Report NEP-FMK-2019-04-08

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:

• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost, 2019. "Policy News and Stock Market Volatility," NBER Working Papers 25720, National Bureau of Economic Research, Inc.
• Lawrence J. White, 2018. "The Credit Rating Agencies and Their Role in the Financial System," Working Papers 18-12, New York University, Leonard N. Stern School of Business, Department of Economics.
• Kosowski, Robert & Joenväärä, Juha & Kaupila, Mikko & Tolonen, Pekka, 2019. "Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?," CEPR Discussion Papers 13618, C.E.P.R. Discussion Papers.
• Rosdyana Mangir Irawan Kusuma & Trang-Thi Ho & Wei-Chun Kao & Yu-Yen Ou & Kai-Lung Hua, 2019. "Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market," Papers 1903.12258, arXiv.org.
• Luyang Chen & Markus Pelger & Jason Zhu, 2019. "Deep Learning in Asset Pricing," Papers 1904.00745, arXiv.org, revised Aug 2021.
• Hans-Martin von Gaudecker & Axel Wogrolly, 2019. "The Dynamics of Households' Stock Market Beliefs," CRC TR 224 Discussion Paper Series crctr224_2019_079, University of Bonn and University of Mannheim, Germany.
• Dilyana Dimova & Sheheryar Malik & Miguel A. Segoviano, 2019. "The Drivers of Hedge Fund Interconnectedness," IMF Working Papers 19/, International Monetary Fund.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019. "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/968, Ghent University, Faculty of Economics and Business Administration.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019. "Quantile coherency networks of international stock markets," EconStor Preprints 194568, ZBW - Leibniz Information Centre for Economics.
• Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers 201927, University of Pretoria, Department of Economics.
• Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar, 2019. "Momentum and liquidity in cryptocurrencies," Papers 1904.00890, arXiv.org.
• Ansgar Belke & Daniel Gros, 2019. "QE in the euro area: has the PSPP benefited peripheral bonds?," ROME Working Papers 201901, ROME Network.
• Cheoljun Eom & Taisei Kaizoji & Enrico Scalas, 2019. "Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market," Papers 1904.02567, arXiv.org.