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Report NEP-FMK-2012-01-10
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:
- Jaime Casassus & Freddy Higuera, 2011, "Stock Return Predictability and Oil Prices," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 406.
- Gao-Feng Gu & Xiong Xiong & Fei Ren & Wei-Xing Zhou & Wei Zhang, 2011, "The position profiles of order cancellations in an emerging stock market," Papers, arXiv.org, number 1112.6085, Dec, revised May 2013.
- Lars Stentoft, 2011, "What we can learn from pricing 139,879 Individual Stock Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-52, Dec.
- Leonidas Sandoval Junior & Adriana Bruscato & Maria Kelly Venezuela, 2012, "Building portfolios of stocks in the S\~ao Paulo Stock Exchange using Random Matrix Theory," Papers, arXiv.org, number 1201.0625, Jan, revised Mar 2013.