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Report NEP-FMK-2020-11-30
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:
- Akbar, Muhammad & Tahir, Aima, 2020, "Stand Still and Do Nothing: COVID-19, Stock Returns and Volatility," CAFE Working Papers, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University, number 7, Nov.
- de Oliveira Souza, Thiago, 2020, "Observable implications of the conditional CAPM," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2020, Nov.
- Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2020, "Who Benefits from Analyst “Top Picks”?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28038, Oct.
- Fatemeh Salimi Namin, 2020, "Exchange Rates, Stock Prices, and Stock Market Uncertainty," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2037, Nov.
- Kurt Schuler, 2020, "The Financial Firefighter’s Manual," Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise, number 169, Nov.
- Kaufmann, Christoph, 2020, "Investment funds, monetary policy, and the global financial cycle," Working Paper Series, European Central Bank, number 2489, Nov.
- John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020, "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers, Geary Institute, University College Dublin, number 202011, Nov.
- Sidra Mehtab & Jaydip Sen & Subhasis Dasgupta, 2020, "Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models," Papers, arXiv.org, number 2011.08011, Nov, revised Jan 2021.
- Tanweer Akram, 2020, "A Note Concerning Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_977, Nov.
- Bernd Hayo & Sascha Mierzwa, 2020, "Stock Market Reactions to Legislated Tax Changes: Evidence from the United States, Germany, and the United Kingdom," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202047.
- Rohan Arora & Sébastien Betermier & Guillaume Ouellet Leblanc & Adriano Palumbo & Ryan Shotlander, 2020, "Concentration in the market of authorized participants of US fixed-income exchange-traded funds," Staff Analytical Notes, Bank of Canada, number 2020-27, Nov, DOI: 10.34989/san-2020-27.