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Report NEP-FMK-2014-06-28
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:
- Ryo Murakami & Tomomichi Nakamura & Shin Kimura & Masashi Manabe & Toshihiro Tanizawa, 2014, "On possible origins of trends in financial market price changes," Papers, arXiv.org, number 1406.5276, Jun, revised Nov 2014.
- Ye, Qing & Turner, John D., 2014, "The cross-section of stock returns in an early stock market," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 14-05.
- Andreas Lager{aa}s, 2014, "How to hedge extrapolated yield curves," Papers, arXiv.org, number 1406.6142, Jun.
- Agarwal, Vikas & Mullally, Kevin Andrew & Tang, Yuehua & Yang, Baozhong, 2014, "Mandatory portfolio disclosure, stock liquidity, and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 13-04 [rev.].
- Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2014, "Window dressing in mutual funds," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 11-07 [rev.3].
- Avino, Davide & Cotter, John, 2013, "Sovereign and bank CDS spreads: two sides of the same coin for European bank default predictability?," MPRA Paper, University Library of Munich, Germany, number 56782, Jun.
- Martin Le Doux Mbele Bidima & Mikl'os R'asonyi, 2014, "Asymptotic Exponential Arbitrage and Utility-based Asymptotic Arbitrage in Markovian Models of Financial Markets," Papers, arXiv.org, number 1406.5312, Jun.
- Dragan Tevdovski, 2014, "Extreme negative coexceedances in South Eastern European stock markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-18, Jun.