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Report NEP-FMK-2021-10-04
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:
- Jinlong Ruan & Wei Wu & Jiebo Luo, 2021, "Stock Price Prediction Under Anomalous Circumstances," Papers, arXiv.org, number 2109.15059, Sep.
- Jaeyoung Cheong & Heejoon Lee & Minjung Kang, 2021, "Stock Index Prediction using Cointegration test and Quantile Loss," Papers, arXiv.org, number 2109.15045, Sep.
- Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021, "Option return predictability with machine learning and big data," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-08.
- Alexandra M. Tabova & Francis E. Warnock, 2021, "Foreign Investors and US Treasuries," NBER Working Papers, National Bureau of Economic Research, Inc, number 29313, Sep.
- Falko Fecht & José-Luis Peydró & Günseli Tümer-Alkan & Yuejuan Yu, 2021, "Banks’ equity stakes in firms: A blessing or curse in credit markets?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1802, Sep.
- Ogbonna, Ahamuefula & Olubusoye, Olusanya E, 2021, "Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific," MPRA Paper, University Library of Munich, Germany, number 109922, Apr.
- Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021, "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers, Banco de México, number 2021-13, Sep.
- Marcel Ausloos & Yining Zhang & Gurjeet Dhesi, 2021, "Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model," Papers, arXiv.org, number 2109.15060, Aug.