Printed from https://ideas.repec.org/n/nep-fmk/2014-01-24.html
Report NEP-FMK-2014-01-24
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:
- Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2014, "Origins of Stock Market Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 19818, Jan.
- Item repec:aei:rpaper:39937 is not listed on IDEAS anymore
- Baule, Rainer & Korn, Olaf & Saßning, Sven, 2013, "Which beta is best? On the information content of option-implied betas," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-11.
- Jan Hanousek & Ev??en Ko??enda & Jan Novotn??, 2013, "Price Jumps on European Stock Markets," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp1059, Sep.
- Michele Leonardo Bianchi & Frank J. Fabozzi & Svetlozar T. Rachev, 2014, "Calibrating the Italian smile with time-varying volatility and heavy-tailed models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 944, Jan.
- Dalia El-Shiaty & Ahmed Abdelmotelib Badawi, 2014, "Herding Behavior in the Stock Market: An Empirical Analysis of the Egyptian Exchange," Working Papers, The German University in Cairo, Faculty of Management Technology, number 37, Jan.
- Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014, "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 14-01, Jan.
- Sheng, Andrew & Singh, Ajit, 2013, "Islamic Stock Markets in a Global Context," MPRA Paper, University Library of Munich, Germany, number 53035, Jan.