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Report NEP-FMK-2015-09-05
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:
- Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan, 2015, "Stock Market Investment: The Role of Human Capital," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-65, Jun, DOI: 10.17016/FEDS.2015.065r1.
- Noemi Nava & Tiziana Di Matteo & Tomaso Aste, 2015, "Time-dependent scaling patterns in high frequency financial data," Papers, arXiv.org, number 1508.07428, Aug, revised Dec 2015.
- Grace Xing Hu & Jun Pan & Jiang Wang, 2015, "Tri-Party Repo Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 21502, Aug.
- Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Consonni, Francesco & Buti, Sabrina, 2015, "Tick Size: Theory and Evidence," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2015-04, Mar.
- Roman Gayduk & Sergey Nadtochiy, 2015, "Liquidity Effects of Trading Frequency," Papers, arXiv.org, number 1508.07914, Aug, revised May 2017.
- Lan, Chunhua & Moneta, Fabio & Wermers, Russ, 2018, "Holding Horizon: A New Measure of Active Investment Management," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-06, revised 2018.
- Morkoetter, Stefan & Wetzer, Thomas, 2015, "Conflicts of Interest and the Role of Financial Advisors in M&A Transactions: Empirical Evidence from the Private Equity Industry," Working Papers on Finance, University of St. Gallen, School of Finance, number 1515, Aug, revised Apr 2017.
- Alex Young, 2015, "The effect of stock market indexing on corporate tax avoidance," Papers, arXiv.org, number 1509.00136, Sep.
- Admati, Anat R., 2015, "Rethinking Financial Regulation: How Confusions Have Prevented Progress," Research Papers, Stanford University, Graduate School of Business, number 3291, Jun.
- Fernando, Chitru S. & Gatchev, Vladimir A. & May, Anthony D. & Megginson, William L., 2015, "Prestige without Purpose? Reputation, Differentiation, and Pricing in U.S. Equity Underwriting," Working Papers, University of Pennsylvania, Wharton School, Weiss Center, number 15-09, Jun.
- Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou, 2015, "Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets," Papers, arXiv.org, number 1508.07505, Aug.
- Cunha, Ronan & Pereira, Pedro L. Valls, 2015, "Automatic model selection for forecasting Brazilian stock returns," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 398, Aug.