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Report NEP-FMK-2020-11-23
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:
- Julian di Giovanni & Galina Hale, 2020, "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports, Federal Reserve Bank of New York, number 945, Nov.
- Fricke, Daniel & Wilke, Hannes, 2020, "Connected Funds," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224511.
- Elizabeth Fons & Paula Dawson & Xiao-jun Zeng & John Keane & Alexandros Iosifidis, 2020, "Augmenting transferred representations for stock classification," Papers, arXiv.org, number 2011.04545, Oct.
- Mao Ye & Miles Zheng & Xiongshi Li, 2020, "Price Ceiling, Market Structure, and Payout Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 28054, Nov.
- Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper, University Library of Munich, Germany, number 103870, Oct.
- Liao Zhu & Robert A. Jarrow & Martin T. Wells, 2020, "Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model," Papers, arXiv.org, number 2011.04171, Nov, revised Apr 2021.
- Michele Azzone & Roberto Baviera, 2020, "Synthetic forwards and cost of funding in the equity derivative market," Papers, arXiv.org, number 2011.03795, Nov, revised Jan 2022.
- Brünner, Tobias & Levinsky, Rene, 2020, "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224618.
- Tadeu A. Ferreira, 2020, "Reinforced Deep Markov Models With Applications in Automatic Trading," Papers, arXiv.org, number 2011.04391, Nov.
- Thomas Bernhardt & Catherine Donnelly, 2020, "Quantifying the trade-off between income stability and the number of members in a pooled annuity fund," Papers, arXiv.org, number 2010.16009, Oct.
- Lilian Muchimba & Alexis Stenfors, 2020, "Beyond LIBOR: Money Markets and the Illusion of Representativeness," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2020-13, Nov.
- David Haritone Shikumo & Oluoch Oluoch & Joshua Matanda Wepukhulu, 2020, "Effect of Short-Term Debt on Financial Growth of Non-Financial Firms Listed at Nairobi Securities Exchange," Papers, arXiv.org, number 2011.03339, Nov.