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Report NEP-FMK-2017-02-12
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:
- Jimmy Saravia & Carlos Garcia & Paula Almonacid, 2016, "The Determinants of Systematic Risk: A Firm Lifecycle Perspective," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 15299, Dec.
- Assaf Eisdorfer & Amit Goyal & Alexei Zhdanov, 2012, "Misvaluation and Return Anomalies in Distress Stocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-12, Mar.
- Rajna Gibson & Songtao Wang, 2012, "Market Belief Risk and the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-37, Nov.
- Volodymyr Vovchak, 2012, "Liquidity and Liquidity Risk in the Cross-Section of Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-44, Jun.
- Andreas D. Huesler & Yannick Malevergne & Didier Sornette, 2012, "Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-01, Feb.
- Giovanni Barone-Adesi & Chiara Legnazzi & Carlo Sala, 2016, "S&P 500 Index, an Option Implied Risk Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-62, Nov.
- Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2017, "Connecting VIX and Stock Index ETF," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-08, Jan.
- Ines Chaieb & Vihang R. Errunza & Rajna Gibson, 2016, "How Does Sovereign Bond Market Integration Relate to Fundamentals and CDS Spreads?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-52, Jul.
- Umit Yilmaz, 2016, "Foreign Acquisition and Credit Risk: Evidence from the U.S. CDS Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 16-50, Jul, revised Dec 2016.
- Per Östberg & Christoph Wenk, 2012, "Evidence of Excess Comovement in US Mergers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 12-33, Nov.
- Md. Mahmudul Alam & Kazi Ashraful Alam & Md. Gazi Salah Uddin, 2017, "Market Depth and Risk Return Analysis of Dhaka Stock Exchange: An Empirical Test of Market Efficiency," Papers, arXiv.org, number 1702.01354, Feb.