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Report NEP-FMK-2022-08-15
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:
- Rui Albuquerque & Yrjo Koskinen & Raffaele Santioni, 2022, "Mutual fund trading and ESG stock resilience during the Covid-19 stock market crash," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1371, Jun.
- Ryan, Ellen, 2022, "Are fund managers rewarded for taking cyclical risks?," ESRB Working Paper Series, European Systemic Risk Board, number 134, Jul.
- William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2022, "Crash Narratives," NBER Working Papers, National Bureau of Economic Research, Inc, number 30195, Jul.
- Raghunandan, Aneesh & Rajgopal, Shiva, 2022, "Do ESG funds make stakeholder-friendly investments?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115234, Sep.
- John Caramichael & Andreas Rapp, 2022, "The Green Corporate Bond Issuance Premium," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1346, Jun, DOI: 10.17016/IFDP.2022.1346.
- Donghan Kim, 2022, "Market-to-book Ratio in Stochastic Portfolio Theory," Papers, arXiv.org, number 2206.03742, Jun.
- Mark Jansen & Fabian Nagel & Constantine Yannelis & Anthony Lee Zhang, 2022, "Data and Welfare in Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 30235, Jul.
- Winston Wei Dou & Leonid Kogan & Wei Wu, 2022, "Common Fund Flows: Flow Hedging and Factor Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 30234, Jul.
- Alfred V. Guender, 2022, "Bond Finance and the Leverage Ratio," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 22/11, Jun.
- Yichen Feng & Ming Min & Jean-Pierre Fouque, 2022, "Deep Learning for Systemic Risk Measures," Papers, arXiv.org, number 2207.00739, Jul.
- Mark Joseph Bennett, 2022, "Accelerating Machine Learning Training Time for Limit Order Book Prediction," Papers, arXiv.org, number 2206.09041, Jun.
- Bryan T. Kelly & Semyon Malamud & Kangying Zhou, 2022, "The Virtue of Complexity in Return Prediction," NBER Working Papers, National Bureau of Economic Research, Inc, number 30217, Jul.
- Bilan, Andrada & Gündüz, Yalın, 2022, "CDS market structure and bond spreads," Discussion Papers, Deutsche Bundesbank, number 24/2022.
- Wenxin Du & Benjamin M. Hébert & Wenhao Li, 2022, "Intermediary Balance Sheets and the Treasury Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 30222, Jul.
- Pat Tong Chio, 2022, "A comparative study of the MACD-base trading strategies: evidence from the US stock market," Papers, arXiv.org, number 2206.12282, Jun.
- Charles W. Calomiris & Joanna Harris & Harry Mamaysky & Cristina Tessari, 2022, "Fed Implied Market Prices and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 30210, Jul.
- Kotovskaia, Anastasia & Meier, Nicola, 2022, "BigTech cryptocurrencies - European regulatory solutions in sight," SAFE Policy Letters, Leibniz Institute for Financial Research SAFE, number 97.
- Andrey Shternshis & Piero Mazzarisi & Stefano Marmi, 2022, "Efficiency of the Moscow Stock Exchange before 2022," Papers, arXiv.org, number 2207.10476, Jul, revised Jul 2022.