Printed from https://ideas.repec.org/n/nep-fmk/2016-04-04.html
Report NEP-FMK-2016-04-04
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:
- Charles, Amelie & Darne, Olivier & Kim, Jae, 2016, "Stock Return Predictability: Evaluation based on Prediction Intervals," MPRA Paper, University Library of Munich, Germany, number 70143, Mar.
- Tahira, Yoshifumi & Mizuno, Takayuki, 2016, "Amount of news before stock market fluctuations," HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University, number 45, Mar.
- Missaka Warusawitharana, 2016, "Time-varying Volatility and the Power Law Distribution of Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-022, Mar, DOI: 10.17016/FEDS.2016.022.
- Liu, Yuna, 2016, "Trust and stock market correlation: a cross-country analysis," Umeå Economic Studies, Umeå University, Department of Economics, number 924, Mar.
- Item repec:imf:imfwpa:16/57 is not listed on IDEAS anymore
- Liu, Yuna, 2016, "Stock exchange integration and price jump risks - The case of the OMX Nordic exchange mergers," Umeå Economic Studies, Umeå University, Department of Economics, number 925, Mar.
- Guesmi, Khaled & Kablan, Sandrine, 2015, "Financial integration and Japanese stock market," MPRA Paper, University Library of Munich, Germany, number 70206.
- Ghouse, Ghulam & Khan, Saud Ahmed & Arshad, Muhammad, 2015, "Time Varying Volatility Modeling of Pakistani and leading foreign stock markets," MPRA Paper, University Library of Munich, Germany, number 70080, Dec.