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Report NEP-FMK-2021-03-01
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:
- Lubos Pastor & M. Blair Vorsatz, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-96.
- Carvalho, Daniel & Schmitz, Martin, 2021, "Shifts in the portfolio holdings of euro area investors in the midst of COVID-19: looking-through investment funds," Working Paper Series, European Central Bank, number 2526, Feb.
- Michael D. Bordo & John V. Duca, 2021, "How the New Fed Municipal Bond Facility Capped Muni-Treasury Yield Spreads in the COVID-19 Recession," Working Papers, Federal Reserve Bank of Dallas, number 2101, Jan, DOI: 10.24149/wp2101.
- Hongwei Chuang, 2021, "Momentum Has Its Own Values," Working Papers, Research Institute, International University of Japan, number EMS_2021_02, Feb.
- N'Golo Kone, 2021, "Efficient mean-variance portfolio selection by double regularization," Working Paper, Economics Department, Queen's University, number 1453, Feb.
- Ray C. Fair, 2021, "Are Stock Returns and Output Growth Higher Under Democrats?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2277, Feb.
- Hongwei Chuang, 2021, "How Much Does Nominal Share Price Matter?," Working Papers, Research Institute, International University of Japan, number EMS_2021_01, Feb.
- Kevin Clark & Adam Copeland & R. Jay Kahn & Antoine Martin & Matthew McCormick & Will Riordan & Timothy Wessel, 2021, "How Competitive are U.S. Treasury Repo Markets?," Liberty Street Economics, Federal Reserve Bank of New York, number 20210218, Feb.
- NEIFAR, MALIKA & Dhouib, Salma & Bouhamed, Jihen & Ben Abdallah, Fatma & Arous, Islem & Ben Braiek, Fatma & Mrabet, Donia , 2021, "The impact of macroeconomic variables on Stock market in United Kingdom," MPRA Paper, University Library of Munich, Germany, number 106246, Feb.
- Raju, Rajan & Agarwalla, Sobhesh Kumar, 2021, "Equity portfolio diversification: how many stocks are enough? Evidence from India," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP 2021-02-02, Feb.