Printed from https://ideas.repec.org/n/nep-fmk/2014-06-07.html
Report NEP-FMK-2014-06-07
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:
- Rodriguez, Abel & Wang, Ziwei & Kottas, Athanasios, 2014, "Assessing systematic risk in the S&P500 index between 2000 and 2011: A Bayesian nonparametric approach," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt6dh099g2, Jun.
- Aizenman, Joshua & Binici, Mahir & Hutchison, Michael M, 2014, "The Transmission of Federal Reserve Tapering News to Emerging Financial Markets," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt7n17z9km, Jun.
- Fabio Dercole & Davide Radi, 2014, "Does the "uptick rule" stabilize the stock market? Insights from Adaptive Rational Equilibrium Dynamics," Papers, arXiv.org, number 1405.7747, May.
- Sercan Arik & Sukru Burc Eryilmaz & Adam Goldberg, 2014, "Supervised classification-based stock prediction and portfolio optimization," Papers, arXiv.org, number 1406.0824, Jun.