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Report NEP-FMK-2024-01-22
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:
- Randall Morck & M. Deniz Yavuz, 2023, "Indexing and the Incorporation of Exogenous Information Shocks to Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 31975, Dec.
- Fu, Servanna Mianjun & Kellard, Neil & Verousis, Thanos & Kalaitzoglou, Iordanis, 2024, "High Frequency Trading and Stock Herding," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 37485, Jan.
- Ju-Hong Lee & Bayartsetseg Kalina & KwangTek Na, 2023, "Market-Adaptive Ratio for Portfolio Management," Papers, arXiv.org, number 2312.13719, Dec, revised Jul 2024.
- Moro, Alessandro & Zaghini, Andrea, 2023, "The green sin: How exchange rate volatility and financial openness affect green premia," CFS Working Paper Series, Center for Financial Studies (CFS), number 715, DOI: 10.2139/ssrn.4660071.
- Hunold, Matthias & Werner, Tobias, 2023, "Algorithmic price recommendations and collusion: Experimental evidence," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 410.
- Martin Eling & Anastasia V. Kartasheva & Dingchen Ning, 2023, "The Supply of Cyber Risk Insurance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-118, Dec.
- Francesco Cesarone & Manuel Luis Martino & Federica Ricca & Andrea Scozzari, 2023, "Managing ESG Ratings Disagreement in Sustainable Portfolio Selection," Papers, arXiv.org, number 2312.10739, Dec.