Report NEP-FMK-2017-02-26This 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:
- Robin Greenwood & Andrei Shleifer & Yang You, 2017. "Bubbles for Fama," Working Paper 504391, Harvard University OpenScholar.
- Kiesel, F. & Spohnholtz, J., 2017. "CDS spreads as an independent measure of credit risk," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 85379, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Lubos Pastor & Pietro Veronesi, 2017. "Political Cycles and Stock Returns," NBER Working Papers 23184, National Bureau of Economic Research, Inc.
- Alexander Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017. "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," NBER Working Papers 23152, National Bureau of Economic Research, Inc.
- Filipovski, Vladimir & Tevdovski, Dragan, 2017. "Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects," MPRA Paper 76818, University Library of Munich, Germany.