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Report NEP-FMK-2016-06-09
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:
- Muhammad Farid Ahmed & Stephen Satchell, 2016, "What Proportion of Time is a particular Market inefficient?...Analysing market efficiency when equity prices follow Threshold Autoregressions," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1625, Apr.
- Sebastian Herrmann & Johannes Muhle-Karbe & Frank Thomas Seifried, 2016, "Hedging with Small Uncertainty Aversion," Papers, arXiv.org, number 1605.06429, May.
- Peydró, José-Luis & Akin, Ozlem & MarÃn, José M, 2020, "Anticipating the Financial Crisis: Evidence from Insider Trading in Banks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11302, Mar.
- Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo, 2016, "Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1583.
- Anastasia Borovykh & Cornelis W. Oosterlee & Andrea Pascucci, 2016, "Pricing Bermudan options under local L\'evy models with default," Papers, arXiv.org, number 1604.08735, Apr.