovery?," Staff Analytical Notes, Bank of Canada, number 2020-17, Jul, DOI: 10.34989/san-2020-17.
- Antoinette Schoar & Kelvin Yeung & Luo Zuo, 2020, "The Effect of Managers on Systematic Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 27487, Jul.
- Shengfeng Mei & Hong Gao, 2020, "The Time Function of Stock Price," Papers, arXiv.org, number 2008.11806, Aug, revised Feb 2023.
- Jeffrey Cohen & Alex Khan & Clark Alexander, 2020, "Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms," Papers, arXiv.org, number 2008.08669, Aug.
- Jeffrey Cohen & Alex Khan & Clark Alexander, 2020, "Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer," Papers, arXiv.org, number 2007.01430, Jul.
- Joel da Costa & Tim Gebbie, 2020, "Learning low-frequency temporal patterns for quantitative trading," Papers, arXiv.org, number 2008.09481, Aug.
- Bairui Du & Delmiro Fernandez-Reyes & Paolo Barucca, 2020, "Image Processing Tools for Financial Time Series Classification," Papers, arXiv.org, number 2008.06042, Aug, revised Aug 2020.
- Michael J. Fleming, 2020, "How Does the Liquidity of New Treasury Securities Evolve?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200826, Aug.
- James Collin Harkrader & Michael Puglia, 2020, "Fixed Income Market Structure: Treasuries vs. Agency MBS," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-08-25, Aug, DOI: 10.17016/2380-7172.2622.
- Karol Kielak & Robert Ślepaczuk, 2020, "Value-at-risk — the comparison of state-of-the-art models on various assets," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-28.
- Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020, "Financial Advice and Household Financial Portfolios," Working Papers, University of Verona, Department of Economics, number 15/2020, Sep.
- Linyu Zheng & Hongmei He, 2020, "Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA," Papers, arXiv.org, number 2008.11788, Aug.
- Sakarombe, Upenyu & Marimbe-Makoni, Rudo, 2020, "Stock Exchange Fungibility and Exchange Rate Volatility in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 102464, revised 2020.