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Report NEP-FMK-2021-07-12
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:
- Karamfil Todorov, 2021, "Passive funds affect prices: evidence from the most ETF-dominated asset classes," BIS Working Papers, Bank for International Settlements, number 952, Jul.
- Lu, Wenna & Copeland, Laurence & Xu, Yongdeng, 2021, "The Pricing of Unexpected Volatility in the Currency Market," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/16, Jul.
- Prehn, Sören, 2021, "Minimum variance hedging: Levels versus first differences," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid), Agricultural Economics Society - AES, number 312051, Mar, DOI: 10.22004/ag.econ.312051.
- Melisso Boschi & Stefano d'Addona & Aditya Goenka, 2021, "Testing external habits in an asset pricing model," Discussion Papers, Department of Economics, University of Birmingham, number 21-11, Jun.
- Andrew Paskaramoorthy & Tim Gebbie & Terence van Zyl, 2021, "The efficient frontiers of mean-variance portfolio rules under distribution misspecification," Papers, arXiv.org, number 2106.10491, Jun, revised Jul 2021.
- Christopher L. Culp & Mihir Gandhi & Yoshio Nozawa & Pietro Veronesi, 2021, "Option-Implied Spreads and Option Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 28941, Jun.
- Marina-Eliza Spaliara & Serafeim Tsoukas & Paul Lavery, 2021, "Private equity and bank capital requirements: Evidence from European firms," Working Papers, Business School - Economics, University of Glasgow, number 2021_11, Jun.
- Marzagão, Thiago, 2021, "Insider trading in Brazil's stock market," OSF Preprints, Center for Open Science, number fu9mg, Jun, DOI: 10.31219/osf.io/fu9mg.