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Report NEP-FMK-2016-10-09
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:
- Ananjan Bhattacharyya & Abhijeet Chandra, 2016, "The Cross-section of Expected Returns on Penny Stocks: Are Low-hanging Fruits Not-so Sweet?," Papers, arXiv.org, number 1610.01338, Oct.
- van Dieijen, M.J. & Borah, A. & Tellis, G.J. & Franses, Ph.H.B.F., 2016, "Volatility Spillovers Across User-Generated Content and Stock Market Performance," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2016-008-MKT, Sep.
- Juan F. Monge & Mercedes Landete & Jos'e L. Ruiz, 2016, "Sharpe portfolio using a cross-efficiency evaluation," Papers, arXiv.org, number 1610.00937, Oct, revised Oct 2016.
- Lustig, Hanno & Stathopoulos, Andreas & Verdelhan, Adrien, 2016, "Nominal Exchange Rate Stationarity and Long-Term Bond Returns," Research Papers, Stanford University, Graduate School of Business, number 3411, Jan.
- Oliver Pfante & Nils Bertschinger, 2016, "Volatility Inference and Return Dependencies in Stochastic Volatility Models," Papers, arXiv.org, number 1610.00312, Oct.
- Kanne, Stefan & Korn, Olaf & Uhrig-Homburg, Marliese, 2016, "Stock Illiquidity, option prices, and option returns," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-08.
- Christopher Findlay & Silvia Sorescu & Camilo Umana Dajud, 2016, "Markets are Smart! Structural Reforms and Country Risk," Working Papers, CEPII research center, number 2016-23, Sep.
- He, Zhiguo & Krishnamurthy, Arvind & Milbradt, Konstantin, 2016, "What Makes US Government Bonds Safe Assets?," Research Papers, Stanford University, Graduate School of Business, number 3421, Jan.
- Lamont K. Black & Ioannis Floros & Rajdeep Sengupta, 2016, "Raising capital when the going gets tough: U.S. bank equity issuance from 2001 to 2014," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 16-5, Jun, DOI: 10.18651/RWP2016-05.
- Tapa, Nosipho & Tom, Zandile & Lekoma, Molebogeng & Ebersohn, J. & Phiri, Andrew, 2016, "The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models," MPRA Paper, University Library of Munich, Germany, number 74101, Sep.