Report NEP-FMK-2022-12-12

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:

• Prendergast, Michael, 2022. "Mutual Fund Allocations that Maximize Safe Portfolio Returns," OSF Preprints dypw6, Center for Open Science.
• Szymon Lis, 2022. "Investor Sentiment in Asset Pricing Models: A Review," Working Papers 2022-14, Faculty of Economic Sciences, University of Warsaw.
• Kuntal K. Das & Mona Yaghoubi, 2022. "Stock Liquidity and Firm-Level Political Risk," Working Papers in Economics 22/18, University of Canterbury, Department of Economics and Finance.
• Wenqian Huang & Angelo Ranaldo & Andreas Schrimpf & Fabricius Somogyi, 2022. "Constrained Liquidity Provision in Currency Markets," Swiss Finance Institute Research Paper Series 22-82, Swiss Finance Institute.
• Andrea Calef & Ifigenia Georgiou & Alfonsina Iona, 2022. "Credit Market Freedom and Corporate Decisions," University of East Anglia School of Economics Working Paper Series 2022-09, School of Economics, University of East Anglia, Norwich, UK..
• Constantin Charles & Cary D. Frydman & Mete Kilic, 2022. "Insensitive Investors," CESifo Working Paper Series 10067, CESifo.
• George Samartzis & Nikitas Pittis, 2022. "Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients," Papers 2211.03604, arXiv.org.
• Marina Emiris & François Koulischer & Christophe Spaenjers, 2022. "Bank competition and bargaining over refinancing," Working Paper Research 422, National Bank of Belgium.
• Sandra Daudignon & Oreste Tristani, 2022. "Monetary policy and the drifting natural rate of interest," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 22/1057, Ghent University, Faculty of Economics and Business Administration.
• Jiahao Cui & Qiushi Li & Yuezhi Pen, 2022. "Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold," Papers 2211.08919, arXiv.org.
• Sebastian Doerr & Gazi Kabas & Steven Ongena, 2022. "Population aging and bank risk-taking," BIS Working Papers 1050, Bank for International Settlements.
• Thanh Trung Huynh & Minh Hieu Nguyen & Thanh Tam Nguyen & Phi Le Nguyen & Matthias Weidlich & Quoc Viet Hung Nguyen & Karl Aberer, 2022. "Efficient Integration of Multi-Order Dynamics and Internal Dynamics in Stock Movement Prediction," Papers 2211.07400, arXiv.org, revised Nov 2022.
• Hamza Bennani & Matthias Neuenkirch, 2022. "Too Complex to Digest? Federal Tax Bills and Their Processing in US Financial Markets," CESifo Working Paper Series 10052, CESifo.
• International Monetary Fund, 2022. "Mexico: Financial Sector Assessment Program-Technical Note on Systemic Liquidity Management," IMF Staff Country Reports 2022/338, International Monetary Fund.
• Joshy Jacob & Pradeep K.P. & Jayanth R.Varma, 2022. "Performance of quality factor in Indian Equity Market," IIMA Working Papers WP 2022-11-01, Indian Institute of Management Ahmedabad, Research and Publication Department.