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Report NEP-FMK-2016-02-12
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:
- Philip Ernst & James Thompson & Yinsen Miao, 2016, "Portfolio Selection: The Power of Equal Weight," Papers, arXiv.org, number 1602.00782, Feb, revised Aug 2017.
- Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou & H Eugene Stanley, 2016, "Limit-order book resiliency after effective market orders: Spread, depth and intensity," Papers, arXiv.org, number 1602.00731, Feb, revised Feb 2017.
- Jung-Hyun Ahn & Vincent Bignon & Régis Breton & Antoine Martin, 2016, "Liquidity, Collateral Quality, and Negative Interest Rate," Staff Reports, Federal Reserve Bank of New York, number 763, Jan.
- Massimiliano Caporin & Chia-Lin Chang & Michael McAleer, 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-006/III, Feb.
- Paul-Olivier Klein & Laurent Weill, 2016, "Is It Worth Issuing Bonds in China? Evidence from Stock Market Reactions," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2016-01.
- Q. Farooq Akram & Casper Christophersen, 2015, "Pricing in the Norwegian interbank market – the effects of liquidity and implicit government support," Working Paper, Norges Bank, number 2016/2, Feb.