Report NEP-FMK-2023-09-11

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:

• S, Ramya, 2023. "Analyzing the Impact of the Covid-19 Pandemic on Stock Market Investments," OSF Preprints wm4z3, Center for Open Science.
• Stulz, Rene M., 2023. "Crisis Risk and Risk Management," Working Paper Series 2023-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Johnson, Mark J. & Ben-David, Itzhak & Lee, Jason & Yao, Vincent, 2023. "FinTech Lending with LowTech Pricing," Working Paper Series 2023-08, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Xianhua Peng & Chenyin Gong & Xue Dong He, 2023. "Reinforcement Learning for Financial Index Tracking," Papers 2308.02820, arXiv.org.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023. "Deep Learning from Implied Volatility Surfaces," Swiss Finance Institute Research Paper Series 23-60, Swiss Finance Institute.
• Couts, Spencer J. & Goncalves, Andrei S. & Loudis, Johnathan, 2023. "The Subjective Risk and Return Expectations of Institutional Investors," Working Paper Series 2023-14, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023. "Systematic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series 2023-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Stulz, Rene M. & Taboada, Alvaro G. & van Dijk, Mathijs A., 2023. "Why Are Bank Holdings of Liquid Assets So High?," Working Paper Series 2023-09, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Michael Smolyansky, 2023. "End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns," Finance and Economics Discussion Series 2023-041, Board of Governors of the Federal Reserve System (U.S.).
• Daisuke Miyakawa & Takemasa Oda & Taihei Sone, 2023. "Regulatory Reforms and Price Heterogeneity in an OTC Derivative Market," Bank of Japan Working Paper Series 23-E-12, Bank of Japan.
• Joshua Traut & Wolfgang Schadner, 2023. "Which is Worse: Heavy Tails or Volatility Clusters?," Swiss Finance Institute Research Paper Series 23-61, Swiss Finance Institute.