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Report NEP-FMK-2023-01-02
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:
- Marlon Fritz & Thomas Gries & Lukas Wiechers, 2022, "An Early Indicator for Anomalous Stock Market Performance," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 153, Dec.
- Samuel M. Hartzmark & David H. Solomon, 2022, "Predictable Price Pressure," NBER Working Papers, National Bureau of Economic Research, Inc, number 30688, Nov.
- Lorenz Meister & Karla Schulze, 2022, "How Shocks Affect Stock Market Participation," DIW Roundup: Politik im Fokus, DIW Berlin, German Institute for Economic Research, number 142.
- Shengfeng Li & Hafiz Hoque & Jia Liu, 2022, "Investor Sentiment and Firm Capital Structure," Working Papers, Swansea University, School of Management, number 2022-01, Dec.
- Stefan Nagel & Zhen Yan, 2022, "Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 30692, Nov.
- Nissinen, Juuso & Sihvonen, Markus, 2022, "Bond convenience curves and funding costs," Bank of Finland Research Discussion Papers, Bank of Finland, number 11/2022.
- Yang, Zixiu & Fantazzini, Dean, 2022, "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper, University Library of Munich, Germany, number 115508.
- Buschong, René, 2022, "Financial Literacy is associated with Stock Market Expectations but not with Forecast Accuracy: Evidence from Germany," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 266404.
- Renee van Eyden & Rangan Gupta & Joshua Nielsen & Elie Bouri, 2022, "Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries," Working Papers, University of Pretoria, Department of Economics, number 202256, Nov.
- Constantino Hevia & Ivan Petrella & Martin Sola, 2022, "Bond Risk Premia, Priced Regime Shifts, and Macroeconomic Fundamentals," Working Papers, Red Nacional de Investigadores en EconomÃa (RedNIE), number 200, Dec.
- Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022, "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 30703, Dec.
- Costanza Torricelli & Beatrice Bertelli, 2022, "ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0088, Oct.