Printed from https://ideas.repec.org/n/nep-fmk/2023-09-11.html
Report NEP-FMK-2023-09-11
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:
- S, Ramya, 2023, "Analyzing the Impact of the Covid-19 Pandemic on Stock Market Investments," OSF Preprints, Center for Open Science, number wm4z3, Jul, DOI: 10.31219/osf.io/wm4z3.
- Stulz, Rene M., 2023, "Crisis Risk and Risk Management," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-10, May.
- Johnson, Mark J. & Ben-David, Itzhak & Lee, Jason & Yao, Vincent, 2023, "FinTech Lending with LowTech Pricing," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-08, Apr.
- Xianhua Peng & Chenyin Gong & Xue Dong He, 2023, "Reinforcement Learning for Financial Index Tracking," Papers, arXiv.org, number 2308.02820, Aug, revised Nov 2024.
- Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023, "Deep Learning from Implied Volatility Surfaces," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-60, Aug.
- Couts, Spencer J. & Goncalves, Andrei S. & Loudis, Johnathan, 2023, "The Subjective Risk and Return Expectations of Institutional Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-14, May.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023, "Systematic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-13, May.
- Stulz, Rene M. & Taboada, Alvaro G. & van Dijk, Mathijs A., 2023, "Why Are Bank Holdings of Liquid Assets So High?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-09, May.
- Item repec:fip:fedgfe:96625 is not listed on IDEAS anymore
- Daisuke Miyakawa & Takemasa Oda & Taihei Sone, 2023, "Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market," Bank of Japan Working Paper Series, Bank of Japan, number 23-E-12, Aug.
- Joshua Traut & Wolfgang Schadner, 2023, "Which is Worse: Heavy Tails or Volatility Clusters?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-61, Aug.