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Report NEP-FMK-2021-05-31
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:
- Andreas Krause, 2021, "A note on the CAPM with endogenously consistent market returns," Papers, arXiv.org, number 2105.10252, May.
- Olkhov, Victor, 2021, "Three Remarks On Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 107938, May.
- John R. J. Thompson & Longlong Feng & R. Mark Reesor & Chuck Grace & Adam Metzler, 2021, "Measuring Financial Advice: aligning client elicited and revealed risk," Papers, arXiv.org, number 2105.11892, May.
- Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2021, "Predicting returns and dividend growth - the role of non-Gaussian innovations," Working Papers, Örebro University, School of Business, number 2021:10, May.
- Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2021, "Speculative asset price dynamics and wealth taxes," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 169.
- Alex Aronovich & Dobrislav Dobrev & Andrew C. Meldrum, 2021, "The Treasury Market Flash Event of February 25, 2021," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-05-14, May, DOI: 10.17016/2380-7172.2909.
- Zihao Zhang & Stefan Zohren, 2021, "Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units," Papers, arXiv.org, number 2105.10430, May, revised Aug 2021.
- Hassane Abba Mallam & Diakarya Barro & Yameogo WendKouni & Bisso Saley, 2021, "Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas," Papers, arXiv.org, number 2105.10599, May.
- Sandoval Paucar, Giovanny, 2021, "A Conditional Correlation Analysis For The Colombian Stock Market," MPRA Paper, University Library of Munich, Germany, number 107963, May.
- Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Rowland, Racquel, 2020, "Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns," MPRA Paper, University Library of Munich, Germany, number 107988.