Report NEP-FMK-2019-04-01

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Ansari Saleh Ahmar, 2019. "Sutte Indicator: an approach to predict the direction of stock market movements," Papers 1903.11642, arXiv.org.
• Notheisen, Benedikt & Marino, Vincenzo & Englert, Daniel & Weinhardt, Christof, 2019. "Trading stocks on blocks: The quality of decentralized markets," Working Paper Series in Economics 129, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
• Kristoffer Glover & Hardy Hulley, 2019. "Short Selling with Margin Risk and Recall Risk," Papers 1903.11804, arXiv.org.
• Chong-Meng, 2019. "Effect of Stock Price Information on Timing of Share Repurchases," GATR Journals jfbr155, Global Academy of Training and Research (GATR) Enterprise.
• Richard T. Baillie & Fabio Calonaci & George Kapetanios, 2019. "Hierarchical Time Varying Estimation of a Multi Factor Asset Pricing Model," Working Papers 879, Queen Mary University of London, School of Economics and Finance.
• Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019. "Bond risk premia and the exchange rate," BIS Working Papers 775, Bank for International Settlements.
• Tahsin Deniz Akturk & c{C}au{g}{i}n Ararat, 2019. "Portfolio optimization with two coherent risk measures," Papers 1903.10454, arXiv.org, revised Jul 2020.
• Ceccarelli, Marco & Ramelli, Stefano & Wagner, Alexander F., 2022. "Low-carbon mutual funds," CEPR Discussion Papers 13599, C.E.P.R. Discussion Papers.
• Gaëtan Le Quang, 2019. "Mind the Conversion Risk: a Theoretical Assessment of Contingent Convertible Bonds," EconomiX Working Papers 2019-5, University of Paris Nanterre, EconomiX.
• Guglielmo Maria Caporale & Woo-Young Kang, 2019. "On the preferences of CoCo bond buyers and sellers," CESifo Working Paper Series 7551, CESifo.
• HARADA Kimie & OKIMOTO Tatsuyoshi, 2019. "The BOJ's ETF Purchases and Its Effects on Nikkei 225 Stocks," Discussion papers 19014, Research Institute of Economy, Trade and Industry (RIETI).