Printed from https://ideas.repec.org/n/nep-fmk/2022-04-04.html
Report NEP-FMK-2022-04-04
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:
- Jordan Barone & Alain P. Chaboud & Adam Copeland & Cullen Kavoussi & Frank M. Keane & Seth Searls, 2022, "The Global Dash for Cash: Why Sovereign Bond Market Functioning Varied across Jurisdictions in March 2020," Staff Reports, Federal Reserve Bank of New York, number 1010, Mar.
- Rian Dolphin & Barry Smyth & Ruihai Dong, 2022, "Stock Embeddings: Learning Distributed Representations for Financial Assets," Papers, arXiv.org, number 2202.08968, Feb.
- Francesco A. Franzoni & Daniel Obrycki & Rafael Resendes, 2022, "The Wealth Creation Effect in Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-27, Mar.
- Andrea Antico & Giulio Bottazzi & Daniele Giachini, 2022, "On the evolutionary stability of the sentiment investor," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2022/09, Mar.
- Tony Berrada & Leonie Engelhardt & Rajna Gibson & Philipp Krueger, 2022, "The Economics of Sustainability Linked Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-26, Mar.
- Torsten Ehlers & Ulrike Elsenhuber & Anandakumar Jegarasasingam & Eric Jondeau, 2022, "Deconstructing ESG scores: how to invest with your own criteria," BIS Working Papers, Bank for International Settlements, number 1008, Mar.
- Kvam, Emilie & Molnar, Peter & Wankel, Ingvild & Odegaard, Bernt Arne, 2022, "Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media," UiS Working Papers in Economics and Finance, University of Stavanger, number 2022/1, Mar.
- Antoine Bouveret & Antoine Martin & Patrick E. McCabe, 2022, "Money Market Fund Vulnerabilities: A Global Perspective," Staff Reports, Federal Reserve Bank of New York, number 1009, Mar.
- Bernhard K. Meister & Henry C. W. Price, 2022, "Yields: The Galapagos Syndrome Of Cryptofinance," Papers, arXiv.org, number 2202.10265, Feb.
- De Castro, Angelo, 2022, "The Ebb of Fiat and the Flow of Cryptocurrency," OSF Preprints, Center for Open Science, number trpwc, Feb, DOI: 10.31219/osf.io/trpwc.
- Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian, 2022, "Volatility forecasting with machine learning and intraday commonality," Papers, arXiv.org, number 2202.08962, Feb, revised Feb 2023.
- Whelsy BOUNGOU & Alhonita YATIE, 2022, "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers, Bordeaux School of Economics (BSE), number 2022-06.
- 子, 鬼谷, 2020, "Index Futures Introduction And Stock Market Volatility: Empirical Study In Vietnam," OSF Preprints, Center for Open Science, number kvpnz, Nov, DOI: 10.31219/osf.io/kvpnz.
- Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers, South African Reserve Bank, number 11024, Mar.