Printed from https://ideas.repec.org/n/nep-fmk/2020-10-05.html
Report NEP-FMK-2020-10-05
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:
- Paul Gompers & Will Gornall & Steven N. Kaplan & Ilya A. Strebulaev, 2020, "Venture Capitalists and COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27824, Sep.
- Gomis-Porqueras, Pedro & Shi, Shuping & Tan, David, 2020, "Gold as a Financial Instrument," MPRA Paper, University Library of Munich, Germany, number 102782, Sep.
- Jiajun Jiang & Qi Liu & Bo Sun, 2020, "Investor Sentiment and the (Discretionary) Accrual-return Relation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1300, Sep, DOI: 10.17016/IFDP.2020.1300.
- Efe Çötelioğlu, 2020, "Do Mutual Funds and ETFs Affect the Commonality in Liquidity of Corporate Bonds?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-81, Sep.
- Jules H. van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2020, "Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," NBER Working Papers, National Bureau of Economic Research, Inc, number 27843, Sep.
- Bo Sun & Xuan S. Tam & Eric Young, 2020, "The Stock Market Response to a "Regulatory Sine Curve"," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1299, Sep, DOI: 10.17016/IFDP.2020.1299.
- Victoria Dobrynskaya, 2020, "Is Downside Risk Priced In Cryptocurrency Market?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 79/FE/2020.
- Bernadett Aradi & G'abor Petneh'azi & J'ozsef G'all, 2020, "Volatility Forecasting with 1-dimensional CNNs via transfer learning," Papers, arXiv.org, number 2009.05508, Sep.
- Xinwen Ni & Wolfgang Karl Hardle & Taojun Xie, 2020, "A Machine Learning Based Regulatory Risk Index for Cryptocurrencies," Papers, arXiv.org, number 2009.12121, Sep, revised Aug 2021.
- Samir Kadiric, 2020, "The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei271, Mar.