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Report NEP-FMK-2015-05-09
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:
- Bell, Peter N, 2015, "Returns to tail hedging," MPRA Paper, University Library of Munich, Germany, number 62160, Feb.
- John Kandrac & Bernd Schlusche, 2015, "An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-27, Mar, DOI: 10.17016/FEDS.2015.027.
- Sehgal, Sanjay & Gupta, Priyanshi & Deisting, Florent, 2014, "Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods," MPRA Paper, University Library of Munich, Germany, number 64078, Oct.
- Simon Hagemann & Christoph Weber, 2015, "Trading Volumes in Intraday Markets - Theoretical Reference Model and Empirical Observations in Selected European Markets," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 1503, Apr, revised Apr 2015.
- Huai-Long Shi & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015, "Profitability of contrarian strategies in the Chinese stock market," Papers, arXiv.org, number 1505.00328, May.
- J. L. Subias, 2015, "Phase Transitions, Renormalization and Yang-Lee Zeros in Stock Markets," Papers, arXiv.org, number 1505.00471, May.