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Report NEP-FMK-2019-09-23
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:
- Navruzbek Karamatov & Ryozo Miura, 2019. "Jensen's alpha measured and decomposed under skew symmetric semi-parametric model for error terms in the market model," DSSR Discussion Papers 99, Graduate School of Economics and Management, Tohoku University.
- Qiong Wu & Christopher G. Brinton & Zheng Zhang & Andrea Pizzoferrato & Zhenming Liu & Mihai Cucuringu, 2019. "Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing," Papers 1909.04497, arXiv.org, revised Oct 2021.
- Yang Liu & Amir Yaron & Lukas Schmid, 2019. "The Risks of Safe Assets," 2019 Meeting Papers 1418, Society for Economic Dynamics.
- Imane El Ouadghiri & Khaled Guesmi & Jonathan Peillex & Andreas Ziegler, 2019. "Public attention to environmental issues and stock market returns," MAGKS Papers on Economics 201922, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Roman Goncharenko & Steven Ongena & Asad Rauf, 2019. "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," Swiss Finance Institute Research Paper Series 19-43, Swiss Finance Institute.
- Miguel Cantillo Simon & Nick Wonder, 2019. "An analysis of asset pricing models using out of sample data from the NYSE: 1900-1925," Working Papers 201904, Universidad de Costa Rica, revised Jul 2019.
- Lucian A. Bebchuk & Alon Brav & Wei Jiang & Thomas Keusch, 2019. "Dancing With Activists," NBER Working Papers 26171, National Bureau of Economic Research, Inc.
- Yan Bai & Fabrizio Perri & Patrick Kehoe, 2019. "World financial cycles," 2019 Meeting Papers 1545, Society for Economic Dynamics.
- Felix Lorenz, 2019. "Underpricing in seasoned equity offerings: Evidence from European REITs and REOCs," ERES eres2019_280, European Real Estate Society (ERES).