Report NEP-FMK-2017-03-05This 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:
- Praveen Kujal & Owen Powell, 2017. "Bubbles in Experimental Asset Markets," Working Papers 17-01, Chapman University, Economic Science Institute.
- José P. Dapena & Julian R. Siri, 2017. "Testing excess returns from passive options investment strategies," CEMA Working Papers: Serie Documentos de Trabajo. 605, Universidad del CEMA.
- Kick, Heinrich, 2017. "Pricing of bonds and equity when the zero lower bound is relevant," Working Paper Series 1992, European Central Bank.
- Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
- Huai-Long Shi & Wei-Xing Zhou, 2017. "Time series momentum and contrarian effects in the Chinese stock market," Papers 1702.07374, arXiv.org.
- Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017. "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," MPRA Paper 77147, University Library of Munich, Germany.