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Report NEP-FMK-2021-01-04
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:
- Fernando M. Duarte, 2020, "What’s Up with Stocks?," Liberty Street Economics, Federal Reserve Bank of New York, number 20201221, Dec.
- Peter Van Tassel, 2020, "The Law of One Price in Equity Volatility Markets," Staff Reports, Federal Reserve Bank of New York, number 953, Dec.
- Casas Villalba, Maria Isabel & Mao, Xiuping & Lopes Moreira da Veiga, María Helena, 2020, "Adaptative predictability of stock market returns," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 31648, Dec.
- Jie Cao & Sheridan Titman & Xintong Zhan & Weiming Zhang, 2020, "ESG Preference, Institutional Trading, and Stock Return Patterns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28156, Nov.
- Giulio Girardi & Kathleen W. Hanley & Stanislava Nikolova & Loriana Pelizzon & Mila Getmansky Sherman, 2020, "Portfolio Similarity and Asset Liquidation in the Insurance Industry," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:13.
- Guglielmo Maria Caporale & Alex Plastun, 2020, "Abnormal Returns and Stock Price Movements: Some Evidence from Developed and Emerging Markets," CESifo Working Paper Series, CESifo, number 8783.
- Ruqayya Aljifri, 2020, "The Macroeconomy, Oil and the Stock Market: A Multiple Equation Time Series Analysis of Saudi Arabia," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-27, Dec.
- Devansh Jain & Manthan Patel & Aman Narsaria & Siddharth Malik, 2020, "A Study on the Efficiency of the Indian Stock Market," Papers, arXiv.org, number 2012.01160, Dec.