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Report NEP-FMK-2021-11-15
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:
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021, "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series, CESifo, number 9382.
- Agarwal, Vikas & Barber, Brad M. & Cheng, Si & Hameed, Allaudeen & Yasuda, Ayako, 2021, "Private company valuations by mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-09.
- Krahnen, Jan Pieter & Rocholl, Jörg & Thum, Marcel, 2021, "A primer on green finance: From wishful thinking to marginal impact," SAFE White Paper Series, Leibniz Institute for Financial Research SAFE, number 87.
- Jie Chen & Lingfei Li, 2021, "Data-driven Hedging of Stock Index Options via Deep Learning," Papers, arXiv.org, number 2111.03477, Nov.
- Guglielmo Maria Caporale & Alex Plastun, 2021, "Witching Days and Abnormal Profits in the US Stock Market," CESifo Working Paper Series, CESifo, number 9360.
- Edson Z. Monte & Lucas B. Defanti, 2021, "Dynamic Interdependence and Volatility Transmission from the American to the Brazilian Stock Market," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/09, Oct.