Report NEP-FMK-2019-11-04

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:

• Alan L. Lewis, 2019. "Option-based Equity Risk Premiums," Papers 1910.14522, arXiv.org, revised Apr 2020.
• Eckbo, B. Espen & Ødegaard, Bernt Arne, 2019. "Insider trading and gender," UiS Working Papers in Economics and Finance 2019/2, University of Stavanger, revised 01 Sep 2021.
• Imke Redeker & Ralf Wunderlich, 2019. "Credit risk with asymmetric information and a switching default threshold," Papers 1910.14413, arXiv.org, revised Nov 2019.
• Gries, Thomas & Mitschke, Alexandra, 2019. "Systemic instability of the interbank credit market: A contribution to a resilient financial system," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203582, Verein für Socialpolitik / German Economic Association.
• Neugebauer, Frederik, 2019. "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203554, Verein für Socialpolitik / German Economic Association.
• Sven Husmann & Antoniya Shivarova & Rick Steinert, 2019. "Sparsity and Stability for Minimum-Variance Portfolios," Papers 1910.11840, arXiv.org.
• Constantin Bürgi & Vida Bobic & Min Wu, 2019. "Net Capital Flows and Portfolio Diversification," CESifo Working Paper Series 7883, CESifo.
• Rieth, Malte & Menkhoff, Lukas & Stöhr, Tobias, 2019. "The dynamic impact of FX interventions on financial markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203504, Verein für Socialpolitik / German Economic Association.
• Olivier Gu'eant & Iuliia Manziuk, 2019. "Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality," Papers 1910.13205, arXiv.org.
• Oludamola Durodola & Deepika Chotee, 2019. "Cannabis Stock Behavior and Investor’s Expectations on the TSX: A Mixed Method Approach," Proceedings of the 14th International RAIS Conference, August 19-20, 2019 018OD, Research Association for Interdisciplinary Studies.
• Huai-Long Shi & Wei-Xing Zhou, 2019. "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," Papers 1910.13115, arXiv.org, revised Oct 2022.
• Bedin, Andrea & Billio, Monica & Costola, Michele & Pelizzon, Loriana, 2019. "Credit scoring in SME asset-backed securities: An Italian case study," SAFE Working Paper Series 262, Leibniz Institute for Financial Research SAFE.