Printed from https://ideas.repec.org/n/nep-fmk/2020-12-07.html
Report NEP-FMK-2020-12-07
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:
- Kristian S. Blickle & Matteo Crosignani & Fernando M. Duarte & Thomas M. Eisenbach & Fulvia Fringuellotti & Anna Kovner, 2020, "How Has COVID-19 Affected Banking System Vulnerability?," Liberty Street Economics, Federal Reserve Bank of New York, number 20201116, Nov.
- Theissen, Erik & Yilanci, Can, 2020, "Momentum? What Momentum?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-09.
- Atilla Aras, 2020, "Solution to the Equity Premium Puzzle," Papers, arXiv.org, number 2011.05458, Nov, revised Mar 2021.
- Kristiansen, Kristian & Hvid, Anna Kirstine, 2020, "How news affects sectoral stock prices through earnings expectations and risk premia," Working Paper Series, European Central Bank, number 2493, Nov.
- Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2020, "Stock market volatility and jumps in times of uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29200, Nov.
- Goutham Gopalakrishna, 2020, "Asset Pricing with Realistic Crises Dynamics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-96, Nov.
- Seyed Mohammad Sina Seyfi & Azin Sharifi & Hamidreza Arian, 2020, "Portfolio Risk Measurement Using a Mixture Simulation Approach," Papers, arXiv.org, number 2011.07994, Nov.
- Muhammad Farooq AHMAD & Oskar KOWALEWSKI & Pawel PISANY, 2020, "What determines Initial Coin Offering success: A cross-country study," Working Papers, IESEG School of Management, number 2020-ACF-10, Nov.
- Andreas A. Aigner & Walter Schrabmair, 2020, "Startup & Unicorn Growth Valuation," Papers, arXiv.org, number 2011.05117, Nov.
- Ao Kong & Robert Azencott & Hongliang Zhu & Xindan Li, 2020, "Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis," Papers, arXiv.org, number 2011.04939, Nov, revised Feb 2021.
- Magdalena Tywoniuk, 2020, "CDS Central Counterparty Clearing Default Measures: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-95, Nov.
- James Collin Harkrader & Michael Puglia, 2020, "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-096, Nov, DOI: 10.17016/FEDS.2020.096.
- Nicola Borri & Giorgio Di Giorgio, 2020, "Systemic Risk and the COVID Challenge in the European Banking Sector," Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 2005, Oct.