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Report NEP-FMK-2012-06-25
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:
- Roberto Casarin & Flaminio Squazzoni, 2012, "Financial press and stock markets in times of crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_04.
- André de Souza & Anthony W. Lynch, 2012, "Does Mutual Fund Performance Vary over the Business Cycle?," NBER Working Papers, National Bureau of Economic Research, Inc, number 18137, Jun.
- Janick Christian Mollet & Andreas Ziegler, 2012, "Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201228.
- Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2012, "Intra-daily volatility spillovers between the US and German stock markets," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2012-06.
- Roman Horvath & Dragan Petrovski, 2012, "International Stock Market Integration: Central and South Eastern Europe Compared," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1028, Feb.
- Michel Fliess & Cédric Join, 2012, "Preliminary remarks on option pricing and dynamic hedging," Post-Print, HAL, number hal-00705373, Aug.
- Elena Andreou & Eric Ghysels & Constantinos Kourouyiannis, 2012, "Robust volatility forecasts in the presence of structural breaks," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 08-2012, May.