Report NEP-FMK-2019-09-16

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:

• Elie Bouri & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "Gold, Platinum and the Predictability of Bond Risk Premia," Working Papers 201967, University of Pretoria, Department of Economics.
• Cueto, José Manuel, 2019. "Models for expected returns with statistical factors," DES - Working Papers. Statistics and Econometrics. WS 28776, Universidad Carlos III de Madrid. Departamento de Estadística.
• Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2019. "Detecting stock market bubbles based on the cross-sectional dispersion of stock prices," CARF F-Series CARF-F-463, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Samuel Showalter & Jeffrey Gropp, 2019. "Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning," Papers 1909.05151, arXiv.org.
• Sadettin Aydin Yuksel & Asli Yuksel & Riza Demirer, 2019. "The U.S. term structure and stock market volatility: Evidence from emerging stock markets," Proceedings of International Academic Conferences 8710994, International Institute of Social and Economic Sciences.
• Ahmed, M. F. & Satchell, S., 2019. "Emerging Markets and the Conditional CAPM," Cambridge Working Papers in Economics 1980, Faculty of Economics, University of Cambridge.
• David Chui, 2019. "An Anomaly in Hong Kong Stock Market," Proceedings of International Academic Conferences 9011177, International Institute of Social and Economic Sciences.
• Wonsup Shin & Seok-Jun Bu & Sung-Bae Cho, 2019. "Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning," Papers 1909.03278, arXiv.org.
• Dorota Podedworna-Tarnowska & Daniel Kaszy?ski, 2019. "IPO underpricing phenomenon: the evidence from the Warsaw Stock Exchange," Proceedings of International Academic Conferences 9011477, International Institute of Social and Economic Sciences.
• Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2019. "Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions," Papers 1909.03792, arXiv.org, revised Sep 2019.
• Dorika Jeremiah Mwamtambulo, 2019. "Herding Behaviours in Poland and Tanzania," Proceedings of International Academic Conferences 9011210, International Institute of Social and Economic Sciences.