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Report NEP-FMK-2013-10-02
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:
- Dimitrios P. Louzis, 2013, "Measuring return and volatility spillovers in euro area financial markets," Working Papers, Bank of Greece, number 154, Mar.
- Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy-Duong To, 2013, "The Return-Volatility Relation in Commodity Futures Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 336, Aug.
- Yanshan Wang, 2013, "Stock price direction prediction by directly using prices data: an empirical study on the KOSPI and HSI," Papers, arXiv.org, number 1309.7119, Sep, revised Jan 2017.
- Agarwalla, Sobhesh Kumar & Jacob, Joshy & Varma, Jayanth R., 2013, "Four Factor Model in Indian Equities Market," IIMA Working Papers, Indian Institute of Management Ahmedabad, Research and Publication Department, number WP2013-09-05, Sep.