Report NEP-FMK-2016-09-11This 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.
The following items were announced in this report:
- Jiahan Li & Ilias Tsiakas, 2016. "Equity Premium Prediction: The Role of Economic and Statistical Constraints," Working Paper series 16-25, Rimini Centre for Economic Analysis.
- Michiel C.W. van de Leur & Andre Lucas, 2016. "Network, Market, and Book-Based Systemic Risk Rankings," Tinbergen Institute Discussion Papers 16-074/IV, Tinbergen Institute.
- Marco Valerio Geraci & Tomas Garbaravicius & David Veredas, 2016. "Short Selling in the Tails," Working Papers ECARES ECARES 2016-30, ULB -- Universite Libre de Bruxelles.
- Michele Berardi, 2016. "Herding through learning in an asset pricing model," Centre for Growth and Business Cycle Research Discussion Paper Series 223, Economics, The Univeristy of Manchester.
- Petr Jakubik & Dimitrios Zafeiris, 2016. "Impact of Mergers and Acquisitions on European Insurers: Evidence from Equity Markets," Working Papers IES 2016/12, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
- Kentaro Iwatsubo & Tomoki Taishi, 2016. "Quantitative Easing and Liquidity in the Japanese Government Bond Market," Discussion Papers 1623, Graduate School of Economics, Kobe University.