Report NEP-FMK-2016-12-18

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.

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Other reports in NEP-FMK

The following items were announced in this report:

• Panagiotis Papaioannou & Thomas Dionysopoulos & Dietmar Janetzko & Constantinos Siettos, 2016, "S&P500 Forecasting and Trading using Convolution Analysis of Major Asset Classes," Papers, arXiv.org, number 1612.04370, Dec.
• Cespa, Giovanni & Colla, Paolo, 2016, "Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11690, Dec.
• Rousse, O. & Sévi, B., 2016, "Informed trading in oil-futures market," Working Papers, Grenoble Applied Economics Laboratory (GAEL), number 2016-07.
• Stan Hurn & Peter C. B. Phillips & Shu-Ping Shi, 2016, ""Change Detection and the Causal Impact of the Yield Curve," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2058, Dec.
• Hong Li & Shamim Ahmed & Thanaset Chevapatrakul, 2016, "Volatility spillovers across European stock markets around the Brexit referendum," Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM), number 2016/06.
• Feng, Xunan & Johansson, Anders C., 2016, "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2016-39, Dec.