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Report NEP-FMK-2022-06-13
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:
- Y. Zhang & Z. Jin & J. Wei & G. Yin, 2022, "Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model," Papers, arXiv.org, number 2205.08743, May.
- Charles Shaw, 2022, "Portfolio Diversification Revisited," Papers, arXiv.org, number 2204.13398, Apr.
- Stefan Nagel & Zhengyang Xu, 2022, "Dynamics of Subjective Risk Premia," CESifo Working Paper Series, CESifo, number 9693.
- Lee H. Seltzer & Laura Starks & Qifei Zhu, 2022, "Climate Regulatory Risk and Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29994, Apr.
- Igor Makarov & Antoinette Schoar, 2022, "Cryptocurrencies and Decentralized Finance (DeFi)," NBER Working Papers, National Bureau of Economic Research, Inc, number 30006, Apr.
- Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022, "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-017, May.
- Dim, Chukwuma & Koerner, Kevin & Wolski, Marcin & Zwart, Sanne, 2022, "Hot off the press: News-implied sovereign default risk," EIB Working Papers, European Investment Bank (EIB), number 2022/06, DOI: 10.2867/661002.
- Klaus Adam & Stefan Nagel, 2022, "Expectations Data in Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29977, Apr.
- Erkin Diyarbakirlioglu & Marc Desban & Souad Lajili Jarjir, 2022, "Asset pricing models with measurement error problems: A new framework with Compact Genetic Algorithms," Post-Print, HAL, number hal-03643083, DOI: 10.3917/fina.432.0001.
- Elie Bouri & Afees A. Salisu & Rangan Gupta, 2022, "Bitcoin Prices and the Realized Volatility of US Sectoral Stock Returns," Working Papers, University of Pretoria, Department of Economics, number 202224, May.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022, "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202222, May.
- Andrea Barbon & Heiner Beckmeyer & Andrea Buraschi & Mathis Moerke, 2022, "Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-40, May.
- Item repec:hal:wpaper:hal-03617040 is not listed on IDEAS anymore