Report NEP-FMK-2020-07-27

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:

• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020. "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series 8334, CESifo.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2020. "Contagious Margin Calls: How Covid-19 threatened global stock market liquidity," UiS Working Papers in Economics and Finance 2020/1, University of Stavanger.
• Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2020. "Corporate Bond Liquidity During the COVID-19 Crisis," NBER Working Papers 27355, National Bureau of Economic Research, Inc.
• Nils Jonathan Krakow & Timo Schäfer, 2020. "Mutual Funds and Risk Disclosure: Information Content of Fund Prospectuses," Swiss Finance Institute Research Paper Series 20-54, Swiss Finance Institute.
• Egger, Peter & Zhu, Jiaqing, 2019. "The U.S.-Chinese Trade War: An Event Study of Stock-Market Responses," CEPR Discussion Papers 14164, C.E.P.R. Discussion Papers.
• Martin, Ian & Nagel, Stefan, 2019. "Market Efficiency in the Age of Big Data," CEPR Discussion Papers 14235, C.E.P.R. Discussion Papers.
• Samuel Mugel & Carlos Kuchkovsky & Escolastico Sanchez & Samuel Fernandez-Lorenzo & Jorge Luis-Hita & Enrique Lizaso & Roman Orus, 2020. "Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks," Papers 2007.00017, arXiv.org, revised Dec 2021.
• Jonathan Readshaw & Stefano Giani, 2020. "Using Company Specific Headlines and Convolutional Neural Networks to Predict Stock Fluctuations," Papers 2006.12426, arXiv.org.
• Kim, Hyonok & Yasuda, Yukihiro & 安田, 行宏, 2020. "Earnings Management and Stock Market Listing," Working Paper Series G-1-24, Hitotsubashi University Center for Financial Research.
• Massimo Guidolin & Alexei Orlov, 2020. "Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?," BAFFI CAREFIN Working Papers 20146, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Mark J. Flannery & Jan Hanousek & Anastasiya Shamshur & Jiri Tresl, 2020. "M&A Activity and the Capital Structure of Target Firms," CERGE-EI Working Papers wp661, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Jules H. van Binsbergen, 2020. "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility," NBER Working Papers 27367, National Bureau of Economic Research, Inc.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2020. "Informed trading in government bond markets," Bank of England working papers 871, Bank of England.