Report NEP-FMK-2020-02-24

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:

• James J. Choi & Kevin Zhao, 2020. "Did Mutual Fund Return Persistence Persist?," NBER Working Papers 26707, National Bureau of Economic Research, Inc.
• Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2020. "Factor Timing," NBER Working Papers 26708, National Bureau of Economic Research, Inc.
• Sang Il Lee, 2020. "Hyperparameter Optimization for Forecasting Stock Returns," Papers 2001.10278, arXiv.org.
• Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020. "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers 4/20, Monash University, Department of Econometrics and Business Statistics.
• Zimmerman, Peter, 2020. "Blockchain structure and cryptocurrency prices," Bank of England working papers 855, Bank of England.
• Fisera,Boris & Horvath,Roman & Melecky,Martin, 2019. "Basel III Implementation and SME Financing : Evidence for Emerging Markets and Developing Economies," Policy Research Working Paper Series 9069, The World Bank.