Report NEP-FMK-2020-03-16

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-FMK

The following items were announced in this report:

• Michael Pinelis & David Ruppert, 2020. "Machine Learning Portfolio Allocation," Papers 2003.00656, arXiv.org, revised Nov 2021.
• Fan Fang & Waichung Chung & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & Fan Wu, 2020. "Ascertaining price formation in cryptocurrency markets with DeepLearning," Papers 2003.00803, arXiv.org.
• Ben R. Craig & Yiming Ma, 2020. "Intermediation in the Interbank Lending Market," Working Papers 20-09, Federal Reserve Bank of Cleveland.
• Juan M. Lozada & Lina M. Cortés & Daniel Velasquez Gaviria, 2020. "The Stock Market Reaction to Mergers and Acquisitions: Evidence from the Banking Industry," Documentos de Trabajo de Valor Público 17936, Universidad EAFIT.
• Tursoy, Turgut & Berk, Niyazi, 2020. "Stock Return and Risk Premium: Evidence from Turkey," MPRA Paper 98877, University Library of Munich, Germany.