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Report NEP-FMK-2023-05-08
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:
- Vayanos, Dimitri & Woolley, Paul, 2023, "Asset management as creator of market inefficiency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118540, Apr.
- Mark Grinblatt & Gergana Jostova & Alexander Philipov, 2023, "Analyst Bias and Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 31094, Mar.
- Carter Davis, 2023, "The Elasticity of Quantitative Investment," Papers, arXiv.org, number 2303.14533, Mar, revised Sep 2024.
- Roberto Mota Navarro & Francois Leyvraz & Hern'an Larralde, 2023, "Dynamical properties of volume at the spread in the Bitcoin/USD market," Papers, arXiv.org, number 2304.01907, Apr, revised May 2023.
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023, "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv, Center for Open Science, number dcb93, Apr, DOI: 10.31219/osf.io/dcb93.
- Gurdip Bakshi & John Crosby & Xiaohui Gao, 2023, "Dark Matter in (Volatility and) Equity Option Risk Premiums," Papers, arXiv.org, number 2303.16371, Mar.
- Voraprapa Nakavachara & Roongkiat Ratanabanchuen & Kanis Saengchote & Thitiphong Amonthumniyom & Pongsathon Parinyavuttichai & Polpatt Vinaibodee, 2023, "Do People Gamble or Invest in the Cryptocurrency Market? Transactional-Level Evidence from Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 206, Apr, revised Feb 2024.
- Olkhov, Victor, 2023, "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper, University Library of Munich, Germany, number 116896, Apr.
- Bruno Biais & Christophe Bisière & Matthieu Bouvard & Catherine Casamatta & Albert J. Menkveld, 2023, "Equilibrium bitcoin pricing," Post-Print, HAL, number hal-04067665, Jan, DOI: 10.1111/jofi.13206.
- Ugo Panizza, 2023, "Bank Ownership Around the World," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 07-2023, Apr.
- Dennis C. Hutschenreiter & Anna Toldrà-Simats & Bing Guo & David Pérez-Castrillo, 2023, "Institutional Blockholders and Corporate Innovation," Working Papers, Barcelona School of Economics, number 1390, Apr.
- Nicholas C. Barberis & Lawrence J. Jin, 2023, "Model-free and Model-based Learning as Joint Drivers of Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 31081, Mar.
- Anusha Chari, 2023, "Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities," NBER Working Papers, National Bureau of Economic Research, Inc, number 31143, Apr.
- Jérémi Assael & Laurent Carlier & Damien Challet, 2023, "Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning," Post-Print, HAL, number hal-03791538, Mar, DOI: 10.3390/jrfm16030159.
- Hou, Kewei & Qiao, Fang & Zhang, Xiaoyan, 2023, "Finding Anomalies in China," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-02, Jan.