Report NEP-FMK-2021-09-13

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:

• Hakan Yilmazkuday, 2021. "COVID-19 Effects on the S&P 500 Index," Working Papers 2117, Florida International University, Department of Economics.
• Mönch, Emanuel & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," Discussion Papers 25/2021, Deutsche Bundesbank.
• Ullah, Irfan & Ahmed, Mumtaz, 2021. "Identifying Phases of Ebullience in EFTA Stock Markets," MPRA Paper 109633, University Library of Munich, Germany.
• Cho, Thummim, 2020. "Turning alphas into betas: arbitrage and endogenous risk," LSE Research Online Documents on Economics 102085, London School of Economics and Political Science, LSE Library.
• Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
• Julius O. Campeci~no, 2021. "Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis," Papers 2109.03977, arXiv.org, revised Jun 2022.
• Schmidhammer, Christoph, 2021. "Return differences between DAX ETFs and the benchmark DAX," Discussion Papers 28/2021, Deutsche Bundesbank.
• Ravi Kashyap, 2021. "Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets," Papers 2109.03740, arXiv.org.
• Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.
• R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021. "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper 109549, University Library of Munich, Germany.