Report NEP-FMK-2011-07-02This 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:
- Rebecca Hellerstein, 2011. "Global bond risk premiums," Staff Reports 499, Federal Reserve Bank of New York.
- Rosario Bartiromo, 2011. "Maximum entropy distribution of stock price fluctuations," Papers 1106.4957, arXiv.org, revised Oct 2013.
- Fabien Guilbaud & Huyen Pham, 2011. "Optimal High Frequency Trading with limit and market orders," Working Papers hal-00603385, HAL.