Report NEP-FMK-2020-04-06

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:

• Nicola Branzoli & Ilaria Supino, 2020. "FinTech credit: a critical review of empirical research," Questioni di Economia e Finanza (Occasional Papers) 549, Bank of Italy, Economic Research and International Relations Area.
• Yue-Jun Zhang & Elie Bouri & Shu-Jiao Ma & Rangan Gupta, 2020. "Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach," Working Papers 202027, University of Pretoria, Department of Economics.
• Robert A. Jarrow & Rinald Murataj & Martin T. Wells & Liao Zhu, 2020. "The Low-volatility Anomaly and the Adaptive Multi-Factor Model," Papers 2003.08302, arXiv.org, revised Apr 2021.
• Shi, Yun & Cui, Xiangyu & Zhou, Xunyu, 2020. "Beta and Coskewness Pricing: Perspective from Probability Weighting," SocArXiv 5rqhv, Center for Open Science.
• Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020. "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series 186, University of Pavia, Department of Economics and Management.
• Brice Corgnet & Mark Desantis & David Porter, 2020. "Let's chat... When communication promotes efficiency in experimental asset markets: A Review," Working Papers halshs-02509127, HAL.
• Stefano Ramelli & Alexander F. Wagner, 2020. "Feverish Stock Price Reactions to COVID-19," Swiss Finance Institute Research Paper Series 20-12, Swiss Finance Institute.
• Pier Francesco Procacci & Carolyn E. Phelan & Tomaso Aste, 2020. "Market structure dynamics during COVID-19 outbreak," Papers 2003.10922, arXiv.org.
• Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics 2020-01, University of Trier, Department of Economics.
• Luca Baldo & Filippo Pasqualone & Antonio Scalia, 2020. "Repo market and leverage ratio in the euro area," Questioni di Economia e Finanza (Occasional Papers) 551, Bank of Italy, Economic Research and International Relations Area.
• Chong, Terence Tai Leung & Hou, Siqi, 2020. "Will Stock Rise on Valentine’s Day?," MPRA Paper 99058, University Library of Munich, Germany.
• Sara Cecchetti, 2020. "An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?," Temi di discussione (Economic working papers) 1271, Bank of Italy, Economic Research and International Relations Area.
• Steyn, Dimitri H. W. & Greyling, Talita & Rossouw, Stephanie & Mwamba, John M., 2020. "Sentiment, emotions and stock market predictability in developed and emerging markets," GLO Discussion Paper Series 502, Global Labor Organization (GLO).
• Jaewon Choi & Jieun Lee, 2020. "Network-Based Measures of Systemic Risk in Korea," Working Papers 2020-8, Economic Research Institute, Bank of Korea.