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Report NEP-FMK-2015-08-30
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:
- Hou, Kewei & Xue, Chen & Zhang, Lu, 2015, "A Comparison of New Factor Models," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-05, Jan.
- Bai, Hang & Hou, Kewei & Kung, Howard & Zhang, Lu, 2015, "The CAPM Strikes Back? An Investment Model with Disasters," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-03, Mar.
- Joel M. David & Ina Simonovska, 2015, "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 21480, Aug.
- Markku Lanne & Henri Nyberg, 2015, "Nonlinear dynamic interrelationships between real activity and stock returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2015-36, Aug.
- Pier dup Lopez & J. David López-Salido & Francisco Vazquez-Grande, 2015, "Nominal Rigidities and the Term Structures of Equity and Bond Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-64, Jun, DOI: 10.17016/FEDS.2015.064.
- Mila Getmansky & Peter A. Lee & Andrew W. Lo, 2015, "Hedge Funds: A Dynamic Industry In Transition," NBER Working Papers, National Bureau of Economic Research, Inc, number 21449, Aug.
- Agarwal, Vikas & Green, Tracy Clifton & Ren, Honglin, 2017, "Alpha or beta in the eye of the beholder: What drives hedge fund flows?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-08, revised 2017.
- Sabiou Inoua, 2015, "The Intrinsic Instability of Financial Markets," Papers, arXiv.org, number 1508.02203, Aug.
- Andreasen, Eugenia & Valenzuela, Patricio, 2015, "Financial Openness, Domestic Financial Development and Credit Ratings," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-06, Jun.
- Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2015, "The U.S. Listing Gap," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-07, May.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-07.
- L. C. G. Rogers, 2015, "Bermudan options by simulation," Papers, arXiv.org, number 1508.06117, Aug, revised Jan 2016.
- Sudharshan Reddy Paramati & Rakesh Gupta & Eduardo Roca, 2015, "Stock market interdependence between Australia and its trading partners: does trade intensity matter?," Discussion Papers in Finance, Griffith University, Department of Accounting, Finance and Economics, number finance:201506, Jun.