Report NEP-FMK-2019-11-25

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:

• Josh Davis & Alan M. Taylor, 2019. "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers 26435, National Bureau of Economic Research, Inc.
• Yevgeny Mugerman & Nadav Steinberg & Zvi Wiener, 2019. "The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows," Bank of Israel Working Papers 2019.09, Bank of Israel.
• Giuseppe Brandi & Ruggero Gramatica & Tiziana Di Matteo, 2019. "Unveil stock correlation via a new tensor-based decomposition method," Papers 1911.06126, arXiv.org, revised Apr 2020.
• Sumitra Ganesh & Nelson Vadori & Mengda Xu & Hua Zheng & Prashant Reddy & Manuela Veloso, 2019. "Reinforcement Learning for Market Making in a Multi-agent Dealer Market," Papers 1911.05892, arXiv.org.
• Lawrence Middleton & James Dodd & Graham Baird, 2019. "Quantitative earnings enhancement from share buybacks," Papers 1911.04199, arXiv.org.
• Xiao, Tim, 2019. "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," SocArXiv gxwaj, Center for Open Science.
• Rotermund, Sophie-Dorothee, 2019. "Assessing systemic risk: An analysis of the German banking sector," IPE Working Papers 129/2019, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
• Anne-Charlotte Paret & Anke Weber, 2019. "German Bond Yields and Debt Supply: Is There a “Bund Premium”?," IMF Working Papers 19/235, International Monetary Fund.
• Caglayan, Mustafa & Talavera, Oleksandr & Zhang, Wei, 2019. "Herding behaviour in P2P lending markets," BOFIT Discussion Papers 22/2019, Bank of Finland, Institute for Economies in Transition.
• B. Shravan Kumar & Vadlamani Ravi & Rishabh Miglani, 2019. "Predicting Indian stock market using the psycho-linguistic features of financial news," Papers 1911.06193, arXiv.org.