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Report NEP-FMK-2023-03-27
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:
- Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023, "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-04, Jan.
- Manuel Adelino & Sophia Chiyoung Cheong & Jaewon Choi & Ji Yeol Jimmy Oh, 2023, "Mutual Fund Flows and the Supply of Capital in Municipal Financing," NBER Working Papers, National Bureau of Economic Research, Inc, number 30980, Feb.
- Victor Olkhov, 2023, "Market-Based Probability of Stock Returns," Papers, arXiv.org, number 2302.07935, Feb, revised Dec 2024.
- Paweł Sakowski & Rafał Sieradzki & Robert Ślepaczuk, 2023, "The systemic risk approach based on implied and realized volatility," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-07.
- Christian Keller & Michael C. Tseng, 2023, "Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives," Papers, arXiv.org, number 2302.13426, Feb, revised Feb 2026.
- Alexander Lipton & Adil Reghai, 2023, "SPX, VIX and scale-invariant LSV\footnote{Local Stochastic Volatility}," Papers, arXiv.org, number 2302.08819, Feb.
- Lin William Cong & Nathan Darden George & Guojun Wang, 2023, "RIM-Based Value Premium and Factor Pricing Using Value-Price Divergence," NBER Working Papers, National Bureau of Economic Research, Inc, number 30967, Feb.
- Martin Vesely, 2023, "Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/1, Feb.
- Naresh Kumar Devulapally & Tulasi Narendra Das Tripurana, 2023, "Physical Momentum in the Indian Stock Market," Papers, arXiv.org, number 2302.13245, Feb.