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Report NEP-FMK-2017-01-08
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:
- Antoine Jacquier & Hao Liu, 2017, "Optimal liquidation in a Level-I limit order book for large tick stocks," Papers, arXiv.org, number 1701.01327, Jan, revised Nov 2017.
- Giulia Dal Pra & Massimo Guidolin & Manuela Pedio & Fabiola Vasile, 2016, "Do Regimes in Excess Stock Return Predictability Create Economic Value? An Out-of-Sample Portfolio Analysis," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1637.
- Pramod Kumar Naik & Rangan Gupta & Puja Padhi, 2016, "The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa," Working Papers, University of Pretoria, Department of Economics, number 201689, Dec.