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Report NEP-FMK-2022-05-16
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:
- Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022, "Valuing Financial Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 29894, Mar.
- Benjamin Knox, 2022, "A Stock Return Decomposition Using Observables," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-014r1, Mar, revised 31 Jan 2025, DOI: 10.17016/FEDS.2022.014r1.
- John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2022, "Idiosyncratic Equity Risk Two Decades Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 29916, Apr.
- Valentina Galvani & Lifang Li, 2022, "Outliers and Momentum in the Corporate Bond Market," Working Papers, University of Alberta, Department of Economics, number 2022-03, Mar.
- Jonathan A. Parker & Antoinette Schoar & Allison T. Cole & Duncan Simester, 2022, "Household Portfolios and Retirement Saving over the Life Cycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 29881, Mar.
- Jaydip Sen & Saikat Mondal & Gourab Nath, 2022, "Robust Portfolio Design and Stock Price Prediction Using an Optimized LSTM Model," Papers, arXiv.org, number 2204.01850, Mar.
- Berle, Erika & He, Wanwei & Odegaard, Bernt Arne, 2022, "The expected returns of ESG excluded stocks. The case of exclusions from Norway's Oil Fund," UiS Working Papers in Economics and Finance, University of Stavanger, number 2022/3, Apr.