Report NEP-FMK-2021-08-23

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Mikhail Chernov & Lars A. Lochstoer & Dongho Song, 2021. "The Real Channel for Nominal Bond-Stock Puzzles," NBER Working Papers 29085, National Bureau of Economic Research, Inc.
• Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2021. "Who Owns What? A Factor Model for Direct Stock Holding," NBER Working Papers 29065, National Bureau of Economic Research, Inc.
• A. K. M. Amanat Ullah & Fahim Imtiaz & Miftah Uddin Md Ihsan & Md. Golam Rabiul Alam & Mahbub Majumdar, 2021. "Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction," Papers 2107.13148, arXiv.org, revised Aug 2023.
• Clemens Sialm & Qifei Zhu, 2021. "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers 29082, National Bureau of Economic Research, Inc.
• Dominic Joseph, 2021. "Predicting Credit Default Probabilities Using Bayesian Statistics and Monte Carlo Simulations," Papers 2108.03389, arXiv.org, revised Sep 2021.
• Ralph S. J. Koijen & Motohiro Yogo, 2021. "The Evolution from Life Insurance to Financial Engineering," NBER Working Papers 29030, National Bureau of Economic Research, Inc.
• Paul Lavery & José María Serena Garralda & Marina-Eliza Spaliara, 2021. "Private equity buyouts and firm exports: evidence from UK firms," BIS Working Papers 961, Bank for International Settlements.
• Larojan, Chandrasegaran, 2021. "Impact of Accounting Ratios on Stock Market Price of Listed companies in Colombo Stock Exchange," OSF Preprints xwk7r, Center for Open Science.