Report NEP-FMK-2023-02-27

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:

• Giuliano Graziani & Barbara Rindi, 2023. "Optimal Tick Size," Working Papers 688, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Zarifhonarvar, Ali, 2023. "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints 268396, ZBW - Leibniz Information Centre for Economics.
• Dyck, Alexander & Morse, Adair & Zingales, Luigi, 2023. "How pervasive is corporate fraud?," Working Papers 327, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State.
• Olkhov, Victor, 2023. "The Market-Based Probability of Stock Returns," MPRA Paper 116234, University Library of Munich, Germany.
• Severin Bernhard & Philip Vermeulen, 2023. "Leverage and Time-Varying Effects of Monetary Policy on the Stock Market," CAMA Working Papers 2023-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Christoph Gortz & Plutarchos Sakellaris & John D. Tsoukalas, 2023. "Firms’ Financing Dynamics around Lumpy Capacity Adjustments," CAMA Working Papers 2023-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kazuki Amagai & Tomoya Suzuki, 2023. "Long-Term Modeling of Financial Machine Learning for Active Portfolio Management," Papers 2301.12346, arXiv.org.
• Jaros{l}aw Gruszka & Janusz Szwabi'nski, 2023. "Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data," Papers 2302.01816, arXiv.org.
• Jumbe, George, 2023. "Credit Risk Assessment Using Default Models: A Review," OSF Preprints ksb8n, Center for Open Science.
• Kuntal K Das & Logan J Donald & Alfred V Guender, 2023. "Debt Finance and Economic Activity in the Euro-Area: Evidence on Asymmetric and Maturity Effects," CAMA Working Papers 2023-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Valseth, Siri, 2023. "Repo market frictions and intermediation in electronic bond markets," UiS Working Papers in Economics and Finance 2023/1, University of Stavanger.