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Report NEP-FMK-2015-10-25
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:
- Bruno Feunou & Mohammad R. Jahan-Parvar & Cédric Okou, 2015, "Downside Variance Risk Premium," Staff Working Papers, Bank of Canada, number 15-36, DOI: 10.34989/swp-2015-36.
- Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2015, "Asset Pricing with Horizon-Dependent Risk Aversion," 2015 Meeting Papers, Society for Economic Dynamics, number 1069.
- Hammad, Siddiqi, 2015, "Anchoring Adjusted Capital Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 67403, Oct.
- Rafal Rak & Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka, 2015, "Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies," Papers, arXiv.org, number 1510.04910, Oct, revised Nov 2015.
- Xavier Raurich & Thomas Seegmuller, 2015, "On the Interplay Between Speculative Bubbles and Productive Investment," Working Papers, HAL, number halshs-01214689, Oct.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015, "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201575, Oct.
- Dan Richards & Heng Yuan & Marcelo Bianconi, 2015, "Equity Prices and Cartel Activity," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0813.
- Or Shachar & Jennifer La'O & Anna Costello & Nina Boyarchenko, 2015, "Credit Risk and Interdealer Networks," 2015 Meeting Papers, Society for Economic Dynamics, number 1048.
- Krauss, Christopher & Beerstecher, Daniel & Krüger, Tom, 2015, "Feasible earnings momentum in the U.S. stock market: An investor's perspective," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 12/2015.
- Wolff, Christian & Bams, Dennis & Pisa, Magdalena, 2015, "Credit risk characteristics of US small business portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 10889, Oct.