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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. 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:
- Kurz-Kim, Jeong-Ryeol, 2016, "Black Monday, globalization and trading behavior of stock investors," Discussion Papers, Deutsche Bundesbank, number 18/2016.
- 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, HEC Paris, number 1134, Jun.
- Roman Frydman & Joshua R. Stillwagon, 2016, "Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter," Working Papers Series, Institute for New Economic Thinking, number 44, May, DOI: 10.2139/ssrn.2793421.
- 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, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1066, May.
- Mihaly Ormos & Dusan Timotity, 2016, "Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring," Papers, arXiv.org, number 1606.03597, Jun.
- Nicol'o Musmeci & Vincenzo Nicosia & Tomaso Aste & Tiziana Di Matteo & Vito Latora, 2016, "The multiplex dependency structure of financial markets," Papers, arXiv.org, number 1606.04872, Jun.
- Esin Cakan & Rangan Gupta, 2016, "Does U.S. Macroeconomic News Make the South African Stock Market Riskier?," Working Papers, University of Pretoria, Department of Economics, number 201646, Jun.
- Chong, Terence Tai-Leung & Liu, Xiaojin & Zhu, Chenqi, 2016, "What Explains Herd Behavior in the Chinese Stock Market?," MPRA Paper, University Library of Munich, Germany, number 72100, Jun.
- Marco Bianchetti & Davide Galli & Camilla Ricci & Angelo Salvatori & Marco Scaringi, 2016, "Brexit or Bremain ? Evidence from bubble analysis," Papers, arXiv.org, number 1606.06829, Jun.
- Adam Marszk & Ewa Lechman & Harleen Kaur, 2016, "Financial Markets Diffusion Patterns. The Case Of Mexican Investment Funds," GUT FME Working Paper Series A, Faculty of Management and Economics, Gdansk University of Technology, number 34, Jun.
- 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, Banco de la Republica de Colombia, number 943, May, DOI: 10.32468/be.943.