Report NEP-FMK-2020-11-30

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:

• Akbar, Muhammad & Tahir, Aima, 2020. "Stand Still and Do Nothing: COVID-19, Stock Returns and Volatility," CAFE Working Papers 7, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
• de Oliveira Souza, Thiago, 2020. "Observable implications of the conditional CAPM," Discussion Papers on Economics 13/2020, University of Southern Denmark, Department of Economics.
• Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2020. "Who Benefits from Analyst “Top Picks”?," NBER Working Papers 28038, National Bureau of Economic Research, Inc.
• Fatemeh Salimi Namin, 2020. "Exchange Rates, Stock Prices, and Stock Market Uncertainty," AMSE Working Papers 2037, Aix-Marseille School of Economics, France.
• Schuler, Kurt, 2020. "The Financial Firefighter’s Manual," Studies in Applied Economics 169, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise.
• Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
• John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020. "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers 202011, Geary Institute, University College Dublin.
• Sidra Mehtab & Jaydip Sen & Subhasis Dasgupta, 2020. "Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models," Papers 2011.08011, arXiv.org, revised Jan 2021.
• Tanweer Akram, 2020. "A Note Concerning Government Bond Yields," Economics Working Paper Archive wp_977, Levy Economics Institute.
• Bernd Hayo & Sascha Mierzwa, 2020. "Stock Market Reactions to Legislated Tax Changes: Evidence from the United States, Germany, and the United Kingdom," MAGKS Papers on Economics 202047, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Rohan Arora & Sébastien Betermier & Guillaume Ouellet Leblanc & Adriano Palumbo & Ryan Shotlander, 2020. "Concentration in the market of authorized participants of US fixed-income exchange-traded funds," Staff Analytical Notes 2020-27, Bank of Canada.