Report NEP-FMK-2018-08-27
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-FMK
The following items were announced in this report:
- Martin Lettau & Markus Pelger, 2018. "Factors that Fit the Time Series and Cross-Section of Stock Returns," NBER Working Papers 24858, National Bureau of Economic Research, Inc.
- David Hirshleifer & Danling Jiang & Yuting Meng, 2018. "Mood Betas and Seasonalities in Stock Returns," NBER Working Papers 24676, National Bureau of Economic Research, Inc.
- Michael Curran & Adnan Velic, 2018. "The CAPM, National Stock Market Betas, and Macroeconomic Covariates: A Global Analysis," Trinity Economics Papers tep0618, Trinity College Dublin, Department of Economics.
- Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018. "Fee Structure and Mutual Fund Choice: An Experiment," Working Paper Series 45, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
- Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.
- Gary Gorton & Toomas Laarits & Andrew Metrick, 2018. "The Run on Repo and the Fed's Response," NBER Working Papers 24866, National Bureau of Economic Research, Inc.
- Müller, Carola, 2018. "Basel III capital requirements and heterogeneous banks," IWH Discussion Papers 14/2018, Halle Institute for Economic Research (IWH), revised 2018.
- Darmawan, Mr, 2018. "Dividend Omission Announcement Effect to Market Reaction in Indonesia Stock Exchange," MPRA Paper 88090, University Library of Munich, Germany.