Printed from https://ideas.repec.org/n/nep-fmk/2023-02-27.html
Report NEP-FMK-2023-02-27
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:
- Giuliano Graziani & Barbara Rindi, 2023, "Optimal Tick Size," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 688.
- Zarifhonarvar, Ali, 2023, "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268396.
- Dyck, Alexander & Morse, Adair & Zingales, Luigi, 2023, "How pervasive is corporate fraud?," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 327.
- Olkhov, Victor, 2023, "The Market-Based Probability of Stock Returns," MPRA Paper, University Library of Munich, Germany, number 116234, Feb.
- Severin Bernhard & Philip Vermeulen, 2023, "Leverage and Time-Varying Effects of Monetary Policy on the Stock Market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-07, Jan.
- Christoph Gortz & Plutarchos Sakellaris & John D. Tsoukalas, 2023, "Firms' Financing Dynamics around Lumpy Capacity Adjustments," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-04, Jan.
- Kazuki Amagai & Tomoya Suzuki, 2023, "Long-Term Modeling of Financial Machine Learning for Active Portfolio Management," Papers, arXiv.org, number 2301.12346, Jan.
- Jaros{l}aw Gruszka & Janusz Szwabi'nski, 2023, "Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data," Papers, arXiv.org, number 2302.01816, Feb.
- Jumbe, George, 2023, "Credit Risk Assessment Using Default Models: A Review," OSF Preprints, Center for Open Science, number ksb8n, Jan, DOI: 10.31219/osf.io/ksb8n.
- Kuntal K Das & Logan J Donald & Alfred V Guender, 2023, "Debt Finance and Economic Activity in the Euro-Area: Evidence on Asymmetric and Maturity Effects," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-08, Feb.
- Valseth, Siri, 2023, "Repo market frictions and intermediation in electronic bond markets," UiS Working Papers in Economics and Finance, University of Stavanger, number 2023/1, Feb.