Report NEP-FMK-2019-03-11
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-FMK
The following items were announced in this report:
- Lööf, Hans & Stephan, Andreas, 2019. "The Impact of ESG on Stocks’ Downside Risk and Risk Adjusted Return," Working Paper Series in Economics and Institutions of Innovation 477, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo MM & Taylor, AM Robert, 2019. "Testing for Episodic Predictability in Stock Returns," Essex Finance Centre Working Papers 24137, University of Essex, Essex Business School.
- de Oliveira Souza, Thiago, 2019. "A critique of momentum anomalies," Discussion Papers on Economics 5/2019, University of Southern Denmark, Department of Economics.
- Hadi NekoeiQachkanloo & Benyamin Ghojogh & Ali Saheb Pasand & Mark Crowley, 2019. "Artificial Counselor System for Stock Investment," Papers 1903.00955, arXiv.org.
- Nyborg, Kjell, 2019. "Repo rates and the collateral spread puzzle," CEPR Discussion Papers 13546, C.E.P.R. Discussion Papers.
- Michael Greinecker & Christoph Kuzmics, 2019. "Limit Orders under Knightian Uncertainty," Graz Economics Papers 2019-03, University of Graz, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers 201915, University of Pretoria, Department of Economics.
- Alex Plastun & Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2019. "Halloween Effect in Developed Stock Markets: A US Perspective," Working Papers 201914, University of Pretoria, Department of Economics.
- Norbäck, Pehr-Johan & Persson, Lars, 2019. "Stock Market Impact of Cross-Border Acquisitions in Emerging Markets," Working Paper Series 1267, Research Institute of Industrial Economics.
- Fenghua Wen & Yujie Yuan & Wei-Xing Zhou, 2019. "Cross-shareholding networks and stock price synchronicity: Evidence from China," Papers 1903.01655, arXiv.org.
- Amadou N Sy & Rodolfo Maino & Alexander Massara & Hector Perez-Saiz & Preya Sharma, 2019. "FinTech in Sub-Saharan African Countries; A Game Changer?," IMF Departmental Papers / Policy Papers 19/04, International Monetary Fund.