Report NEP-FMK-2019-06-24

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:

• Giovanni Barone-Adesi & Antonietta Mira & Matteo Pisati, 2019. "The Keys of Predictability: A Comprehensive Study," Swiss Finance Institute Research Paper Series 19-15, Swiss Finance Institute, revised Apr 2019.
• Florian Heiss & Michael Hurd & Maarten van Rooij & Tobias Rossmann & Joachim Winter, 2019. "Dynamics and heterogeneity of subjective stock market expectations," DNB Working Papers 640, Netherlands Central Bank, Research Department.
• D.M.Nguyen, Anh & Dai Hung, Ly, 2019. "Time-Varying Exchange Rate Risk Premium," MPRA Paper 94600, University Library of Munich, Germany.
• Piotr Orłowski & Paul Schneider & Fabio Trojani, 2019. "On the Nature of Jump Risk Premia," Swiss Finance Institute Research Paper Series 19-31, Swiss Finance Institute, revised Jun 2019.
• Peter Cziraki & Evgeny Lyandres & Roni Michaely, 2019. "What Do Insiders Know? Evidence from Insider Trading Around Share Repurchases and SEOs," Swiss Finance Institute Research Paper Series 19-11, Swiss Finance Institute, revised Mar 2019.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew Ringgenberg, 2019. "Do Index Funds Monitor?," Swiss Finance Institute Research Paper Series 19-08, Swiss Finance Institute.
• Kjell G. Nyborg, 2019. "Repo Rates and the Collateral Spread Puzzle," Swiss Finance Institute Research Paper Series 19-04, Swiss Finance Institute.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019. "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers 201948, University of Pretoria, Department of Economics.
• Matthias Weber & John Duffy & Arthur Schram, 2019. "Credit Default Swap Regulation in Experimental Bond Markets," Tinbergen Institute Discussion Papers 19-039/I, Tinbergen Institute.
• Kondor, Peter & Pinter, Gabor, 2019. "Private information and client connections in government bond markets," LSE Research Online Documents on Economics 100931, London School of Economics and Political Science, LSE Library.
• Fabio Alessandrini & Eric Jondeau, 2019. "ESG Investing: From Sin Stocks to Smart Beta," Swiss Finance Institute Research Paper Series 19-16, Swiss Finance Institute, revised Mar 2019.
• Caio Ferreira & Nigel Jenkinson & Christopher Wilson, 2019. "From Basel I to Basel III: Sequencing Implementation in Developing Economies," IMF Working Papers 19/127, International Monetary Fund.
• Ozili, Peterson K, 2019. "Basel III in Africa: Making It Work," MPRA Paper 94222, University Library of Munich, Germany.
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019. "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series 19-24, Swiss Finance Institute, revised May 2019.
• Barasinska, Nataliya & Haenle, Philipp & Koban, Anne & Schmidt, Alexander, 2019. "Stress testing the German mortgage market," Discussion Papers 17/2019, Deutsche Bundesbank.