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Report NEP-FMK-2010-11-06
This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Erik Schlogl issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-FMK
The following items were announced in this report:
- Pérez García Francisco & Tortosa-Ausina Emili & Arribas Fernández Iván, 2009, "The Determinants of International Financial Integration Revisited: The Role of Networks and Geographic Neutrality," Working Papers, Fundacion BBVA / BBVA Foundation, number 201049, Nov.
- Luciana Barbosa & Sónia Costa, 2010, "Determinants of the sovereign bond yield spreads in the Euro Area in the context of the economic and financial crisis," Working Papers, Banco de Portugal, Economics and Research Department, number w201022.
- Cici, Gjergji & Kempf, Alexander & Pütz, Alexander, 2010, "Caught in the act: How hedge funds manipulate their equity positions," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-15.
- Silvana Musti & Viviana Fanelli, 2010, "Why did CPDOs fail? An analysis focused on credit spread modeling," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number 05-2010, Jun.
- Frey, Stefan & Herbst, Patrick, 2010, "The influence of buy-side analysts on mutual fund trading," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-10.
- Agarwal, Vikas & Bakshi, Gurdip & Huij, Joop, 2009, "Do higher-moment equity risks explain hedge fund returns?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-07.
- Finter, Philipp & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2010, "The impact of investor sentiment on the German stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-03.
- Artmann, Sabine & Finter, Philipp & Kempf, Alexander, 2010, "Determinants of expected stock returns: Large sample evidence from the German market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 10-01.
- B. Dupoyet & H. R. Fiebig & D. P. Musgrove, 2010, "Replicating financial market dynamics with a simple self-organized critical lattice model," Papers, arXiv.org, number 1010.4831, Oct.