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Report NEP-FMK-2020-10-12
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:
- Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana, 2020, "Machine learning sentiment analysis, Covid-19 news and stock market reactions," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 288.
- Schlag, Christian & Semenischev, Michael & Thimme, Julian, 2020, "Predictability and the cross-section of expected returns: A challenge for asset pricing models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 289, DOI: 10.2139/ssrn.2788117.
- Ruipeng Liu & Rangan Gupta, 2020, "Investors' Uncertainty and Forecasting Stock Market Volatility," Working Papers, University of Pretoria, Department of Economics, number 202090, Sep.
- Fan Yang, 2020, "A Survey of Empirical Literature on Hedge Fund Performance," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/31, Sep, revised Sep 2020.
- Danny McGowan & Huyen Nguyen, 2020, "To securitize or to price credit risk?," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2020-013, Sep.
- Ramelli, Stefano & Ossola, Elisa & Rancan, Michela, 2020, "Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2020-03, Jun.
- Nardo, Michela & Ossola, Elisa & Papanagiotou, Evangalia, 2020, "Financial integration in the EU28 equity markets: measures and drivers," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2020-09, Sep.
- Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 202086, Sep.