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Report NEP-FMK-2014-08-25
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:
- Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin, 2014, "The Random Walk of High Frequency Trading," Papers, arXiv.org, number 1408.3650, Aug, revised Aug 2014.
- Angela Gu & Patrick Zeng, 2014, "Sector-Based Factor Models for Asset Returns," Papers, arXiv.org, number 1408.2794, Aug.
- Eichfelder, Sebastian & Lau, Mona, 2014, "Capital gains taxes and asset prices: The impact of tax awareness and procrastination," Discussion Papers, Free University Berlin, School of Business & Economics, number 2014/17.
- Villena, Marcelo & Villena, Mauricio, 2011, "Option Pricing in an Oligopolistic Setting," MPRA Paper, University Library of Munich, Germany, number 57978, Mar, revised 16 Aug 2014.
- Zhaogang Song & Dacheng Xiu, 2014, "A Tale of Two Option Markets: Pricing Kernels and Volatility Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2014-58, Jan.