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