Report NEP-FMK-2013-10-25

This 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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Pawe{l} Fiedor, 2013. "Frequency Effects on Predictability of Stock Returns," Papers 1310.5540, arXiv.org, revised Nov 2013.
• Kole, H.J.W.G. & van Dijk, D.J.C., 2013. "How to Identify and Forecast Bull and Bear Markets?," ERIM Report Series Research in Management ERS-2013-016-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Gianbiagio Curato & Fabrizio Lillo, 2013. "Modeling the coupled return-spread high frequency dynamics of large tick assets," Papers 1310.4539, arXiv.org.
• Martin Gremm, 2013. "The Origin of Fat Tails," Papers 1310.4538, arXiv.org, revised May 2014.
• Nuno Silva, 2013. "Equity Premia Predictability in the EuroZone," GEMF Working Papers 2013-22, GEMF, Faculty of Economics, University of Coimbra.
• Richard S. Grossman & Ronan C. Lyons & Kevin Hjortshoj O'Rourke & Madalina A. Ursu, 2013. "A Monthly Stock Exchange Index for Ireland, 1864-1930," Oxford University Economic and Social History Series _120, Economics Group, Nuffield College, University of Oxford.
• Gouriéroux, C. & Monfort, A. & Pegoraro, F. & Renne, J-P., 2013. "Regime Switching and Bond Pricing," Working papers 456, Banque de France.
• Michael Bleaney & Paul Mizen & Veronica Veleanu, 2013. "Bond Spreads and Economic Activity in Eight European Economies," Discussion Papers 2013/09, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
• Pianeselli, Daniele & Zaghini, Andrea, 2013. "The cost of firms' debt financing," CFS Working Paper Series 2013/03, Center for Financial Studies (CFS).
• Committee, Nobel Prize, 2013. "Understanding Asset Prices," Nobel Prize in Economics documents 2013-1, Nobel Prize Committee.