Report NEP-FMK-2013-03-23This 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.
The following items were announced in this report:
- Sofía B. Ramos & Helena Veiga & Pedro Latoeiro, 2013. "Predictability of stock market activity using Google search queries," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de EstadÃstica y EconometrÃa ws130605, Universidad Carlos III, Departamento de Estadística y Econometría.
- Rama Cont & Adrien De Larrard, 2013. "Price Dynamics in a Markovian Limit Order Market," Post-Print, HAL hal-00552252, HAL.
- Adrian Van Rixtel & Gabriele Gasperini, 2013. "Financial crises and bank funding: recent experience in the euro area," BIS Working Papers, Bank for International Settlements 406, Bank for International Settlements.
- Marius Jurgilas & Filip Zikes, 2013. "Implicit intraday interest rate in the UK unsecured overnight money market," Working Paper, Norges Bank 2013/09, Norges Bank.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2013. "Long Memory in the Ukrainian Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research 1279, DIW Berlin, German Institute for Economic Research.