Report NEP-FMK-2022-04-18

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:

• Mark Mink & Frans J. de Weert, 2022. "Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?," Papers 2202.05671, arXiv.org, revised Oct 2024.
• Yuxuan Huang & Luiz Fernando Capretz & Danny Ho, 2022. "Machine Learning for Stock Prediction Based on Fundamental Analysis," Papers 2202.05702, arXiv.org.
• Antonio Gargano & Juan Sotes-Paladino & Patrick Verwijmeren, 2022. "Out of Sync: Dispersed Short Selling and the Correction of Mispricing," Working Papers 108, Red Nacional de Investigadores en Economía (RedNIE).
• Ryan, Ellen, 2022. "Are fund managers rewarded for taking cyclical risks?," Working Paper Series 2652, European Central Bank.
• Bauckloh, Michael Tobias & Beyer, Victor & Klein, Christian, 2022. "Does it pay to invest in dirty industries? New insights on the shunned-stock hypothesis," CFR Working Papers 22-07, University of Cologne, Centre for Financial Research (CFR).
• Antonio Gargano & Juan Sotes-Paladino & Patrick Verwijmeren, 2022. "Short of Capital: Stock Market Implications of Short Sellers’ Losses," Working Papers 116, Red Nacional de Investigadores en Economía (RedNIE).
• Ilaria Gianstefani & Luigi Longo & Massimo Riccaboni, 2022. "The echo chamber effect resounds on financial markets: a social media alert system for meme stocks," Papers 2203.13790, arXiv.org.
• John Cotter & Enrique Salvador, 2022. "The non-linear trade-off between return and risk and its determinants," Working Papers 202203, Geary Institute, University College Dublin.
• Eichfelder, Sebastian & Noack, Mona & Noth, Felix, 2022. "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and reallocation of trading activity," IWH Discussion Papers 12/2022, Halle Institute for Economic Research (IWH).
• Ivanov, Ivan T. & Zimmermann, Tom & Heinrich, Nathan W., 2022. "Limits of disclosure regulation in the municipal bond market," CFR Working Papers 22-05, University of Cologne, Centre for Financial Research (CFR).