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Report NEP-FMK-2014-04-11
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:
- Arina Nikandrova, 2014, "Informational and Allocative Efficiency in Financial Markets with Costly Information," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 1403, Mar.
- Mollah, Sabur & Zafirov, Goran & Quoreshi, AMM Shahiduzzaman, 2014, "Financial Market Contagion during the Global Financial Crisis," Working Papers, Blekinge Institute of Technology, Department of Industrial Economics, number 2014/05, Apr.
- Minxian Yang, 2014, "The Risk Return Relationship: Evidence from Index Return and Realised Variance Series," Discussion Papers, School of Economics, The University of New South Wales, number 2014-16, Mar.
- Paulo Rocha & Frank Raischel & Jo~ao P. da Cruz & Pedro G. Lind, 2014, "Stochastic Evolution of Stock Market Volume-Price Distributions," Papers, arXiv.org, number 1404.1730, Apr, revised Oct 2014.
- Klaus Adam & Johannes Beutel & Albert Marcet, 2015, "Stock Price Booms and Expected Capital Gains," Working Papers, Barcelona School of Economics, number 757, Sep.
- Carlos F. Alves & João Vaz Nunes & Ana Paula Serra, 2014, "Analysis of European Equity Funds Preferences for Stock Characteristics," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 533, Apr.
- Federico GIRI, 2014, "Does Interbank Market Matter for Business Cycle Fluctuation? An Estimated DSGE Model with Financial Frictions for the Euro Area," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 398, Mar.
- Adnen Ben Nasr & Thomas Lux & Ahdi N. Ajmi & Rangan Gupta, 2014, "Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching," Working Papers, University of Pretoria, Department of Economics, number 201412, Mar.