Cover Image

Fiduciary Duty in the Municipal Bonds Market

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Malakar, Baridhi
Format:	Preprint
Published:	2024
Subjects:	General Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Essays on Responsible and Sustainable Finance
by: Malakar, Baridhi
Published: (2024)

The Evolving Role of 21st Century Municipal Financial Advisors
by: Daniel G. Garrett, et al.
Published: (2026)

The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds
by: Zhang, Yan, et al.
Published: (2024)

Market-Based Variance of Market Portfolio and of Entire Market
by: Olkhov, Victor
Published: (2025)

Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by: Hirayama, Kenichi, et al.
Published: (2019)

Information Leakages in the Green Bond Market
by: Shannon, Darren, et al.
Published: (2025)

Three-Currency HJM for Brazilian Credit Markets
by: Coelho, Raphael
Published: (2026)

Market-Based Price Autocorrelation
by: Olkhov, Victor
Published: (2022)

Understanding the Excess Bond Premium
by: Benson, Kevin, et al.
Published: (2024)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
by: Shin, Useong
Published: (2026)

HODL Strategy or Fantasy? 480 Million Crypto Market Simulations and the Macro-Sentiment Effect
by: Zhang, Weikang, et al.
Published: (2025)

Inefficiencies of Carbon Trading Markets
by: Borri, Nicola, et al.
Published: (2024)

Market-Based "Actual" Returns of Investors
by: Olkhov, Victor
Published: (2023)

Skewness Dispersion and Stock Market Returns
by: Babiak, Mykola, et al.
Published: (2026)

The Effect of High-Speed Rail Connectivity on Capital Market Earnings Forecast Error: Evidence from the Chinese Stock Market
by: Han, Shilong
Published: (2025)

The Market Effects of Algorithms
by: Raymond, Lindsey
Published: (2025)

A Prior-Predictive Monte Carlo Framework for Pricing Complex Data Products in Data-Poor Markets
by: Siemiatkowski, Adam L., et al.
Published: (2026)

Information Asymmetry Index: The View of Market Analysts
by: Decourt, Roberto Frota, et al.
Published: (2024)

Private Credit Markets Theory, Evidence, and Emerging Frontiers
by: Zou, Jiacheng
Published: (2026)

AI Agents in Financial Markets: Architecture, Applications, and Systemic Implications
by: Gong, Hui
Published: (2026)

Proofs for the New Definitions in Financial Markets
by: Aras, Atilla
Published: (2023)

Graph Signal Processing for Global Stock Market Realized Volatility Forecasting
by: Chi, Zhengyang, et al.
Published: (2024)

Cryptocurrencies and Interest Rates: Inferring Yield Curves in a Bondless Market
by: Bergault, Philippe, et al.
Published: (2025)

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)

On the Characteristics of the Free Market in a Cooperative Society
by: Agbeko, Norbert
Published: (2015)

Sensitivity Analysis of emissions Markets: A Discrete-Time Radner Equilibrium Approach
by: Crépey, Stéphane, et al.
Published: (2024)

Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach
by: Cha, Jinho, et al.
Published: (2025)

Nonlinear Evidence of Investor Heterogeneity: Retail Cash Flows as Drivers of Market Dynamics
by: Oh, Gabjin
Published: (2025)

Modelling Financial Market Imperfection Using Open Quantum Systems
by: Hicks, Will
Published: (2025)

Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic
by: Karagiorgis, Ariston, et al.
Published: (2024)

Market Beliefs about Open vs. Closed AI
by: Björkegren, Daniel
Published: (2025)

How Digital Asset Treasury Companies Can Survive Bear Markets: The Case of the Strategy and Bitcoin
by: Wen, Hongzhe
Published: (2025)

Market Efficiency and the Heterogeneous Impact of Financial Liberalization: Evidence from the Shanghai-Hong Kong Stock Connect
by: Liu, Jiaqi, et al.
Published: (2026)

Equilibrium Liquidity and Risk Offsetting in Decentralised Markets
by: Drissi, Fayçal, et al.
Published: (2025)

Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market
by: Jev, Japheth Torsar
Published: (2024)

Empirical Evidence for the New Definitions in Financial Markets and Equity Premium Puzzle
by: Aras, Atilla
Published: (2023)

Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by: Du, Yimin, et al.
Published: (2025)

Can Large Language Models Trade? Testing Financial Theories with LLM Agents in Market Simulations
by: Lopez-Lira, Alejandro
Published: (2025)

Retail Market Analysis
by: Yuan, Ke, et al.
Published: (2025)

Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets
by: Tian, Tian, et al.
Published: (2024)