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Report NEP-FMK-2016-04-30
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:
- Carlos León & Geun-Young Kim & Constanza Martínez & Daeyup Lee, 2016, "Equity Markets’ Clustering and the Global Financial Crisis," Borradores de Economia, Banco de la Republica de Colombia, number 937, Apr, DOI: 10.32468/be.937.
- Dasgupta, Amil & Piacentino, Giorgia, 2015, "The Wall Street walk when blockholders compete for flows," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 63144, Dec.
- Antti J. Tanskanen & Jani Lukkarinen & Kari Vatanen, 2016, "Random selection of factors preserves the correlation structure in a linear factor model to a high degree," Papers, arXiv.org, number 1604.05896, Apr, revised Dec 2018.
- Carol Osler & Geir Bjonnes & Neophytos Kathitziotis, 2016, "Bid-Ask Spreads in OTC Markets," Working Papers, Brandeis University, Department of Economics and International Business School, number 102, Mar.
- Chernov, Mikhail & Backus, David & Boyarchenko, Nina, 2016, "Term structures of asset prices and returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11227, Apr.
- Guglielmo Maria Caporale & Alex Plastun, 2016, "Calendar Anomalies in the Ukrainian Stock Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1573.