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Report NEP-FMK-2021-09-13
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:
- Hakan Yilmazkuday, 2021, "COVID-19 Effects on the S&P 500 Index," Working Papers, Florida International University, Department of Economics, number 2117, Sep.
- Mönch, Emanuel & Stein, Tobias, 2021, "Equity premium predictability over the business cycle," Discussion Papers, Deutsche Bundesbank, number 25/2021.
- Ullah, Irfan & Ahmed, Mumtaz, 2021, "Identifying Phases of Ebullience in EFTA Stock Markets," MPRA Paper, University Library of Munich, Germany, number 109633, Sep.
- Cho, Thummim, 2020, "Turning alphas into betas: arbitrage and endogenous risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102085, Aug.
- Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020, "Pandemics and cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 109597, Jul.
- Julius O. Campeci~no, 2021, "Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis," Papers, arXiv.org, number 2109.03977, Sep, revised Jun 2022.
- Schmidhammer, Christoph, 2021, "Return differences between DAX ETFs and the benchmark DAX," Discussion Papers, Deutsche Bundesbank, number 28/2021.
- Ravi Kashyap, 2021, "Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets," Papers, arXiv.org, number 2109.03740, Aug.
- Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021, "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers, National Bureau of Economic Research, Inc, number 29212, Sep.
- R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021, "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper, University Library of Munich, Germany, number 109549, Aug.