Report NEP-FMK-2016-06-25

This is the archive for NEP-FMK, a report on new working papers in the area of Financial Markets. Kwang Soo Cheong issued this report. It is usually issued weekly.

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Other reports in NEP-FMK

The following items were announced in this report:

• Kurz-Kim, Jeong-Ryeol, 2016. "Black Monday, globalization and trading behavior of stock investors," Discussion Papers 18/2016, Deutsche Bundesbank.
• Thesmar , David & Bouchaud , Jean-Philippe & Stefano , Ciliberti & Landier , Augustin & Simon , Guillaume, 2016. "The Excess Returns of 'Quality' Stocks: A Behavioral Anomaly," HEC Research Papers Series 1134, HEC Paris.
• Roman Frydman & Joshua R. Stillwagon, 2016. "Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter," Working Papers Series 44, Institute for New Economic Thinking.
• G. Marandola & R. Mossucca, 2016. "When did the stock market start to react less to downgrades by Moody s, S&P and Fitch?," Working Papers wp1066, Dipartimento Scienze Economiche, Universita' di Bologna.
• Mihaly Ormos & Dusan Timotity, 2016. "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers 1606.03597, arXiv.org.
• Nicol'o Musmeci & Vincenzo Nicosia & Tomaso Aste & Tiziana Di Matteo & Vito Latora, 2016. "The multiplex dependency structure of financial markets," Papers 1606.04872, arXiv.org.
• Esin Cakan & Rangan Gupta, 2016. "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers 201646, University of Pretoria, Department of Economics.
• Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi, 2016. "What Explains Herd Behavior in the Chinese Stock Market?," MPRA Paper 72100, University Library of Munich, Germany.
• Marco Bianchetti & Davide Galli & Camilla Ricci & Angelo Salvatori & Marco Scaringi, 2016. "Brexit or Bremain ? Evidence from bubble analysis," Papers 1606.06829, arXiv.org.
• Adam Marszk & Ewa Lechman & Harleen Kaur, 2016. "Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds," GUT FME Working Paper Series A 34, Faculty of Management and Economics, Gdansk University of Technology.
• Santiago Gamba-Santamaria & Jose Eduardo Gomez-Gonzalez & Luis Fernando Melo-Velandia & Jorge Luis Hurtado-Guarin, 2016. "Stock Market Volatility Spillovers: Evidence for Latin America," Borradores de Economia 943, Banco de la Republica de Colombia.